Related papers: Modeling Human Dynamics and Lifestyle Using Digita…
The publication time of a document carries a relevant information about its semantic content. The Dirichlet-Hawkes process has been proposed to jointly model textual information and publication dynamics. This approach has been used with…
Recent years have seen an unprecedented rise of the role that technology plays in all aspects of human activities. Unavoidably, technology has heavily entered the Capital Markets trading space, to the extent that all major exchanges are now…
Human travelling behaviours are markedly regular, to a large extent, predictable, and mostly driven by biological necessities (\eg sleeping, eating) and social constructs (\eg school schedules, synchronisation of labour). Not surprisingly,…
Event-driven systems in fields such as neuroscience, social networks, and finance often exhibit dynamics influenced by continuously evolving external covariates. Motivated by these applications, we introduce a new class of multivariate…
Nowadays, human movement in urban spaces can be traced digitally in many cases. It can be observed that movement patterns are not constant, but vary across time and space. In this work,we characterize such spatio-temporal patterns with an…
Hawkes processes have recently risen to the forefront of tools when it comes to modeling and generating sequential events data. Multidimensional Hawkes processes model both the self and cross-excitation between different types of events and…
In this paper, we bridge two disciplines: systems & control and environmental psychology. We develop second order Behavior and Personal norm (BP) based models (which are consistent with some studies on opinion dynamics) for describing and…
Human activity, which usually consists of several actions, generally covers interactions among persons and or objects. In particular, human actions involve certain spatial and temporal relationships, are the components of more complicated…
Hawkes processes are a class of self-exciting point processes that are used to model complex phenomena. While most applications of Hawkes processes assume that event data occurs in continuous-time, the less-studied discrete-time version of…
Hawkes processes are often applied to model dependence and interaction phenomena in multivariate event data sets, such as neuronal spike trains, social interactions, and financial transactions. In the nonparametric setting, learning the…
Self-exciting processes of Hawkes type have been used to model various phenomena including earthquakes, neural activities, and views of online videos. Studies of temporal networks have revealed that sequences of social interevent times for…
The process algebra HYPE was recently proposed as a fine-grained modelling approach for capturing the behaviour of hybrid systems. In the original proposal, each flow or influence affecting a variable is modelled separately and the overall…
Abstract. Most of the real world data we encounter are asynchronous event sequence, so the last decades have been characterized by the implementation of various point process into the field of social networks,electronic medical records and…
Modelling and forecasting the occurrence of extreme events is especially difficult when the event process is nonstationary, with changes in both the rate at which extremes occur and the magnitude of the extremes when they occur. We approach…
Patient healthcare utilization consists of irregularly time-stamped events, such as outpatient visits, inpatient admissions, and emergency encounters, forming individualized care trajectories. Modeling these trajectories is crucial for…
Living systems display complex behaviors driven by physical forces as well as decision-making. Hydrodynamic theories hold promise for simplified universal descriptions of socially-generated collective behaviors. However, the construction of…
A Hawkes process model with a time-varying background rate is developed for analyzing the high-frequency financial data. In our model, the logarithm of the background rate is modeled by a linear model with a relatively large number of…
We are interested in the problem of classifying Multivariate Hawkes Processes (MHP) paths coming from several classes. MHP form a versatile family of point processes that models interactions between connected individuals within a network.…
Hawkes processes have been shown to be efficient in modeling bursty sequences in a variety of applications, such as finance and social network activity analysis. Traditionally, these models parameterize each process independently and assume…
In this paper, a method for a cooperative trajectory planning between a human and an automation is extended by a behavioral model of the human. This model can characterize the stubbornness of the human, which measures how strong the human…