sine-NHPP

sine-NHPP is a Python software for predicting customer arrivals with sine waves. Cycles are automatically discovered and coefficients are estimated accordingly. It implements the estimation procedure from Chen et al. (2023). The installation guide can be found here. This tutorial demonstrates how to estimate the arrival rate of customers from a simulated dataset.

Please refer to Appendix A of Chen et al. (2023) for details of the procedure, which is a simpler variant of the one proposed in Chen, Lee, and Negahban (2019).

Suggested citations

• Chen, Gurlek, Lee, Shen (2023): Can customer arrival rates be modelled by sine waves? (Joint issue in Service Science and Stochastic Systems, forthcoming)

• Chen, Lee, Negahban (2019): Super-resolution estimation of cyclic arrival rates (Annals of Statistics 47:3:1754-1775)