Related papers: Flexible Spatio-Temporal Hawkes Process Models for…
A field theoretical framework is developed for the Hawkes self-excited point process with arbitrary memory kernels by embedding the original non-Markovian one-dimensional dynamics onto a Markovian infinite-dimensional one. The corresponding…
This paper investigates the nonlinear dynamics of stepping flexible frames under seismic excitation. The conventional iterative method of solution of peak quasi-dynamic displacement of stepping frames is not guaranteed to converge. To…
Modeling event dynamics is central to many disciplines. Patterns in observed event arrival times are commonly modeled using point processes. Such event arrival data often exhibits self-exciting, heterogeneous and sporadic trends, which is…
Spatiotemporal dynamics models are fundamental for various domains, from heat propagation in materials to oceanic and atmospheric flows. However, currently available neural network-based spatiotemporal modeling approaches fall short when…
Numerical models are starting to be used for determining the future behaviour of seismic faults and fault networks. Their final goal would be to forecast future large earthquakes. In order to use them for this task, it is necessary to…
Gun violence and mass shootings are high-profile epidemiological issues facing the United States with questions regarding their contagiousness gaining prevalence in news media. Through the use of nonparametric Hawkes processes, we examine…
This study proposes a versatile model for the dynamics of the best bid and ask prices using an extended Hawkes process. The model incorporates the zero intensities of the spread-narrowing processes at the minimum bid-ask spread,…
Event occurrence is not only subject to the environmental changes, but is also facilitated by the events that have occurred in a system. Here, we develop a method for estimating such extrinsic and intrinsic factors from a single series of…
Multivariate Hawkes process provides a powerful framework for modeling temporal dependencies and event-driven interactions in complex systems. While existing methods primarily focus on uncovering causal structures among observed…
Seismic imaging is the numerical process of creating a volumetric representation of the subsurface geological structures from elastic waves recorded at the surface of the Earth. As such, it is widely utilized in the energy and construction…
We generalise the construction of multivariate Hawkes processes to a possibly infinite network of counting processes on a directed graph $\mathbb G$. The process is constructed as the solution to a system of Poisson driven stochastic…
Event history data from sports competitions have recently drawn increasing attention in sports analytics to generate data-driven strategies. Such data often exhibit self-excitation in the event occurrence and dependence within event…
Hawkes processes were first introduced to obtain microscopic models for the rough volatility observed in asset prices. Scaling limits of such processes leads to the rough-Heston model that describes the macroscopic behavior. Blanc et al.…
Classic results show that the Hawkes self-exciting point process can be viewed as a collection of temporal clusters, where exogenously generated initial events give rise to endogenously driven descendant events. This perspective provides…
To analyse interaction in marked spatio-temporal point processes (MSTPPs), we introduce marked (cross) second-order reduced moment measures and K-functions for general inhomogeneous second-order intensity reweighted stationary MSTPPs. These…
We study earthquake interval time statistics, paying special attention to inter-occurrence times in the two-dimensional (2D) stick-slip (block-slider) model. Inter-occurrence times are the time interval between successive earthquakes on all…
In this paper we consider multivariate Hawkes processes with baseline hazard and kernel functions that depend on time. This defines a class of locally stationary processes. We discuss estimation of the time-dependent baseline hazard and…
The superposition of temporal point processes has been studied for many years, although the usefulness of such models for practical applications has not be fully developed. We investigate superposed Hawkes process as an important class of…
A geometric approach to the friction phenomena is presented. It is based on the holographic view which has recently been popular in the theoretical physics community. We see the system in one-dimension-higher space. The heat-producing…
Scaling analysis reveals striking regularities in earthquake occurrence. The time between any one earthquake and that following it is random, but it is described by the same universal-probability distribution for any spatial region and…