ポアソン過程における状態追跡法

Translated title of the contribution: The Process State Tracking Method in Poisson Process

Shuto Tanabashi, Yasuhiko Takemoto, Ikuo Arizono

Research output: Contribution to journalArticlepeer-review

Abstract

Understanding the state transition of a process from the time series data obtained from the process is important from the viewpoint of both analyzing and controlling the process. In particular, it is important to clarify a turning point of the state transition, that is, the point of change in the process and to find the cause of the state transition by observing and analyzing the data from the process. This paper considers the method of detecting several change points in a process based on the likelihood theory and information criterion when a series of data from the process follows the Poisson process. Then, the method of finding any process state fluctuation and points of change is called “the process state tracking method”. The validity and applicability of the process state tracking method introduced in this paper is confirmed through some numerical applications.

Translated title of the contributionThe Process State Tracking Method in Poisson Process
Original languageJapanese
Pages (from-to)159-168
Number of pages10
JournalJournal of Japan Industrial Management Association
Volume72
Issue number3
DOIs
Publication statusPublished - 2021

ASJC Scopus subject areas

  • Strategy and Management
  • Management Science and Operations Research
  • Industrial and Manufacturing Engineering
  • Applied Mathematics

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