Random forests for homogeneous and non-homogeneous Poisson processes with excess zeros

Walid Mathlouthi1, Denis Larocque1, Marc Fredette1

  • 1Department of Decision Sciences, HEC Montréal, Montréal, Canada.

Summary

We developed a new hurdle methodology using two random forests to accurately model count data with excess zeros. This approach improves predictions for both homogeneous and non-homogeneous Poisson processes, outperforming existing methods.

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