6533b860fe1ef96bd12c35ae

RESEARCH PRODUCT

Hawkes processes on networks for crime data

Nicoletta D'angeloDavid PayaresGiada AdelfioJorge Mateu

subject

Spatio-temporal point processesHawkes processeCovariateLinear networkCrime dataSettore SECS-S/01 - Statistica

description

Motivated by the analysis of crime data in Bucaramanga (Colombia), we propose a spatio-temporal Hawkes point process model adapted to events living on linear networks. We first consider a non-parametric modelling strategy, for both the background and the triggering components, and then we include a parametric estimation of the background based on covariates, and a non-parametric one of the triggering effects. Our network model outperforms a planar version, improving the fitting of the self-exciting point process model.

https://hdl.handle.net/10447/558760