相关论文: Modeling Discrete Coating Degradation Events via H…

A multivariate Hawkes process enables self- and cross-excitations through a triggering matrix that behaves like an asymmetrical covariance structure, characterizing pairwise interactions between the event types. Full-rank estimation of all…

A three-dimensional simulation model is proposed here to study the erosive wear of structure caused by solid particles, which accounts for the accumulation of surface deformation and degradation during the erosion process. Although there…

Software engineering is continuously facing the challenges of growing complexity of software packages and increased level of data on defects and drawbacks from software production process. This makes a clarion call for inventions and…

Scheduling the maintenance based on the condition, respectively the degradation level of the system leads to improved system's reliability while minimizing the maintenance cost. Since the degradation level changes dynamically during the…

Large-scale quantum systems require optical coherence between distant quantum devices, necessitating spectral indistinguishability. Scalable solid-state platforms offer promising routes to this goal. However, environmental disorders,…

We introduce the dynamics mode decomposition for monitoring wide-area power grid networks from sparse measurement data. The mathematical framework fuses data from multiple sensors based on multivariate statistics, providing accurate full…

Sequences of events including infectious disease outbreaks, social network activities, and crimes are ubiquitous and the data on such events carry essential information about the underlying diffusion processes between communities (e.g.,…

In a discrete-time setting, we consider an arrival process $\left\{\xi_n \, \middle| \, n = 1, 2, \ldots \right\}$, which models the occurrence of events, and a corresponding point process $\left\{H_n \, \middle| \, n = 1, 2, \ldots…

A Hawkes process model with a time-varying background rate is developed for analyzing the high-frequency financial data. In our model, the logarithm of the background rate is modeled by a linear model with a relatively large number of…

This work focuses on a self-exciting point process defined by a Hawkes-like intensity and a switching mechanism based on a hidden Markov chain. Previous works in such a setting assume constant intensities between consecutive events. We…

This study explores contagion in the Chinese stock market using Hawkes processes to analyze autocorrelation and cross-correlation in multivariate time series data. We examine whether market indices exhibit trending behavior and whether…

It is often assumed that events cannot occur simultaneously when modelling data with point processes. This raises a problem as real-world data often contains synchronous observations due to aggregation or rounding, resulting from…

Inferring models, predicting the future, and estimating the entropy rate of discrete-time, discrete-event processes is well-worn ground. However, a much broader class of discrete-event processes operates in continuous-time. Here, we provide…

Predicting discrete events in time and space has many scientific applications, such as predicting hazardous earthquakes and outbreaks of infectious diseases. History-dependent spatio-temporal Hawkes processes are often used to…

Corrosion is a major problem affecting the durability of reinforced concrete structures. Corrosion related maintenance and repair of reinforced concrete structures cost multibillion USD per annum globally. It is often triggered by the…

Dynamical downscaling with high-resolution regional climate models may offer the possibility of realistically reproducing precipitation and weather events in climate simulations. As resolutions fall to order kilometers, the use of explicit…

Maintenance optimization of naval ship equipment is crucial in terms of national defense. However, the mixed effect of the maintenance and the pure deterioration processes in the observed data hinders an exact comparison between candidate…

Targeting a better understanding of credit market dynamics, the authors have studied a stochastic model named the Hawkes process. Describing trades arrival times, this kind of model allows for the capture of self-excitement and mutual…

Additional training of a deep learning model can cause negative effects on the results, turning an initially positive sample into a negative one (degradation). Such degradation is possible in real-world use cases due to the diversity of…

Image degradations can occur during acquisition, processing, and transmission, altering visual appearance and affecting downstream vision tasks. They are studied in several communities, including synthetic corruption benchmarks for…