poisson process
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59b1deff341edb0b76ace57820cef237-AuthorFeedback.pdf
Indeed, the results in Table 1, which shows13 the mean absolute percentage errors (MAPE), demonstrates this. The ac-14 curacy of neural ODE for the Poisson process is on par with our neural15 JSDE. However, for the Hawkes process (Exponential), Hawkes process16 (Power-Law), and self-correcting process, neural ODE gives much larger17 predictions errors. Forthesocial/medicaldatasets,weuseda20/64-24 dimensional latent state and parameterized the functions with two-hidden-layer MLPs with 32/64 hidden units. The time series modeling software that we used is designed for long event sequences and ignores the idle time after31 thelastevent.
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