Statistical outcomes of the Hawkes process applied to data from Israel.
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https://figshare.com/articles/dataset/Statistical_outcomes_of_the_Hawkes_process_applied_to_data_from_Israel_/14468770
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The Hawkes process outperforms the baseline Poisson process both nationwide and in each cluster, since the Hawkes AIC is always less than the Poisson AIC. The Hawkes process passes the KS test at the 95% significance level in all cases except for C4, where , indicating that the hypothesis that the data can be fit to a Hawkes process with a decaying exponential should not be accepted. Given the nature of the data, a more steeply decaying function than the decaying exponential should be used in C4.
创建时间:
2021-04-22



