Multivariate Spatio-Temporal Neural Hawkes Process

Music City Center 

Hawkes process is a popular point process model for applications such as earthquakes, crime and conflict data, due to its self-exciting nature via triggering functions. However, many Hawkes process models in the literature concern with temporal point patterns only and they often consider univariate problems. Recently, there have been some developments on spatio-temporal Hawkes process models, but many of them deal with restrictive triggering structure. In this work, we adapt the neural Hawkes process models that are proven to be flexible with complex triggering structure and extend them to multivariate spatio-temporal point patterns. We apply our proposed approach to modeling multivariate terrorism occurrences in the middle eastern region.

This is a joint work with Hojun You and Lingling Chen.

Hawkes process

Spatio-temporal point process

neural network

Terrorism data