Modeling Time-Dependent Arrivals to Service Systems: A Case in Using a Piecewise-Polynomial Rate Function in a Nonhomogeneous Poisson Process

1988 ◽  
Vol 34 (11) ◽  
pp. 1367-1379 ◽  
Author(s):  
Edward P. C. Kao ◽  
Sheng-Lin Chang
2014 ◽  
Vol 26 (2) ◽  
pp. 752-765 ◽  
Author(s):  
Yi Deng ◽  
Xiaoxi Zhang ◽  
Qi Long

In multi-regional trials, the underlying overall and region-specific accrual rates often do not hold constant over time and different regions could have different start-up times, which combined with initial jump in accrual within each region often leads to a discontinuous overall accrual rate, and these issues associated with multi-regional trials have not been adequately investigated. In this paper, we clarify the implication of the multi-regional nature on modeling and prediction of accrual in clinical trials and investigate a Bayesian approach for accrual modeling and prediction, which models region-specific accrual using a nonhomogeneous Poisson process and allows the underlying Poisson rate in each region to vary over time. The proposed approach can accommodate staggered start-up times and different initial accrual rates across regions/centers. Our numerical studies show that the proposed method improves accuracy and precision of accrual prediction compared to existing methods including the nonhomogeneous Poisson process model that does not model region-specific accrual.


1991 ◽  
Vol 5 (1) ◽  
pp. 89-100 ◽  
Author(s):  
David Assaf ◽  
Benny Levikson

Suppose we have a single asset that we would like to sell. As time goes by, independent and identically distributed offers with a common known distribution F are given to us. At any given moment, we may either accept the current offer or reject it, thereby losing it forever. The rate at which offers arrive follows a nonhomogeneous Poisson process whose instantaneous intensity is under our control, using advertizing in a manner to be described. Our objective is, roughly, that of maximizing the total discounted expected reward composed of the offer we decide to accept, minus the total advertizing costs.


2016 ◽  
Vol 25 (2) ◽  
pp. 79-98 ◽  
Author(s):  
S. K. Bar-Lev ◽  
D. Bshouty ◽  
F. A. van der Duyn Schouten

Sign in / Sign up

Export Citation Format

Share Document