Related papers: Modeling Discrete Coating Degradation Events via H…
A point process for event arrivals in high frequency trading is presented. The intensity is the product of a Hawkes process and high dimensional functions of covariates derived from the order book. Conditions for stationarity of the process…
As part of optimizing the reliability, Thales Optronics now includes systems that examine the state of its equipment. The aim of this paper is to use hidden Markov Model to detect as soon as possible a change of state of optronic equipment…
Multivariate Hawkes Processes (MHPs) are an important class of temporal point processes that have enabled key advances in understanding and predicting social information systems. However, due to their complex modeling of temporal…
Hawkes process models are used in settings where past events increase the likelihood of future events occurring. Many applications record events as counts on a regular grid, yet discrete-time Hawkes models remain comparatively underused and…
Hawkes processes are a popular framework to model the occurrence of sequential events, i.e., occurrence dynamics, in several fields such as social diffusion. In real-world scenarios, the inter-arrival time among events is irregular.…
This paper develops maintenance policies for a system under condition monitoring. We assume that a number of defects may develop and the degradation process of each defect follows a gamma process, respectively. The system is inspected…
Reliable inference of system degradation from sensor data is fundamental to condition monitoring and prognostics in mechanical and infrastructural systems. Since degradation is rarely directly observable and measurable, it must be inferred…
The extent to which a matching engine can cloud the modelling of underlying order submission and management processes in a financial market remains an unanswered concern with regards to market models. Here we consider a 10-variate Hawkes…
The mechanical response, serviceability, and load bearing capacity of materials and structural components can be adversely affected due to external stimuli, which include exposure to a corrosive chemical species, high temperatures,…
Hawkes Processes are a type of point process which models self-excitement among time events. It has been used in a myriad of applications, ranging from finance and earthquakes to crime rates and social network activity analysis.Recently, a…
Many events occur in the world. Some event types are stochastically excited or inhibited---in the sense of having their probabilities elevated or decreased---by patterns in the sequence of previous events. Discovering such patterns can help…
Given a collection of entities (or nodes) in a network and our intermittent observations of activities from each entity, an important problem is to learn the hidden edges depicting directional relationships among these entities. Here, we…
The Hawkes model is suitable for describing self and mutually exciting random events. In addition, the exponential decay in the Hawkes process allows us to calculate the moment properties in the model. However, due to the complexity of the…
In this work, a system subject to different deterioration processes is analysed. The arrival of the degradation processes to the system is modelled using a shot-noise Cox process. The degradation processes grow according to an homogeneous…
Coating chambers create thin layers that improve the mechanical and optical surface properties in jewelry production using physical vapor deposition. In such a process, evaporated material condensates on the walls of such chambers and, over…
Object detectors achieve strong performance under nominal imaging conditions but can fail silently when exposed to blur, noise, compression, adverse weather, or resolution changes. In safety-critical settings, it is therefore insufficient…
We investigate spatio-temporal event analysis using point processes. Inferring the dynamics of event sequences spatiotemporally has many practical applications including crime prediction, social media analysis, and traffic forecasting. In…
This paper investigates the modeling of an important class of degradation data, which are collected from a spatial domain over time; for example, the surface quality degradation. Like many existing time-dependent stochastic degradation…
Understanding degradation is crucial for ensuring the longevity and performance of materials, systems, and organisms. To illustrate the similarities across applications, this article provides a review of data-based method in materials…
Condition-Based Maintenance is pivotal in enabling the early detection of potential failures in engineering systems, where precise prediction of the Remaining Useful Life is essential for effective maintenance and operation. However, a…