# Classification and clustering for observations of event time data using non-homogeneous Poisson process models

## TL;DR

This paper develops methods for classifying and clustering event time data modeled by non-homogeneous Poisson processes, using spline-based rate function estimation and maximum likelihood techniques, validated on synthetic and real data.

## Contribution

It introduces a spline-based modeling approach for NHPP rate functions and applies maximum likelihood and EM algorithms for classification and clustering tasks.

## Key findings

- Methods perform well on synthetic data.
- Effective classification and clustering on real-world data.
- Code available for reproducibility.

## Abstract

Data of the form of event times arise in various applications. A simple model for such data is a non-homogeneous Poisson process (NHPP) which is specified by a rate function that depends on time. We consider the problem of having access to multiple independent observations of event time data, observed on a common interval, from which we wish to classify or cluster the observations according to their rate functions. Each rate function is unknown but assumed to belong to a finite number of rate functions each defining a distinct class. We model the rate functions using a spline basis expansion, the coefficients of which need to be estimated from data. The classification approach consists of using training data for which the class membership is known, to calculate maximum likelihood estimates of the coefficients for each group, then assigning test observations to a group by a maximum likelihood criterion. For clustering, by analogy to the Gaussian mixture model approach for Euclidean data, we consider mixtures of NHPP and use the expectation-maximisation algorithm to estimate the coefficients of the rate functions for the component models and group membership probabilities for each observation. The classification and clustering approaches perform well on both synthetic and real-world data sets. Code associated with this paper is available at https://github.com/duncan-barrack/NHPP .