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Published byHadi Budiman Modified over 6 years ago
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Point processes rates are a point process concern
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Point process data points along the line radioactive emissions, nerve cell firings, … Describe by: a) 0 1 < 2 < ... < N < T in [0,T) b) N(t) = #{ j | 0 j < t}, a step function c) counting measure N(I) = d) Y0 = 1, Y1 = 2 - 1 , ..., YN-1 = N - N-1 intervals 0 e) Y(t) = j (t-j) = dN(t)/dt (.): Dirac delta function
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Data displays
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Point process data can arise from crossings
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empirical rate: N(T)/T
slope empirical running rate: [N(t+)-N(t- )]/2 change?
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Stacking
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Clustering
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Properties of the Dirac delta, (.).
a generalized function, Schwartz distribution (0) = (t) = 0, t 0 density function of a r.v.,Ƭ, that = 0 with probability 1 cdf H(t) = 0, t<0 H(t) =1, t 0 for suitable g(.), E(g(Ƭ)) = g(.): test function
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Y(t) = j (t-j) = dN(t)/dt
= N(g) Can treat a point process as an "ordinary" time series using orderly: points are isolated no twins In survival analysis just 1 point Might analyze interval series Yk = k+1 - k , non-negative
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Vector-valued point process
points of several types N(t) Y(t) = dN(t)/dt
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Marked point process. {j , Mj } mark Mj is associated with time j examples: earthquakes, insurance If marks real-valued: jump or cumulative process point process if Mj = 1
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Y(t) = j Mj (t-j ) = dJ(t)/dt
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stacking
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Sampled time series, hybrid. X(j )
Computing. can replace {j} by t.s. Yk = dN(t) with k = [j/dt] [.]: integral part Point processes are very, very basic in science particle vs. wave theory of light
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