While statistical methods and models for spatial point processes with scalar marks are rather well-established, their counterparts for functional marked spatio-temporal point processes remain in their infancy. As a result, this has become a growing research topic, driven by advances in data collection, storage, and availability. Representative instances include earthquake and hurricane data, which involve functional marks and exhibit self-exciting behaviour. We contribute to this emerging area by developing a marked functional Hawkes point process and applying the proposed model to analyse hurricane data in the Atlantic Basin.

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Functional Marked Hawkes Processes, with a View to Model Hurricanes Data

  • Giada Lo Galbo,
  • Giada Adelfio,
  • Marcello Chiodi,
  • Mohammad Ghorbani

摘要

While statistical methods and models for spatial point processes with scalar marks are rather well-established, their counterparts for functional marked spatio-temporal point processes remain in their infancy. As a result, this has become a growing research topic, driven by advances in data collection, storage, and availability. Representative instances include earthquake and hurricane data, which involve functional marks and exhibit self-exciting behaviour. We contribute to this emerging area by developing a marked functional Hawkes point process and applying the proposed model to analyse hurricane data in the Atlantic Basin.