An application of neural point processes to geophysical data

Pierre-Alexandre Simon and Radu-Stefan Stoica and Frédéric Sur. ( 2021 )
in: 2021 RING Meeting, ASGA

Abstract

The huge amount of temporal data available nowadays in numerous scientific fields requires dedicated analysis and prediction methods. Stochastic temporal point processes are certainly one of the popular approaches available to model time series. While point processes have been successfully applied in many application domains, they need strong assumptions. For instance, the conditional intensity is often supposed to follow a particular parametric function, hence fixing a priori the structure of the events distribution: purely random or independent, clustered or regular. Recent papers investigate the use of models from machine learning dedicated to sequential events analysis, namely recurrent neural networks (RNN). These RNNs are expected to be versatile enough to automatically adapt to the data, without the need for a priori choosing the character of the events distribution. This paper presents a brief introduction to the so-called neural point processes and discusses numerical experiments. In particular, the presented real data application considers seismic data from the Guadeloupe region.

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BibTeX Reference

@inproceedings{SIMON_RM2021,
 abstract = { The huge amount of temporal data available nowadays in numerous scientific fields requires dedicated analysis and prediction methods. Stochastic temporal point processes are certainly one of the popular approaches available to model time series. While point processes have been successfully applied in many application domains, they need strong assumptions. For instance, the conditional intensity is often supposed to follow a particular parametric function, hence fixing a priori the structure of the events distribution: purely random or independent, clustered or regular. Recent papers investigate the use of models from machine learning dedicated to sequential events analysis, namely recurrent neural networks (RNN). These RNNs are expected to be versatile enough to automatically adapt to the data, without the need for a priori choosing the character of the events distribution. This paper presents a brief introduction to the so-called neural point processes and discusses numerical experiments. In particular, the presented real data application considers seismic data from the Guadeloupe region. },
 author = { Simon, Pierre-Alexandre AND Stoica, Radu-Stefan AND Sur, Frédéric },
 booktitle = { 2021 RING Meeting },
 publisher = { ASGA },
 title = { An application of neural point processes to geophysical data },
 year = { 2021 }
}