A self‐exciting marked point process model for drought analysis
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DOI: 10.1002/env.2697
Abstract: A self‐exciting marked point process approach is proposed to model clustered low‐flow events. It combines a self‐exciting ground process designed to capture the temporal clustering behavior of extreme values and an extended Generalized Pareto mark… read more here.
Keywords: drought; marked point; model; self exciting ... See more keywords
Estimation of parameters in the self-exciting threshold autoregressive processes for nonlinear time series of counts
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DOI: 10.1016/j.apm.2018.01.003
Abstract: Abstract To better describe the characteristics of time series of counts such as over-dispersion, asymmetry and structural change, this paper considers a class of integer-valued self-exciting threshold autoregressive processes that properly capture flexible asymmetric and… read more here.
Keywords: exciting threshold; time series; series counts; autoregressive processes ... See more keywords
Self-exciting point process models for political conflict forecasting
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DOI: 10.1017/s095679251700033x
Abstract: In 2008, the Defense Advanced Research Project Agency commissioned a database known as the Integrated Crisis Early Warning System to serve as the foundation for models capable of detecting and predicting increases in political conflict… read more here.
Keywords: conflict; point process; political conflict; self exciting ... See more keywords
Nonparametric Method for Modeling Clustering Phenomena in Emergency Calls Under Spatial-Temporal Self-Exciting Point Processes
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DOI: 10.1109/access.2019.2900340
Abstract: In this paper, a nonparametric spatial-temporal self-exciting point process is proposed to model clustering features in emergency calls. Gaussian kernel density functions are considered. The expectation-maximization algorithm is adopted for estimating the model. A simulation… read more here.
Keywords: self exciting; emergency; emergency calls; method ... See more keywords
Comment on “A Review of Self-Exciting Spatio-Temporal Point Processes and Their Applications” by Alex Reinhart
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DOI: 10.1214/18-sts652
Abstract: This is an excellent and extremely well-written summary of recent research on self-exciting spatialtemporal point processes. It contributes very nicely to the literature and I will use it personally to teach my graduate students about… read more here.
Keywords: point processes; temporal point; comment; approximation ... See more keywords