198 citations · 438 across the 10 of their papers we have counts for
11 papers
Negative-binomial ensemble filtering for discrete-time Hawkes network reconstruction
Naratip Santitissadeekorn
We develop a sequential ensemble filter for reconstructing directed excitation networks from overdispersed multivariate counts observed on a regular time grid. The data-generating…
Influence network reconstruction from discrete time-series of count data modelled by multidimensional Hawkes processes
Naratip Santitissadeekorn, Martin Short, David J. B. Lloyd
Identifying key influencers from time series data without a known prior network structure is a challenging problem in various applications, from crime analysis to social media. Whi…
Tracking and forecasting oscillatory data streams using Koopman autoencoders and Kalman filtering
Stephen A Falconer, David J. B. Lloyd, Naratip Santitissadeekorn
Data-driven modelling techniques provide a method for deriving models of dynamical systems directly from complicated data streams. However, tracking and forecasting such data strea…
Identification of an influence network using ensemble-based filtering for Hawkes processes driven by count data
Santitissadeekorn N., Delahaies S., Lloyd D. J. B
Many networks have event-driven dynamics (such as communication, social media and criminal networks), where the mean rate of the events occurring at a node in the network changes a…
Combining Dynamic Mode Decomposition with Ensemble Kalman Filtering for Tracking and Forecasting
Stephen A Falconer, David J. B. Lloyd, Naratip Santitissadeekorn
Data assimilation techniques, such as ensemble Kalman filtering, have been shown to be a highly effective and efficient way to combine noisy data with a mathematical model to track…
A coherent structure approach for parameter estimation in Lagrangian Data Assimilation
John Maclean, Naratip Santitissadeekorn, Christopher KRT Jones
We introduce a data assimilation method to estimate model parameters with observations of passive tracers by directly assimilating Lagrangian Coherent Structures. Our approach diff…
Optimal mixing enhancement
Gary Froyland, Naratip Santitissadeekorn
We introduce a general-purpose method for optimising the mixing rate of advective fluid flows. An existing velocity field is perturbed in a neighborhood to maximize the mixin…
Two-state filtering for joint state-parameter estimation
Naratip Santitissadeekorn, Chris Jones
This paper presents an approach for simultaneous estimation of the state and unknown parameters in a sequential data assimilation framework. The state augmentation technique, in wh…
Transport in time-dependent dynamical systems: Finite-time coherent sets
Gary Froyland, Naratip Santitissadeekorn, Adam Monahan
We study the transport properties of nonautonomous chaotic dynamical systems over a finite time duration. We are particularly interested in those regions that remain coherent and r…
Optimally coherent sets in geophysical flows: A new approach to delimiting the stratospheric polar vortex
Naratip Santitissadeekorn, Gary Froyland, Adam Monahan
The "edge" of the Antarctic polar vortex is known to behave as a barrier to the meridional (poleward) transport of ozone during the austral winter. This chemical isolation of the p…
Coherent sets for nonautonomous dynamical systems
Gary Froyland, Simon Lloyd, Naratip Santitissadeekorn
We describe a mathematical formalism and numerical algorithms for identifying and tracking slowly mixing objects in nonautonomous dynamical systems. In the autonomous setting, such…