Related papers: Predictability in the ETAS Model of Interacting Tr…
This paper extends the existing fractional Hawkes process to better model mainshock-aftershock sequences of earthquakes. The fractional Hawkes process is a self-exciting point process model with temporal decay kernel being a Mittag-Leffler…
The presented paper is devoted to the search for mathematical basis for describing the aftershock evolution of strong earthquakes. We consider the experimental facts and heuristic arguments that allow to make a choice and to focus on the…
Our chances to halt epidemic outbreaks rely on how accurately we represent the population structure underlying the disease spread. When analyzing global epidemics this force us to consider metapopulation models taking into account intra-…
In this paper we propose the CTS (Concious Tutoring System) technology, a biologically plausible cognitive agent based on human brain functions.This agent is capable of learning and remembering events and any related information such as…
It was conjectured for a long time that the tectonic plates are in a self-organized state of criticality and that the Gutenberg-Richter law is a manifestation of that. It was recently shown that for a system near criticality, the inequality…
A method that exactly knows the earthquakes beforehand and can generalize them cannot still been developed. However, earthquakes are tried to be predicted through numerous methods. One of these methods, artificial neural networks give…
Simultaneous occurrences of extreme events need not imply symmetric or reciprocal tail dependence. However, most existing measures of extremal dependence are inherently symmetric and hence often fail to capture directional influence in tail…
Predicting the subsequent event for an existing event context is an important but challenging task, as it requires understanding the underlying relationship between events. Previous methods propose to retrieve relational features from event…
Systems of interacting continuous-time Markov chains are a powerful model class, but inference is typically intractable in high dimensional settings. Auxiliary information, such as noisy observations, is typically only available at discrete…
The two paradigmatic nonlinear oscillatory models with parametric excitation are studied. The authors provide theoretical evidence for the appearance of extreme events (EEs) in those systems. First, the authors consider a well known Lienard…
Explosive synchronization (ES) is nowadays a hot topic of interest in nonlinear science and complex networks. So far, it is conjectured that ES is rooted in the setting of specific microscopic correlation features between the natural…
A model for fault dynamics consisting of two rough and rigid brownian profiles that slide one over the other is introduced. An earthquake occurs when there is an intersection between the two profiles. The energy release is proportional to…
Systemic risk measures have been shown to be predictive of financial crises and declines in real activity. Thus, forecasting them is of major importance in finance and economics. In this paper, we propose a new forecasting method for…
In this paper, we propose an ETA model (Estimated Time of Arrival) that leverages an attention mechanism over historical road speed patterns. As autonomous driving and intelligent transportation systems become increasingly prevalent, the…
Quantifying and predicting rare and extreme events persists as a crucial yet challenging task in understanding complex dynamical systems. Many practical challenges arise from the infrequency and severity of these events, including the…
In biomedical settings, multitype recurrent events such as stroke and heart failure occur frequently, often concluding with a terminal event such as death. Understanding the links between these recurring and terminal events is fundamental…
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…
After the main shock of an earthquake, a stream of aftershocks that does not subside for a long time is usually observed. Fusakichi Omori found that the frequency of aftershocks decreases hyperbolically with time. It has recently been…
The well-developed ETS (ExponenTial Smoothing or Error, Trend, Seasonality) method incorporating a family of exponential smoothing models in state space representation has been widely used for automatic forecasting. The existing ETS method…
We develop a procedure for forecasting the volatility of a time series immediately following a news shock. Adapting the similarity-based framework of Lin and Eck (2020), we exploit series that have experienced similar shocks. We aggregate…