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X-DataInitiative / tick

Module for statistical learning, with a particular emphasis on time-dependent modelling
https://x-datainitiative.github.io/tick/
BSD 3-Clause "New" or "Revised" License
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Function for plotting hawkes process intensity for a given event stream #525

Open HaochenWang1243 opened 1 month ago

HaochenWang1243 commented 1 month ago

Hi. I'm wondering if there's a function for plotting the intensity of a hawkes model over a given event stream? I think this is very helpful to closely analyze the behavior of the event stream and see whether it's proper to model it as a hawkes process

Mbompr commented 1 month ago

That should work by using set_timestamps method from Simulation objects (see https://github.com/X-DataInitiative/tick/blob/04dbb377b47783036a8343c6a61b60fc9f430dc3/tick/hawkes/simulation/base/simu_point_process.py#L224)