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We consider online monitoring of the network event data to detect local changes in a cluster when the affected data stream distribution shifts from one point process to another with different parameters. Specifically, we are interested in…
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…
Machine learning models are essential tools in various domains, but their performance can degrade over time due to changes in data distribution or other factors. On one hand, detecting and addressing such degradations is crucial for…
The Hawkes process has become a standard method for modeling self-exciting event sequences with different event types. A recent work has generalized the Hawkes process to a neurally self-modulating multivariate point process, which enables…
The aim of presented paper is modeling of degradation processes in historical mortars exposed to moisture impact during freezing. Internal damage caused by ice crystallization in pores is one of the most important factors limiting the…
The Hawkes process has garnered attention in recent years for its suitability to describe the behavior of online information cascades. Here, we present a fully tractable approach to analytically describe the distribution of the number of…
The Hawkes model is a past-dependent point process, widely used in various fields for modeling temporal clustering of events. Extending this framework, the multidimensional marked Hawkes process incorporates multiple interacting event types…
Architectural degradation, also known as erosion, decay, or aging, impacts system quality, maintainability, and adaptability. Although widely acknowledged, current literature shows fragmented definitions, metrics, and remediation…
Low internal friction coatings are key components of advanced technologies such as optical atomic clocks and high-finesse optical cavity and often lie at the forefront of the most advanced experiments in Physics. Notably, increasing the…
In order to disentangle the internal dynamics from exogenous factors within the Autoregressive Conditional Duration (ACD) model, we present an effective measure of endogeneity. Inspired from the Hawkes model, this measure is defined as the…
Aimed at the timely detection of the degradation of electrical machines and the organization of active maintenance, numerous studies on performance degradation assessment have been conducted. However, previous research still suffers from…
Degradation modeling has traditionally relied on historical signals to estimate the behavior of the underlying degradation process. Many models assume that these historical signals are acquired under the same environmental conditions and…
Marine corrosion significantly reduces a ship's availability, increases costs of operation and could impact safety. Protective coatings mitigate these risks, but their effectiveness deteriorates over time. Early detection of coating…
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…
We investigate the coordination and control problems of distributed discrete event systems that are composed of multiple subsystems subject to potential actuator and/or sensor faults. We model actuator faults as local controllability loss…
Learning causal structure among event types from discrete-time event sequences is a particularly important but challenging task. Existing methods, such as the multivariate Hawkes processes based methods, mostly boil down to learning the…
In chemical and manufacturing processes, unit failures due to equipment degradation can lead to process downtime and significant costs. In this context, finding an optimal maintenance strategy to ensure good unit health while avoiding…
We propose a simulation method for multidimensional Hawkes processes based on superposition theory of point processes. This formulation allows us to design efficient simulations for Hawkes processes with differing exponentially decaying…
The marked Hawkes risk process is a compound point process for which the occurrence and amplitude of past events impact the future. Thanks to its autoregressive properties, it found applications in various fields such as neuosciences,…
Engineered and infrastructure systems deteriorate (e.g., loss capacity) as a result of adverse environmental or external conditions. Modeling deterioration is essential to define optimum design strategies and inspection and maintenance…