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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…

统计方法学 · 统计学 2022-12-26 Rui Zhang , Haoyun Wang , Yao Xie

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…

统计理论 · 数学 2025-12-02 Maya Sadeler Perrin , Anna Bonnet , Charlotte Dion-Blanc , Adeline Samson

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…

机器学习 · 计算机科学 2023-09-28 Florian Heinrichs

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…

机器学习 · 计算机科学 2020-06-16 Zhen Han , Yunpu Ma , Yuyi Wang , Stephan Günnemann , Volker Tresp

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…

计算工程、金融与科学 · 计算机科学 2014-02-14 J. Sýkora

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…

物理与社会 · 物理学 2020-07-22 Joseph D. O'Brien , Alberto Aleta , Yamir Moreno , James P. Gleeson

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…

统计方法学 · 统计学 2025-05-20 Anna Bonnet , Charlotte Dion-Blanc , Maya Sadeler-Perrin

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…

软件工程 · 计算机科学 2025-07-22 Noman Ahmad , Ruoyu Su , Matteo Esposito , Andrea Janes , Valentina Lenarduzzi , Davide Taibi

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…

统计金融 · 定量金融 2014-06-20 Vladimir Filimonov , Spencer Wheatley , Didier Sornette

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…

信号处理 · 电气工程与系统科学 2018-09-10 Chong Bian , Shunkun Yang , Tingting Huang , Qingyang Xu , Jie Liu , Enrico Zio

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…

应用统计 · 统计学 2014-12-04 Rensheng Zhou , Nicoleta Serban , Nagi Gebraeel

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…

应用统计 · 统计学 2026-05-29 Huy Truong-Ba , Michael E. Cholette , Geoffrey Will , Marc Hartmann

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…

统计方法学 · 统计学 2026-01-14 K. Ken Peng , X. Joan Hu , Tim B. Swartz

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…

系统与控制 · 计算机科学 2018-12-06 Jin Dai , Hai Lin

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…

机器学习 · 计算机科学 2023-05-11 Jie Qiao , Ruichu Cai , Siyu Wu , Yu Xiang , Keli Zhang , Zhifeng Hao

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…

最优化与控制 · 数学 2019-01-25 Johannes Wiebe , Inês Cecílio , Ruth Misener

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…

机器学习 · 统计学 2018-03-14 Kar Wai Lim , Young Lee , Leif Hanlen , Hongbiao Zhao

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,…

概率论 · 数学 2024-09-11 Laure Coutin , Mahmoud Khabou

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…

最优化与控制 · 数学 2014-09-19 Mauricio Junca , Mauricio Sanchez-Silva