We propose tree and random forest methods for non-homogeneous Poisson processes. The splitting criterion is derived from a model with a piecewise constant rate function. A simulation study shows that the new method performs well.

Although sample size calculations for testing a parameter in the Poisson regression model have been previously done, very little attention has been given to the effect of the correlation structure of the explanatory covariates on the sample size. A method to calculate the sample size for the...

We consider parametric frameworks for the prediction of future values of a random variable Y, based on previously observed data X. Simple pivotal methods for obtaining calibrated prediction intervals are presented and illustrated. Frequentist predictive distributions are defined as confidence...

Enterprise Resource Planning (ERP) systems vendors face great challenges to enhance their market position and maximize their profits. Being able to simultaneously predict the diffusion of an ERP and to determine the right price to charge to a customer is a complex task. Earlier work has...