3 citations · 9 across the 8 of their papers we have counts for
3 papers · 1 filter
Nonlinear Hawkes Process with Gaussian Process Self Effects
Noa Malem-Shinitski, Cesar Ojeda, Manfred Opper
Traditionally, Hawkes processes are used to model time--continuous point processes with history dependence. Here we propose an extended model where the self--effects are of both ex…
An irregularly spaced first-order moving average model
Cesar Ojeda, Wilfredo Palma, Susana Eyheramendy +1
A novel first-order moving-average model for analyzing time series observed at irregularly spaced intervals is introduced. Two definitions are presented, which are equivalent under…
Novel bivariate autoregressive model for predicting and forecasting irregularly observed time series
Felipe Elorrieta, Susana Eyheramendy, Wilfredo Palma +1
In several disciplines it is common to find time series measured at irregular observational times. In particular, in astronomy there are a large number of surveys that gather infor…