Bayesian regression of piecewise homogeneous Poisson processes

Abstract

In this paper, a Bayesian method for piecewise regression is adapted to handle counting processes data distributed as Poisson. A numerical code in Mathematica is developed and tested analyzing simulated data. The resulting method is valuable for detecting breaking points in the count rate of time series for Poisson processes.

Received: 2 November 2015,  Accepted: 27 November 2015; Edited by: R. Dickman; Reviewed by: M. Hutter, Australian National University, Canberra, Australia.; DOI: http://dx.doi.org/10.4279/PIP.070018

Cite as: D J R Sevilla, Papers in Physics 7, 070018 (2015)

This paper, by D J R Sevilla, is licensed under the Creative Commons Attribution License 3.0