Temporal point process is widely used for sequential data modeling. In this paper, we focus on the problem of modeling sequential event propagation in graph, such as retweeting by social network users, news transmitting between websites, etc. Given a collection of event propagation sequences, conventional point process model consider only the event history, i.e. embed event history into a vector, not the latent graph structure. We propose a Graph Biased Temporal Point Process (GBTPP) leveraging the structural information from graph representation learning, where the direct influence between nodes and indirect influence from event history is modeled respectively. Moreover, the learned node embedding vector is also integrated into the embedded event history as side information. Experiments on a synthetic dataset and two real-world datasets show the efficacy of our model compared to conventional methods and state-of-the-art.
Second, Temporal point processes with conditional intensity functions is a more general framework for sequential event data modeling. Temporal Point Process (TPP) is powerful for modeling event sequence with time-stamp in continuous time space. Early work dates back to the Hawkes processes @cite_40 which shows appropriateness for self-exciting and mutual-exciting process like earthquake and its aftershock @cite_15 @cite_26 . As an effective model for event sequence modeling, TPP has widely used in various applications, including data mining tasks e.g. social infectivity learning @cite_37 , conflict analysis @cite_7 , crime modeling @cite_31 , email network analytics @cite_39 and extremal behavior of stock price @cite_23 , and event prediction tasks e.g. failure prediction @cite_21 , sales outcome forecasting @cite_2 , literature citation prediction @cite_11 .
@cite_37 @cite_26 @cite_31 @cite_7 @cite_21 @cite_39 @cite_40 @cite_23 @cite_2 @cite_15 @cite_11
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In many applications in social network analysis, it is important to model the interactions and infer the influence between pairs of actors, leading to the problem of dyadic event modeling which has attracted increasing interests recently. In this paper we focus on the problem of dyadic event attribution, an important missing data problem in dyadic event modeling where one needs to infer the missing actor-pairs of a subset of dyadic events based on their observed timestamps. Existing works either use fixed model parameters and heuristic rules for event attribution, or assume the dyadic events across actor-pairs are independent. To address those shortcomings we propose a probabilistic model based on mixtures of Hawkes processes that simultaneously tackles event attribution and network parameter inference, taking into consideration the dependency among dyadic events that share at least one actor. We also investigate using additive models to incorporate regularization to avoid overfitting. Our experiments on both synthetic and real-world data sets on international armed conflicts suggest that the proposed new method is capable of significantly improve accuracy when compared with the state-of-the-art for dyadic event attribution. We discuss a mathematical framework based on a self-exciting point process aimed at analyzing temporal patterns in the series of interaction events between agents in a social network. We then develop a reconstruction model that allows one to predict the unknown participants in a portion of those events. Finally, we apply our results to the Los Angeles gang network. Modern conflicts are characterized by an ever increasing use of information and sensing technology, resulting in vast amounts of high resolution data. Modelling and prediction of conflict, however, remain challenging tasks due to the heterogeneous and dynamic nature of the data typically available. Here we propose the use of dynamic spatiotemporal modelling tools for the identification of complex underlying processes in conflict, such as diffusion, relocation, heterogeneous escalation, and volatility. Using ideas from statistics, signal processing, and ecology, we provide a predictive framework able to assimilate data and give confidence estimates on the predictions. We demonstrate our methods on the WikiLeaks Afghan War Diary. Our results show that the approach allows deeper insights into conflict dynamics and allows a strikingly statistically accurate forward prediction of armed opposition group activity in 2010, based solely on data from previous years. Massachusetts Institute of Technology and the University of Washington Reactive point processes (RPPs) are a new statistical model designed for predicting discrete events in time, based on past history. RPPs were developed to handle an important problem within the domain of electrical grid reliability: short term prediction of electrical grid failures (“manhole events”), including outages, fires, explosions, and smoking manholes, which can cause threats to public safety and reliability of electrical service in cities. RPPs incorporate self-exciting, self-regulating, and saturating components. The self-excitement occurs as a result of a past event, which causes a temporary rise in vulnerability to future events. The self-regulation occurs as a result of an external inspection which temporarily lowers vulnerability to future events. RPPs can saturate when too many events or inspections occur close together, which ensures that the probability of an event stays within a realistic range. Two of the operational challenges for power companies are i) making continuous-time failure predictions, and ii) cost benefit analysis for decision making and proactive maintenance. RPPs are naturally suited for handling both of these challenges. We use the model to predict power-grid failures in Manhattan over a short term horizon, and use to provide a cost benefit analysis of different proactive maintenance programs. ABSTRACTWe propose various self-exciting point process models for the times when e-mails are sent between individuals in a social network. Using an expectation–maximization (EM)-type approach, we fit these models to an e-mail network dataset from West Point Military Academy and the Enron e-mail dataset. We argue that the self-exciting models adequately capture major temporal clustering features in the data and perform better than traditional stationary Poisson models. We also investigate how accounting for diurnal and weekly trends in e-mail activity improves the overall fit to the observed network data. A motivation and application for fitting these self-exciting models is to use parameter estimates to characterize important e-mail communication behaviors such as the baseline sending rates, average reply rates, and average response times. A primary goal is to use these features, estimated from the self-exciting models, to infer the underlying leadership status of users in the West Point and Enron network... SUMMARY In recent years methods of data analysis for point processes have received some attention, for example, by Cox & Lewis (1966) and Lewis (1964). In particular Bartlett (1963a,b) has introduced methods of analysis based on the point spectrum. Theoretical models are relatively sparse. In this paper the theoretical properties of a class of processes with particular reference to the point spectrum or corresponding covariance density functions are discussed. A particular result is a self-exciting process with the same second-order properties as a certain doubly stochastic process. These are not distinguishable by methods of data analysis based on these properties. Sales pipeline win-propensity prediction is fundamental to effective sales management. In contrast to using subjective human rating, we propose a modern machine learning paradigm to estimate the win-propensity of sales leads over time. A profile-specific two-dimensional Hawkes processes model is developed to capture the influence from seller's activities on their leads to the win outcome, coupled with lead's personalized profiles. It is motivated by two observations: i) sellers tend to frequently focus their selling activities and efforts on a few leads during a relatively short time. This is evidenced and reflected by their concentrated interactions with the pipeline, including login, browsing and updating the sales leads which are logged by the system; ii) the pending opportunity is prone to reach its win outcome shortly after such temporally concentrated interactions. Our model is deployed and in continual use to a large, global, B2B multinational technology enter-prize (Fortune 500) with a case study. Due to the generality and flexibility of the model, it also enjoys the potential applicability to other real-world problems. Abstract This article discusses several classes of stochastic models for the origin times and magnitudes of earthquakes. The models are compared for a Japanese data set for the years 1885–1980 using likelihood methods. For the best model, a change of time scale is made to investigate the deviation of the data from the model. Conventional graphical methods associated with stationary Poisson processes can be used with the transformed time scale. For point processes, effective use of such residual analysis makes it possible to find features of the data set that are not captured in the model. Based on such analyses, the utility of seismic quiescence for the prediction of a major earthquake is investigated.