evently: simulation, fitting of Hawkes processes
This package is designed for simulating and fitting the Hawkes processes and the HawkesN processes with several options of kernel functions. Currently, it assumes univariate processes without background event rates. Prior knowledge about the models is assumed in the following tutorial and please refer to  and  for details about the models.
Installation and dependencies
Install the package by executing
if (!require('devtools')) install.packages('devtools') devtools::install_github('behavioral-ds/evently')
Let’s first simulate 100 event cascades of the Hawkes process with an
exponential kernel function (please refer to the Available
models for models and their abbreviations in the
package) with a given parameter set, . For each simulation, we only simulate
until 5 seconds. The resulted cascades are placed in a single
where each cascade is a
set.seed(4) sim_no <- 100 data <- generate_hawkes_event_series(par = c(K = 0.9, theta = 1), model_type = 'EXP', Tmax = 5, sim_no = sim_no) # alternatively, `generate_hawkes_event_series` also accepts a model class object # e.g. # model <- new_hawkes_model(par = c(K = 0.9, theta = 1), model_type = 'EXP') # generate_hawkes_event_series(model = model, Tmax = 5, sim_no = sim_no) head(data[])
## magnitude time ## 1 1 0.0000000 ## 2 1 0.5941959 ## 3 1 1.4712411 ## 4 1 1.6105430 ## 5 1 1.7855535 ## 6 1 1.8883869
A simulated process is represented by a
data.frame where each row is
time indicates the event happening time, while
is the event mark information which is always 1 if
model_type is an
unmarked model. In the context of retweet diffusion cascades, the first
row is the original tweet and all following events are its retweets.
time records the relative time (in second) of each retweet to the
original tweet and
magnitude is the follows’ count of the user who
Fitting a model on data
We can then fit on the cascades simulated in the previous section. After
model_type, the fitting procedure will spawn
10 AMPL optimization procedures with different parameter
inistializations due to the non-convexity of some likelihood functions.
Among the 10 fitted model, the one giving the best likelihood value will
be returned. To make the fitting procedure faster, we can specify the
cores to be used for fitting them in
fitted_model <- fit_series(data, model_type = 'EXP', observation_time = 5, cores = 10) fitted_model
## Model: EXP ## No. of cascades: 100 ## init_par ## K 7.92e+00; theta 1.32e+00 ## par ## K 8.51e-01; theta 1.06e+00 ## Neg Log Likelihood: 285.488 ## lower_bound ## K 1.00e-100; theta 1.00e-100 ## upper_bound ## K 1.00e+04; theta 3.00e+02 ## convergence: 0
There are 8 models available so far in this package:
|Model||Abbreviation (model_type)||Intensity Function||Parameters|
|Hawkes process with an exponential kernel function||EXP||K,theta|
|Hawkes process with a power-law kernel function||PL||K,c,theta|
|HawkesN process with an exponential kernel function||EXPN||K,theta,N|
|HawkesN process with a power-law kernel function||PLN||K,c,theta,N|
|Marked Hawkes process with an exponential kernel function||mEXP||K,beta,theta|
|Marked Hawkes process with a power-law kernel function||mPL||K,beta,c,theta|
|Marked HawkesN process with an exponential kernel function||mEXPN||K,beta,theta,N|
|Marked HawkesN process with a power-law kernel function||mPLN||K,beta,c,theta,N|
The development of this package is supported by the Green Policy grant from the National Security College, Crawford School, ANU.
Both dataset and code are distributed under the Creative Commons Attribution-NonCommercial 4.0 International (CC BY-NC 4.0) license. If you require a different license, please contact us at Quyu.Kong@anu.edu.au or Marian-Andrei@rizoiu.eu.
 Rizoiu, M. A., Lee, Y., Mishra, S., & Xie, L. (2017, December). Hawkes processes for events in social media. In Frontiers of Multimedia Research (pp. 191-218). Association for Computing Machinery
and Morgan & Claypool.
 Rizoiu, M. A., Mishra, S., Kong, Q., Carman, M., & Xie, L. (2018, April). SIR-Hawkes: Linking epidemic models and Hawkes processes to model diffusions in finite populations. In Proceedings of the 2018 World Wide Web Conference (pp. 419-428). International World Wide Web Conferences Steering Committee.
 Mishra, S., Rizoiu, M. A., & Xie, L. (2016, October). Feature driven and point process approaches for popularity prediction. In Proceedings of the 25th ACM International on Conference on Information and Knowledge Management (pp. 1069-1078). ACM.
 Kong, Q., Rizoiu, M. A., & Xie, L. (2019). Modeling Information Cascades with Self-exciting Processes via Generalized Epidemic Models. arXiv preprint arXiv:1910.05451.