2026-04-12

The Poisson Process

  • Poisson Process: A method that helps to count independent, random events over a specified time interval

    • Poisson Distribution: A distribution that counts the number of times the event occurs over a specified time interval
  • Requirement: \(\lambda\) | The average number of events within a certain time interval

  • Assumption: Events are discrete, do not overlap, and each event is independent

  • Application: The Poisson Process can help us model and estimate bus arrival times given the estimated frequency. It’s minimal requirements pose a resource-efficient method of modelling station frequencies

The Mathematical Framework

The Poisson Distribution is determined with the following equation:

\[P(X = k) = \frac{\lambda^k e^{-\lambda}}{k!}\]

  • \(k\): The number of occurrences

  • \(\lambda\): The average number of events per interval (for this, we’ll use hours)

Explanation: This formula calculates the probability that the number of occurrences in a specific window of time will equal the number of events that we want (\(k\)).

Poisson Distribution Properties

  • Expected value is equivalent to the parameter \(\lambda\):

\[E[X] = \lambda\]

  • Variance is also equivalent to the average occurrence:

\[Var(X) = \lambda\]

  • Naturally, we can derive the standard deviation:

\[\sigma = \sqrt{\lambda}\]

  • Essentially, if we expect 3 busses to arrive in an hour, we are uncertain that those three will actually show up. No specific outcome is guaranteed.

Visualizing Probabilities

We see that when \(\lambda = 3\), the most expected number of arrivals hovers around 3 as well.

Comparing Arrival Rates

With a lower theoretical arrival rate (\(\lambda = 2\), blue), there is less variance and a much higher probability of the theoretical arrival rate being met. Higher theoretical arrival rates (\(\lambda = 8\), red) yield more uncertainty, and a lower chance of meeting the theoretical rate.

Visualization of Probability Space

This demonstrates the concept from the previous slide. The lower the anticipated rate, the more likely it is to be met.

Implementation in R

To find a Poisson Distribution for arrivals in R, we use the dpois() function:

k_values <- 0:15 # This must be a vector
lambda <- 4 # Replace this with the average arrival rate

prob <- dpois(k_values, lambda)
  • This creates a starting point from which to visualize, simulate and experiment.

To generate single events following the poisson distribution, use rpois():

vars_to_return <- 20 # Each yields a single event, 
                     # based on the poisson distribution
lambda <- 4

prob <- rpois(vars_to_return, lambda)

Simulating Bus Arrivals using the Poisson Distribution

We can simulate the arrival and departure of transit using randomly generated values based on the poisson distribution:

Note that as the sample size increases, the simulation (red) tends towards the ideal distribution (pink).

Conclusion

  • We can use the Poisson Distribution to model the arrival frequencies of transit vehicles at stations.

  • To model a real world system, we only need \(\lambda\), the theoretical average of arrivals over a time interval.

    • This can be obtained using GTFS data, typically available through a transit agency or municipal data portal.

Continuing Work: Curious readers could verify the accuracy of the poisson distribution as a model for station frequencies at specific localities. Perhaps differences in planning and geography affect this distribution’s utility as a model.