Asela Gunawardana, Christopher Meek, and Puyang Xu
We introduce the Piecewise-Constant Conditional Intensity Model, a model for learning temporal dependencies in event streams. We describe a closed-form Bayesian approach to learning these models, and describe an importance sampling algorithm for forecasting future events using these models, using a proposal distribution based on Poisson superposition. We then use synthetic data, supercomputer event logs, and web search query logs to illustrate that our learning algorithm can efficiently learn nonlinear temporal dependencies, and that our importance sampling algorithm can effectively forecast future events.
|Published in||Neural Information Processing Systems|
|Publisher||Neural Information Processing Systems Foundation|
Ankur P. Parikh, Asela Gunawardana, and Christopher Meek. Conjoint Modeling of Temporal Dependencies in Event Streams, 18 August 2012.