2 papers
math.DS2025
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…
math.DS2025
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…