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The use of cumulative sums for detection of changepoints in the rate parameter of a Poisson Process.

Pedro Galeano
Published in: Comput. Stat. Data Anal. (2007)
Keyphrases
  • poisson process
  • markov modulated
  • poisson processes
  • arrival rate
  • lead time
  • gaussian process
  • objective function
  • active learning
  • parameter values
  • batch size