i have determined the parameter of the intensity function of an univariate hawkes process, now i want to use the intensity function to predict the next event of my process.
the problem is that i'd like to give as input some past events so that the intensity function doesn't start from a value equal to the baseline, is it possible?
i have determined the parameter of the intensity function of an univariate hawkes process, now i want to use the intensity function to predict the next event of my process. the problem is that i'd like to give as input some past events so that the intensity function doesn't start from a value equal to the baseline, is it possible?