Fully Neural Network based Model for General Temporal Point Processes

@article{Omi2019FullyNN,
  title={Fully Neural Network based Model for General Temporal Point Processes},
  author={Takahiro Omi and Naonori Ueda and Kazuyuki Aihara},
  journal={ArXiv},
  year={2019},
  volume={abs/1905.09690}
}
A temporal point process is a mathematical model for a time series of discrete events, which covers various applications. Recently, recurrent neural network (RNN) based models have been developed for point processes and have been found effective. RNN based models usually assume a specific functional form for the time course of the intensity function of a point process (e.g., exponentially decreasing or increasing with the time since the most recent event). However, such an assumption can… CONTINUE READING