Multivariate spatiotemporal Hawkes processes and network reconstruction
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Abstract: There is often latent network structure in spatial and temporal data and the tools of network analysis can yield fascinating insights into such data. In this paper, we develop a nonparametric method for network reconstruction from spatiotemporal data sets using multivariate Hawkes processes. In contrast to prior work on network reconstruction with point-process models, which has often focused on exclusively temporal information, our approach uses both temporal and spatial information and does not assume a specific parametric form of network dynamics. This leads to an effective way of recovering an underlying network. We illustrate our approach using both synthetic networks and networks constructed from real-world data sets (a location-based social media network, a narrative of crime events, and violent gang crimes). Our results demonstrate that, in comparison to using only temporal data, our spatiotemporal approach yields improved network reconstruction, providing a basis for meaningful subsequent analysis --- such as community structure and motif analysis --- of the reconstructed networks.
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Cited in
(18)- Reconstruction of network structures from marked point processes using multi-dimensional scaling
- Selego: robust variate selection for accurate time series forecasting
- Hawkes processes on large networks
- Using hidden Markov models to model spatial dependence in a network
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- Fast estimation of multivariate spatiotemporal Hawkes processes and network reconstruction
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