A time series analysis and a non-homogeneous Poisson model with multiple change-points applied to acoustic data

Abstract

High levels of the so-called community noise may produce hazardous effect on the health of a population exposed to them for large periods of time. Hence, the study of the behaviour of those noise measurements is very important. In this work we analyse that in terms of the probability of exceeding a given threshold level a certain number of times in a time interval of interest. Since the datasets considered contain missing measurements, we use a time series model to estimate the missing values and complete the datasets. Once the data is complete, we use a non-homogeneous Poisson model with multiple change-points to estimate the probability of interest. Estimation of the parameters of the models are made using the usual time series methodology as well as the Bayesian point of view via Markov chain Monte Carlo algorithms. The models are applied to data obtained from two measuring sites in Messina, Italy.