Prediction of Multimodal Poisson Variable using Discretization of Gaussian Data

Evženie Uglickich, Ivan Nagy, Ivan Nagy, Matej Petrouš

2021

Abstract

The paper deals with predicting a discrete target variable described by the Poisson distribution based on the discretized Gaussian explanatory data under condition of the multimodality of a system observed. The discretization is performed using the recursive mixture-based clustering algorithms under Bayesian methodology. The proposed approach allows to estimate the Gaussian and Poisson models existing for each discretization interval of explanatory data and use them for the prediction. The main contributions of the approach include: (i) modeling the Poisson variable based on the cluster analysis of explanatory continuous data, (ii) the discretization approach based on recursive mixture estimation theory, (iii) the online prediction of the Poisson variable based on available Gaussian data discretized in real time. Results of illustrative experiments and comparison with the Poisson regression is demonstrated.

Paper Citation

in Harvard Style

Uglickich E., Nagy I. and Petrouš M. (2021). Prediction of Multimodal Poisson Variable using Discretization of Gaussian Data. In Proceedings of the 18th International Conference on Informatics in Control, Automation and Robotics - Volume 1: ICINCO, ISBN 978-989-758-522-7, pages 600-608. DOI: 10.5220/0010575006000608

in Bibtex Style

@conference{icinco21,
author={Evženie Uglickich and Ivan Nagy and Matej Petrouš},
title={Prediction of Multimodal Poisson Variable using Discretization of Gaussian Data},
booktitle={Proceedings of the 18th International Conference on Informatics in Control, Automation and Robotics - Volume 1: ICINCO,},
year={2021},
pages={600-608},
publisher={SciTePress},
organization={INSTICC},
doi={10.5220/0010575006000608},
isbn={978-989-758-522-7},
}

in EndNote Style

TY - CONF

JO - Proceedings of the 18th International Conference on Informatics in Control, Automation and Robotics - Volume 1: ICINCO,
TI - Prediction of Multimodal Poisson Variable using Discretization of Gaussian Data
SN - 978-989-758-522-7
AU - Uglickich E.
AU - Nagy I.
AU - Petrouš M.
PY - 2021
SP - 600
EP - 608
DO - 10.5220/0010575006000608