Skip to main content
Log in

Non-homogeneous Poisson models with a change-point: an application to ozone peaks in Mexico city

  • Published:
Environmental and Ecological Statistics Aims and scope Submit manuscript

Abstract

In this paper, we use some non-homogeneous Poisson models in order to study the behavior of ozone measurements in Mexico City. We assume that the number of ozone peaks follows a non-homogeneous Poisson process. We consider four types of rate function for the Poisson process: power law, Musa–Okumoto, Goel–Okumoto, and a generalized Goel–Okumoto rate function. We also assume that a change-point may or may not be present. The analysis of the problem is performed by using a Bayesian approach via Markov chain Monte Carlo methods. The best model is chosen using the DIC criterion as well as graphical approach.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  • Achcar JA, Bolfarine H (1989) Constant hazard against a change-point alternative: a Bayesian approach with censored data. Commun Stat Theory Methods 18: 3801–3819

    Article  Google Scholar 

  • Achcar JA, Loibel S (1998) Constant hazard models with a change-point: a Bayesian analysis using Markov chain Monte Carlo methods. Biom J 40: 543–555

    Article  Google Scholar 

  • Achcar JA, Fernández-Bremauntz AA, Rodrigues ER, Tzintzun G (2008) Estimating the number of ozone peaks in Mexico City using a non-homogeneous Poisson model. Environmetrics 19: 469–485

    Article  CAS  Google Scholar 

  • Akaike HA (1974) New look at the statistical model identification. IEEE Trans Autom Control 19: 716–723

    Article  Google Scholar 

  • Álvarez LJ, Fernández-Bremauntz AA, Rodrigues ER, Tzintzun G (2005) Maximum a posteriori estimation of the daily ozone peaks in Mexico City. J Agric Biol Environ Stat 10: 276–290

    Article  Google Scholar 

  • Austin J, Tran H (1999) A characterization of the weekday–weekend behavior of ambient ozone concentrations in California. Air Pollution VI. WIT Press, Ashurst Lodge, pp, pp 645–661

    Google Scholar 

  • Bell ML, McDermontt A, Zeger SL, Samet JM, Dominici F (2004) Ozone and short-term mortality in 95 US urban communities 1987–2000. J Am Med Soc 292: 2372–2378

    CAS  Google Scholar 

  • Carlin BP, Gelfand AE, Smith AFM (1992) Hierarchical Bayesian analysis of change-point problems. Appl Stat 41: 389–405

    Article  Google Scholar 

  • Chib S, Greenberg E (1995) Understanding the Metropolis–Hastings algorithm. Am Stat 49: 327–335

    Article  Google Scholar 

  • Comrie AC (1997) Comparing neural network and regression models for ozone forecasting. J Air and Waste Manag Assoc 47: 653–663

    CAS  Google Scholar 

  • Cox DR, Lewis PA (1996) Statistical analysis of series of events. Methuem, UK

    Google Scholar 

  • Dey DK, Purkayastha S (1997) Bayesian approach to change-point problems. Commun Stat Theory Methods 26: 2035–2047

    Article  Google Scholar 

  • Gelfand AE, Smith AFM (1990) Sampling-based approaches to calculating marginal densities. J Am Stat Assoc 85: 398–409

    Article  Google Scholar 

  • Gelman A, Rubin DB (1992) Inference from iterative simulation using multiple sequences (with discussion). Stat Sci 7: 457–511

    Article  Google Scholar 

  • Goel AL, Okumoto K (1978) An analysis of recurrent software failures on a real-time control system. In: Proceedings of ACM Conference. Washington, pp 496–500

  • Guardani R, Nascimento CAO, Guardani MLG, Martins MHRB, Romano J (1999) Study of atmospheric ozone formation by means of a neural network based model. J Air and Waste Manag Assoc 49: 316–323

    CAS  Google Scholar 

  • Guardani R, Aguiar JL, Nascimento CAO, Lacava CIV, Yanagi Y (2003) Ground-level ozone mapping in large urban areas using multivariate analysis: application to the São Paulo metropolitan area. J Air and Waste Manag Assoc 53: 553–559

    CAS  Google Scholar 

  • Horowitz J (1980) Extreme values from a nonstationary stochastic process: an application to air quality analysis. Technometrics 22: 469–482

    Article  Google Scholar 

  • Huang CY, Lyu MR, Kuo SY (2003) A unified scheme of some nonhomogeneous Poisson process models for software reliability estimation. IEEE Trans Softw Eng 29: 261–269

    Article  Google Scholar 

  • Javits JS (1980) Statistical interdependencies in the ozone national ambient air quality standard. J Air Poll Control Assoc 30: 58–59

    Google Scholar 

  • Kuo L, Yang TY (1996) Bayesian computation for nonhomogeneous Poisson process in software reliability. J Am Stat Assoc 91: 763–773

    Article  Google Scholar 

  • Kuo L, Yang TY (1999) Bayesian computation for the superposition of Poisson process in software reliability. Can J Stat 27: 547–556

    Article  Google Scholar 

  • Larsen LC, Bradley RA, Honcoop GL (1980) A new method of characterizing the variability of air quality-related indicators. In: Air and Waste Management Association’s International Specialty Conference of Tropospheric Ozone and the Environment. Los Angeles

  • Leadbetter MR (1991) On a basis for “peak over threshold” modeling. Stat Probab Lett 12: 357–362

    Article  Google Scholar 

  • Loomis DP, Borja-Arbuto VH, Bangdiwala SI, Shy CM (1996) Ozone exposure and daily mortality in Mexico City: a time series analysis. Health Eff Inst Res Rep 75: 1–46

    Google Scholar 

  • Matthews DE, Farewell VT (1982) On testing for a constant hazard against a change-point alternative. Biometrics 71: 299–304

    Google Scholar 

  • Mudholkar GS, Srivastava DK, Friemer M (1995) The exponentiated-Weibull family: a reanalysis of the bus-motor failure data. Technometrics 37: 436–445

    Article  Google Scholar 

  • Musa JD, Okumoto K (1984) A logarithmic Poisson execution time model for software reliability measurement. In: Proceedings of 7th International Conference on Software Engineering. Orlando, pp 230–238

  • Musa JD, Iannino A, Okumoto K (1987) Software reliability: measurement, prediction, application. McGraw Hill, USA

    Google Scholar 

  • NOM (2002) Modificación de la Norma Oficial Mexicana NOM-020-SSA1-1993. Diario Oficial de la Federación, 30 de Octubre

  • Pievatolo A, Ruggeri F (2004) Bayesian reliability analysis of complex repairable systems. Appl Stoch Models Bus Ind 20: 253–264

    Article  Google Scholar 

  • Raftery AE (1989) Are ozone exceedance rate decreasing? Comment on the paper “Extreme value analysis of environmental time series: an application to trend detection in ground-level ozone” by R. L. Smith. Stat Sci 4: 378–381

    Article  Google Scholar 

  • Raftery AE, Akman VE (1986) Bayesian analysis of a Poisson process with a change-point. Biometrics 73: 85–89

    Article  Google Scholar 

  • Ramírez-Cid JE, Achcar JA (1999) Bayesian inference for nonhomogeneous Poisson processes in software reliability models assuming nonhomogeneous nonmonotonic intensity functions. Comput Stat Data Anal 32: 147–159

    Article  Google Scholar 

  • Roberts EM (1979) Review of statistics extreme values with applications to air quality data. Part I. Review. J Air Pollut Control Assoc 29: 632–637

    Google Scholar 

  • Roberts EM (1979) Review of statistics extreme values with applications to air quality data. Part II. Applications. J Air Pollut Control Assoc 29: 733–740

    CAS  Google Scholar 

  • Ruggeri F, Sivaganesan S (2005) On modelling change-points in nonhomogeneous Poisson processes. Stat Inference Stoch Models 8: 311–329

    Article  Google Scholar 

  • Schwarz G (1978) Estimating the dimension of a model. Annal Stat 6: 461–466

    Article  Google Scholar 

  • Smith RL (1989) Extreme value analysis of environmental time series: an application to trend detection in ground-level ozone. Stat Sci 4: 367–393

    Article  Google Scholar 

  • Smith AFM, Roberts GO (1993) Bayesian computation via the Gibbs sampler and related Markov chain Monte Carlo methods. J R Stat Soc Series B 55: 3–23

    Google Scholar 

  • Spiegelhalter DJ, Thomas A, Best NG (1999) WinBugs: Bayesian inference using Gibbs sampling. MRC Biostatistics Unit, Cambridge

    Google Scholar 

  • Spiegelhalter DJ, Best NG, Carlin BP, Vander Linde A (2002) Bayesian measures of model complexity and fit (with discussion and rejoinder). J R Stat Soc Series B 64: 583–639

    Article  Google Scholar 

  • Wilson R, Colone SD, Spengler JD, Wilson DG (1980) Health effects of fossil fuel burning: assessment and mitigation. Ballenger, Cambridge

    Google Scholar 

  • Yamada S, Osaki S (1984) Nonhomogeneous error detection rate models for software reliability growth. In: Osaki S, Hatoyama Y (eds) Reliability theory. Springer, Berlin., pp 120–143

    Google Scholar 

  • Yamada Y, Osaki S (1985) Software reliability modeling: models and applications. IEEE Trans Softw Eng 12: 1431–1437

    Article  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Eliane R. Rodrigues.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Achcar, J.A., Rodrigues, E.R., Paulino, C.D. et al. Non-homogeneous Poisson models with a change-point: an application to ozone peaks in Mexico city. Environ Ecol Stat 17, 521–541 (2010). https://doi.org/10.1007/s10651-009-0114-3

Download citation

  • Received:

  • Revised:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s10651-009-0114-3

Keywords

Navigation