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Infinite Hidden Semi-Markov Modulated Interaction Point Process

NeurIPS 2016 · Time series › Causal and generative time series · approach: Generative temporal point processes

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Unified observation and arrival-time modelling (iHSMM-IPP) vs. interaction-only and state-only baselinesiHSMM-IPP · Synthetic, REDD, PipeHamming distance error / MSEHelped
Joint modelling of state and triggering kernels vs. marked Hawkes baselines (M-MHawkes, VI-MHawkes)iHSMM-IPP · SyntheticDiff distance: 0.36 vs 0.55 (M-MHawkes), 0.62 (VI-MHawkes)Helped
Unified model vs. HSMM and sticky HDP-HMM baselines (state estimation)iHSMM-IPP · REDDHamming distance error: 0.39 vs 0.52 (HDP-HSMM), 0.59 (S-HDP-HMM)Helped
Unified model vs. baselines (pipe failure prediction)iHSMM-IPP · PipeMSE Failures and MSE Hours: 82.8 vs 103.8 (HDP-HSMM) for failures; 28.6 vs 42.3 for hoursHelped

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