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Predicting a cyclic Poisson process |
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| Authors: | Roelof Helmers I Wayan Mangku |
| Institution: | 1. Centre for Mathematics and Computer Science (CWI), P.O. Box 94079, 1090?GB, Amsterdam, The Netherlands 2. Department of Mathematics, Bogor Agricultural University, Jl. Meranti, Kampus IPB Darmaga, Bogor, 16680, Indonesia |
| Abstract: | We construct and investigate a (1−α)-upper prediction bound for a future observation of a cyclic Poisson process using past data. A normal based confidence interval for our upper prediction bound is established. A comparison of the new prediction bound with a simpler nonparametric prediction bound is also given. |
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