{"id":28706,"date":"2021-09-07T22:06:34","date_gmt":"2021-09-07T14:06:34","guid":{"rendered":"https:\/\/swarma.org\/?p=28706"},"modified":"2021-09-07T22:06:34","modified_gmt":"2021-09-07T14:06:34","slug":"%e5%9b%a0%e6%9e%9c%e5%8f%91%e7%8e%b0%e6%9c%80%e6%96%b0%e8%bf%9b%e5%b1%95%e5%8f%8a%e5%85%b6%e5%9c%a8%e7%94%b5%e4%bf%a1%e7%bd%91%e7%bb%9c%e8%bf%90%e8%90%a5%e7%bb%b4%e6%8a%a4%e7%9a%84%e5%ae%9e%e8%b7%b5","status":"publish","type":"post","link":"https:\/\/swarma.org\/?p=28706","title":{"rendered":"\u56e0\u679c\u53d1\u73b0\u6700\u65b0\u8fdb\u5c55\u53ca\u5176\u5728\u7535\u4fe1\u7f51\u7edc\u8fd0\u8425\u7ef4\u62a4\u7684\u5b9e\u8df5\u63a2\u8ba8"},"content":{"rendered":"
\n
\n
\n
\n

<\/p>\n<\/section>\n

\n
\n
\n
\n
\n
\n

<\/section>\n<\/section>\n
\n
\n

\u5bfc\u8bed<\/strong><\/p>\n<\/section>\n<\/section>\n

\n

<\/section>\n<\/section>\n<\/section>\n<\/section>\n<\/section>\n
\n
\n
\n

<\/strong>\u970d\u514b\u65af\u8fc7\u7a0b\u662f\u4e00\u79cd\u80fd\u63cf\u8ff0\u590d\u6742\u7cfb\u7edf\u7684\u70b9\u8fc7\u7a0b\uff0c\u5e7f\u6cdb\u5e94\u7528\u4e8e\u793e\u4ea4\u7f51\u7edc\u5206\u6790\u3001\u751f\u7269\u4fe1\u606f\u5b66\u3001\u91d1\u878d\u5206\u6790\u7b49\u591a\u4e2a\u9886\u57df\u3002<\/span>\u76ee\u524d\uff0c\u5728\u970d\u514b\u65af\u8fc7\u7a0b\u4e2d\u53d1\u73b0\u683c\u5170\u6770\u56e0\u679c\u5173\u7cfb\u662f\u56e0\u679c\u63a8\u65ad\u7684\u91cd\u8981\u7814\u7a76\u5185\u5bb9\uff0c\u65e5\u76ca\u53d7\u5230\u5173\u6ce8\u3002<\/span>\u672c\u6587\u5206\u6790\u4e86\u5f53\u524d\u56e0\u679c\u63a8\u65ad\u6280\u672f\u7684\u6700\u65b0\u7814\u7a76\u8fdb\u5c55\u4ee5\u53ca\u5176\u5e94\u7528\u4e8e\u590d\u6742\u6545\u969c\u8bca\u65ad\u7cfb\u7edf\u7684\u5de5\u7a0b\u5b9e\u8df5\u3002<\/span><\/strong><\/p>\n


<\/p>\n

\u672c\u6587\u521b\u4f5c\u6e90\u4e8ePCIC 2021\u534e\u4e3a\u56e0\u679c\u63a8\u7406\u6311\u6218\u8d5b\u3002\u4f5c\u8005\u662f\u4e1a\u754c\u7814\u7a76\u5458\uff0c\u4e00\u76f4\u5173\u6ce8\u56e0\u679c\u63a8\u65ad\u5728\u4e1a\u754c\u7684\u5177\u4f53\u5e94\u7528\u53ca\u5546\u4e1a\u4ef7\u503c\uff0c\u4e5f\u662f\u7ade\u8d5b\u7684\u53c2\u4e0e\u8005\u3002\u4f5c\u8005\u7684\u53c2\u8d5b\u9009\u9898\u662f\u7535\u4fe1\u7f51\u7edc\u8fd0\u8425\u7ef4\u62a4\u4e2d\u7684\u8b66\u62a5\u5668\u56e0\u679c\u53d1\u73b0\u95ee\u9898\u3002\u672c\u6587\u662f\u4f5c\u8005\u53ca\u5176\u56e2\u961f\u5bf9\u6bd4\u8d5b\u4e00\u4e9bTrick\u548c\u5751\u7684\u5206\u4eab\u3002<\/strong><\/p>\n


<\/p>\n

PCIC 2021\u534e\u4e3a\u56e0\u679c\u63a8\u7406\u6311\u6218\u8d5b\u7531\u5317\u4eac\u5927\u5b66\u548c\u534e\u4e3a\u8bfa\u4e9a\u65b9\u821f\u5b9e\u9a8c\u5ba4\u5171\u540c\u7ec4\u7ec7\uff0c\u53c2\u8d5b\u4eba\u6570\u8fbe500\u591a\u4eba\uff0c\u76f8\u5173\u6d3b\u52a8\u8be6\u60c5\u89c1\u6587\u672b\u3002<\/strong><\/p>\n


<\/p>\n

\u7814\u7a76\u9886\u57df\uff1a\u56e0\u679c\u79d1\u5b66\uff0c\u970d\u514b\u65af\u8fc7\u7a0b<\/strong><\/strong><\/span><\/strong><\/span><\/strong><\/span><\/strong><\/p>\n<\/section>\n<\/section>\n<\/section>\n<\/section>\n<\/section>\n

\n
\n
\n
<\/svg><\/section>\n<\/section>\n<\/section>\n<\/section>\n<\/section>\n<\/section>\n
\n
<\/strong><\/section>\n<\/section>\n
\n

\u5218\u66fc\u971e<\/span> | \u4f5c\u8005<\/strong><\/span><\/p>\n

\u9093\u4e00\u96ea<\/span> | \u7f16\u8f91<\/strong><\/span>
<\/p>\n

\u58c1\u4ede\u79d1\u6280\u7814\u7a76\u9662<\/span> | <\/strong><\/span>\u6765\u6e90<\/strong><\/span><\/p>\n<\/section>\n


<\/section>\n
   <\/span>
<\/section>\n

\n
\n
\n
\n
\n

<\/section>\n

<\/section>\n
\n
<\/svg><\/section>\n<\/section>\n<\/section>\n
\n

1. \u6458\u8981\uff0f\u80cc\u666f<\/strong><\/strong><\/p>\n<\/section>\n

\n

<\/section>\n

<\/section>\n<\/section>\n<\/section>\n<\/section>\n<\/section>\n<\/h3>\n


<\/p>\n

\u56e0\u679c\u53d1\u73b0\u53ef\u7528\u4e8e\u8bc6\u522b\u95ee\u9898\u7684\u539f\u56e0\uff0c\u662f\u5206\u6790\u95ee\u9898\u548c\u89e3\u51b3\u95ee\u9898\u7684\u4e00\u79cd\u65b9\u6cd5\uff0c\u5e7f\u6cdb\u5e94\u7528\u4e8e\u4e8b\u6545\u654f\u611f\u9886\u57df\uff0c\u5982IT\u8fd0\u8425\u3001\u7535\u4fe1\u3001\u5de5\u4e1a\u6d41\u7a0b\u63a7\u5236\u3001\u4e8b\u6545\u5206\u6790\u3001\u533b\u5b66\u8bca\u65ad\u3001\u533b\u7597\u4fdd\u5065\u884c\u4e1a\u7b49\uff0c\u5176\u76ee\u7684\u662f\u901a\u8fc7\u5feb\u901f\u5b9a\u4f4d\u4e8b\u6545\u539f\u56e0\uff0c\u4ece\u800c\u63d0\u9ad8\u6574\u4f53\u4e1a\u52a1\u7b49\u7684\u5b89\u5168\u548c\u8d28\u91cf\u3002\u6bd4\u5982\uff0c\u5728\u7535\u4fe1\u7f51\u7edc\u8fd0\u8425\u7ef4\u62a4\u4e2d\uff0c\u7ecf\u5e38\u901a\u8fc7\u8b66\u62a5\u5668\u6765\u8bc6\u522b\u5f02\u5e38\uff0c\u800c\u7f51\u7edc\u8425\u8fd0\u4eba\u5458\u6bcf\u5929\u9700\u8981\u9762\u5bf9\u4e0a\u5343\u4e0a\u4e07\u7684\u8b66\u62a5\u5668\u4ee5\u53ca\u5927\u89c4\u6a21\u7684\u76f8\u4e92\u5173\u8054\u7684\u7f51\u7edc\u7ed3\u6784\u3002\u7f51\u7edc\u4e2d\u5355\u4e2a\u6545\u969c\u4f1a\u89e6\u53d1\u591a\u4e2a\u76f8\u8fde\u8bbe\u5907\u4e0a\u7684\u8b66\u62a5\u5668\u3002\u56e0\u6b64\uff0c\u8425\u8fd0\u4eba\u5458\u7684\u4e3b\u8981\u76ee\u6807\u662f\u5feb\u901f\u5b9a\u4f4d\u6545\u969c\u70b9\u5e76\u5728\u8f83\u77ed\u65f6\u95f4\u5185\u5b8c\u6210\u6545\u969c\u4fee\u590d\u3002\u56e0\u679c\u53d1\u73b0\u901a\u8fc7\u4ece\u5386\u53f2\u6570\u636e\u4e2d\u6316\u6398\u8b66\u62a5\u5668\u4e4b\u95f4\u4ee5\u53ca\u8b66\u62a5\u5668\u4e0e\u8bbe\u5907\u4e4b\u95f4\u7684\u56e0\u679c\u5173\u7cfb\uff0c\u80fd\u6709\u6548\u5730\u5e2e\u52a9\u8fd0\u8425\u4eba\u5458\u5feb\u901f\u8bc6\u522b\u6545\u969c\u6839\u6e90\u3002<\/span><\/p>\n


<\/p>\n

\u5728\u5904\u7406\u65f6\u5e8f\u6570\u636e\u4e2d\u7684\u56e0\u679c\u5173\u7cfb\u65f6\uff0c\u68c0\u6d4b\u4e24\u4e2a\u53d8\u91cf\u4e4b\u95f4\u7684\u56e0\u679c\u5173\u7cfb\u901a\u5e38\u91c7\u7528\u683c\u5170\u6770\u56e0\u679c\u5173\u7cfb<\/span>\uff08Granger causality\uff09<\/span>\u3002\u970d\u514b\u65af\u8fdb\u7a0b\u662f\u4e00\u79cd\u80fd\u63cf\u8ff0\u590d\u6742\u7cfb\u7edf\u7684\u70b9\u8fc7\u7a0b\uff0c\u5728\u970d\u514b\u65af\u8fdb\u7a0b\u4e2d\u53d1\u73b0\u683c\u5170\u6770\u56e0\u679c\u5173\u7cfb\u662f\u56e0\u679c\u63a8\u65ad\u7684\u91cd\u8981\u7814\u7a76\u5185\u5bb9\uff0c\u65e5\u76ca\u53d7\u5230\u5173\u6ce8\u3002\u672c\u6587\u5206\u6790\u4e86\u5f53\u524d\u56e0\u679c\u63a8\u65ad\u6280\u672f\u7684\u6700\u65b0\u6280\u672f\u8fdb\u5c55\u4ee5\u53ca\u5176\u7528\u4e8e\u7535\u4fe1\u7f51\u7edc\u8fd0\u8425\u7ef4\u62a4\u7684\u5de5\u7a0b\u5b9e\u8df5\u3002\u672c\u6587\u9996\u5148\u63a2\u8ba8\u4e86\u970d\u514b\u65af\u8fc7\u7a0b\u53ca\u6587[1]\u5728\u591a\u53d8\u91cf\u970d\u514b\u65af\u8fc7\u7a0b\u5f15\u5165\u62d3\u6251\u7ed3\u6784\u7684\u8bbe\u8ba1\u601d\u8def\u548c\u65b9\u6cd5\uff0c\u5176\u6b21\uff0c\u5c06\u4e4b\u4e0e\u540c\u6837\u7528\u4e8e\u8fde\u7eed\u65f6\u95f4\u56e0\u679c\u5173\u7cfb\u5efa\u6a21\u7684\u8fde\u7eed\u8d1d\u53f6\u65af\u6a21\u578b[2]\u8fdb\u884c\u5bf9\u6bd4\uff0c\u6700\u540e\u63a2\u8ba8\u4e86\u6587[1]\u65b9\u6cd5\u5728\u5de5\u7a0b\u5b9e\u8df5\u4e0a\u53ef\u80fd\u9047\u5230\u7684\u6311\u6218\u548c\u95ee\u9898\u3002\u672c\u6587\u5e0c\u671b\u501f\u6b64\u63a2\u8ba8\u4e3a\u5728\u56e0\u679c\u53d1\u73b0\u7684\u5de5\u7a0b\u5b9e\u8df5\u8005\u63d0\u4f9b\u4e00\u5b9a\u7684\u6280\u672f\u501f\u9274\u548c\u53c2\u8003\u3002<\/span><\/p>\n


<\/p>\n

   <\/span>
<\/section>\n

\n
\n
\n
\n
\n

<\/section>\n

<\/section>\n
\n
<\/svg><\/section>\n<\/section>\n<\/section>\n
\n

2. \u970d\u514b\u65af\u8fc7\u7a0b\uff08Hawkes process\uff09<\/strong><\/strong><\/p>\n<\/section>\n

\n

<\/section>\n

<\/section>\n<\/section>\n<\/section>\n<\/section>\n<\/section>\n<\/h3>\n


<\/p>\n

\u970d\u514b\u65af\u8fc7\u7a0b\u662f\u4e00\u79cd\u5f3a\u5ea6\u51fd\u6570\u503c\u4f9d\u8d56\u4e8e\u5386\u53f2\u4e8b\u4ef6\u7684\u81ea\u6fc0\u52b1\u70b9\u8fc7\u7a0b\uff0c\u5176\u7279\u5f81\u662f\u5176\u5386\u53f2\u4e8b\u4ef6\u7684\u5f71\u54cd\u4ee5\u65f6\u95f4\u7d2f\u52a0\u7684\u5f62\u5f0f\u8fdb\u884c\u3002\u5728\u970d\u514b\u65af\u8fc7\u7a0b\u4e2d\u4e00\u4e2a\u91cd\u8981\u7684\u6982\u5ff5\u5c31\u662f\u6761\u4ef6\u5f3a\u5ea6\u51fd\u6570\u03bb<\/em>(t<\/em>|Ht<\/sub><\/em>)\uff0c\u8868\u793a\u5728\u5355\u4f4d\u65f6\u95f4\u5185\u4e8b\u4ef6\u5230\u8fbe\u7684\u5e73\u5747\u901f\u7387\u3002\u4e0e\u4e00\u822c\u7684\u70b9\u8fc7\u7a0b\u4e0d\u540c\u7684\u662f\uff0c\u970d\u514b\u65af\u8fc7\u7a0b\u7684\u5f3a\u5ea6\u51fd\u6570\u968f\u7740\u65f6\u95f4\u800c\u53d8\u5316\uff0c\u4e14\u5176\u5386\u53f2\u4e8b\u4ef6\u5bf9\u672a\u6765\u4e8b\u4ef6\u7684\u5f71\u54cd\u662f\u5355\u8c03\u6307\u6570\u9012\u51cf\uff0c\u7136\u540e\u4ee5\u7d2f\u52a0\u5f62\u5f0f\u8fdb\u884c\u53e0\u52a0\uff0c\u5176\u5f62\u5f0f\u5316\u5b9a\u4e49\u5982\u5f0f\uff081\uff09\u6240\u793a\u3002\u5176\u4e2dHt<\/sub><\/em>\u8868\u793a\u622a\u6b62\u5230\u65f6\u95f4t<\/em>\u7684\u6240\u6709\u5386\u53f2\u4e8b\u4ef6\uff0c\u03bb<\/em>0<\/sub>(t<\/em>)\u662f\u7ed9\u5b9a\u7684\u786e\u5b9a\u6027\u51fd\u6570\uff0c\u03a6<\/em>\u662f\u6838\u51fd\u6570\uff0c\u63cf\u8ff0\u4e86\u8fc7\u53bb\u4e8b\u4ef6\u5bf9\u5f53\u524d\u4e8b\u4ef6\u7684\u5f71\u54cd\u3002\u4e5f\u5c31\u662f\u8bf4\uff0c\u8fd9\u662f\u5bf9\u5728\u65f6\u95f4\u70b9t<\/em>\u4e4b\u524d\u7684\u6240\u6709\u4e8b\u4ef6\u90fd\u8fdb\u884c\u4e86\u8003\u8651\u3002\u4e3a\u4e86\u63cf\u8ff0\u8fd9\u4e9b\u5f71\u54cd\u968f\u7740\u65f6\u95f4\u7684\u8870\u51cf\u6548\u5e94\uff0c\u5c24\u5176\u662f\u6700\u65b0\u4e8b\u4ef6\u5bf9\u672a\u6765\u4e8b\u4ef6\u5f71\u54cd\u6700\u5927\uff0c\u6838\u51fd\u6570\u4e00\u822c\u91c7\u7528\u7c7b\u4f3c\u4e8e\u6307\u6570\u51fd\u6570\u7684\u5f62\u5f0f\uff0c\u4f46\u5c06\u6807\u51c6\u7684\u6307\u6570\u51fd\u6570\u7684\u4e00\u4e2a\u53c2\u6570\u6f14\u53d8\u4e3a\u4e24\u4e2a\u53c2\u6570\u03b1\u03bc\u03bd<\/span><\/sub><\/span><\/em>\u3001\u03b4\u03bc\u03bd<\/span><\/sub><\/span><\/em>\uff0c\u5206\u522b\u8868\u793a\u4e8b\u4ef6\u7c7b\u578b\u03bd<\/em>\u5bf9\u4e8b\u4ef6\u7c7b\u578b\u03bc<\/em>\u7684\u5f71\u54cd\u7a0b\u5ea6\u53ca\u8870\u51cf\u7387\uff0c\u5982\u5f0f\uff082\uff09\u6240\u793a\u3002\u968f\u7740\u65f6\u95f4\u53d8\u5316\u7684\u5f3a\u5ea6\u51fd\u6570\u03bb<\/em>(t<\/em>|Ht<\/sub><\/em>)\u7684\u5b9e\u4f8b\u5982\u56fe1\u6240\u793a\u3002<\/span><\/p>\n


<\/p>\n

<\/p>\n


<\/p>\n

<\/p>\n

\u56fe1\uff1a\u53d8\u5316\u7684\u5f3a\u5ea6\u51fd\u6570<\/span>\u03bb<\/span><\/em>(t<\/em>|Ht<\/sub><\/em>)\uff08\u6765\u6e90\uff1a\u6587[3]\uff09<\/span><\/p>\n


<\/p>\n

\u4f5c\u4e3a\u70b9\u8fc7\u7a0b\u7684\u53d8\u4f53\uff0c\u970d\u514b\u65af\u8fc7\u7a0b\u4e5f\u7ee7\u627f\u4e86\u70b9\u8fc7\u7a0b\u7684\u57fa\u672c\u8bed\u4e49\u3002\u6bd4\u5982\uff0c\u56fe2\u4e2d\u7684\u968f\u673a\u53d8\u91cf\u03c4<\/em>1<\/span><\/sub><\/span><\/math-formula>\u2026\u03c4<\/em>9<\/span><\/sub><\/span><\/math-formula><\/span>\u8868\u793a\u76f8\u90bb\u4e24\u4e2a\u4e8b\u4ef6\u8d77\u59cb\u65f6\u95f4\u4e4b\u95f4\u7684\u95f4\u9694\uff0cT<\/em>1<\/sub><\/span><\/math-formula>\u2026T<\/em><\/span>9<\/sub><\/span><\/math-formula><\/span><\/span>\u8868\u793a\u4e8b\u4ef6\u53d1\u751f\u7684\u8d77\u59cb\u65f6\u95f4\uff0c\u5982\u03c45<\/sub><\/em>\u8868\u793a\u5728\u53d1\u751f\u4e8b\u4ef64\u7684\u65f6\u95f4T<\/em>4<\/sub>\u4e0e\u53d1\u751f\u4e8b\u4ef65\u7684\u65f6\u95f4T<\/em>5<\/sub>\u4e4b\u95f4\u7684\u65f6\u95f4\u95f4\u9694\uff0c\u5e76\u4e14\u8fd9\u4e9b\u65f6\u95f4\u95f4\u9694\u90fd\u670d\u4ece\u4e00\u5b9a\u7684\u6982\u7387\u5206\u5e03\u3002<\/span><\/p>\n


<\/span><\/p>\n

<\/p>\n

\u56fe2\uff1a\u70b9\u8fc7\u7a0b \uff08\u6765\u6e90\uff1a\u6587[3]\uff09<\/span><\/p>\n


<\/span><\/p>\n

\u540c\u65f6\uff0c\u622a\u6b62\u5230\u65f6\u95f4\u4e8b\u4ef6\u53d1\u751f\u7684\u603b\u6b21\u6570\u8868\u793a\u4e3a\u53d8\u91cfN<\/em>t<\/sub><\/em>\uff0c\u662f\u4e00\u4e2a\u53f3\u8fde\u7eed\u51fd\u6570\uff0c\u5982\u5f0f(3)\u3001\u56fe3\u6240\u793a\u3002<\/span><\/p>\n


<\/p>\n

<\/p>\n


<\/p>\n

<\/p>\n

\u56fe3\uff1a\u4e8b\u4ef6\u6b21\u6570\u968f\u673a\u53d8\u91cfN<\/em>t<\/sub><\/em>\uff08\u6765\u6e90\uff1a\u6587[3]\uff09<\/span><\/p>\n


<\/p>\n

   <\/span>
<\/section>\n

\n
\n
\n
\n
\n

<\/section>\n

<\/section>\n
\n
<\/svg><\/section>\n<\/section>\n<\/section>\n
\n

3. \u62d3\u6251\u7ed3\u6784\u7684\u970d\u514b\u65af\u8fc7\u7a0b<\/strong><\/strong><\/p>\n

\uff08Topological Hawkes Process\uff0cTTPM\uff09<\/strong><\/strong><\/p>\n<\/section>\n

\n

<\/section>\n

<\/section>\n<\/section>\n<\/section>\n<\/section>\n<\/section>\n<\/h3>\n


<\/p>\n

\u6807\u51c6\u970d\u514b\u65af\u8fc7\u7a0b\u8868\u793a\u53ea\u6709\u4e8b\u4ef6\u4e4b\u95f4\u5b58\u5728\u76f8\u4e92\u5f71\u54cd\uff0c\u4e8b\u4ef6\u5e76\u4e0d\u53d7\u5176\u4ed6\u56e0\u7d20\u5f71\u54cd\u3002\u8fd9\u79cd\u5047\u8bbe\u6ca1\u6709\u8003\u8651\u4e8b\u4ef6\u53d1\u751f\u7684\u7269\u7406\u7ed3\u6784\uff0c\u8fd9\u5f80\u5f80\u4f1a\u9020\u6210\u6a21\u578b\u8bad\u7ec3\u5f97\u5230\u865a\u5047\u3001\u9519\u8bef\u7684\u56e0\u679c\u5173\u7cfb\u3002\u6bd4\u5982\uff0c\u5047\u8bbe\u73b0\u6709\u4e09\u79cd\u4e8b\u4ef6\u7c7b\u578b\u03bd<\/em>1<\/sub><\/span>, \u03bd<\/em>2<\/span><\/sub><\/span>, \u03bd<\/em>3<\/span><\/sub><\/span>\uff0c\u8fd9\u4e9b\u4e8b\u4ef6\u53d1\u751f\u5728\u4e09\u4e2a\u8bbe\u5907n<\/em>1<\/sub><\/span>, n<\/em><\/span>2<\/sub><\/span>, n<\/em>3<\/sub><\/span>\uff0c\u4ee5\u53ca\u8bbe\u5907\u4e4b\u95f4\u7684\u62d3\u6251\u7ed3\u6784G<\/em>n<\/sub><\/span>\u548c\u4e8b\u4ef6\u7c7b\u578b\u7684\u56e0\u679c\u5173\u7cfb\u56feG<\/em><\/span>\u03bd<\/sub><\/span>\uff0c\u5982\u56fe4\u6240\u793a\uff0c\u8be5\u7ed3\u6784\u56fe\u8868\u793a\u03bd<\/em>2<\/sub><\/span>\u3001<\/span>\u03bd<\/em>3<\/sub><\/span>\u540c\u65f6\u53d7\u8bbe\u5907n<\/em>1<\/sub><\/span>, n<\/em><\/span>2<\/sub><\/span>, n<\/em><\/span>3<\/sub><\/span>\u4e0a\u7684\u4e8b\u4ef6\u7c7b\u578b\u03bd<\/em>1<\/sub><\/span>\u5f71\u54cd\u3002\u5982\u679c\u6211\u4eec\u4ec5\u4ec5\u5c06\u89c2\u5bdf\u6570\u636e\u6309\u7167\u65f6\u95f4\u5e8f\u5217\u8fdb\u884c\u8bad\u7ec3\u800c\u5ffd\u7565\u8bbe\u5907\u4e4b\u95f4\u7684\u62d3\u6251\u5173\u7cfb\uff0c\u4f1a\u5bfc\u81f4\u6211\u4eec\u8bad\u7ec3\u5f97\u5230\u56fe5\u4e2d\u7684\u9519\u8bef\u7ed3\u6784\uff0c\u7531\u4e8e\u5ffd\u7565\u4e86n<\/em><\/span>2<\/sub><\/span>\u8bbe\u5907\u5bf9\u65f6\u95f4\u03bd<\/em>2<\/sub><\/span>\u3001<\/span>\u03bd<\/em>3<\/sub><\/span>\u7684\u5f71\u54cd\uff0c\u8bef\u8ba4\u4e3a\u03bd<\/em>2<\/sub><\/span>\u2192<\/span>\u03bd<\/em>3<\/sub><\/span>\u4e5f\u662f\u56e0\u679c\u5173\u7cfb\u56fe\u4e2d\u7684\u4e00\u90e8\u5206\u3002\u6362\u8a00\u4e4b\uff0c\u4e5f\u5c31\u5ffd\u7565\u4e86n<\/em><\/span>2<\/sub><\/span>\u8bbe\u5907\u4f5c\u4e3a\u6df7\u6dc6\u53d8\u91cf\u7684\u4f5c\u7528\u3002\u6b63\u786e\u7684\u89e3\u8bfb\u65b9\u5f0f\u5e94\u8be5\u5982\u56fe6\u6240\u793a\u3002<\/span><\/p>\n


<\/p>\n

<\/p>\n

\u56fe4\uff1a\u771f\u5b9e\u7684\u56e0\u679c\u56fe\uff08\u6765\u6e90\uff1a\u6587[1]\uff09<\/span><\/p>\n


<\/span><\/p>\n

<\/p>\n

\u56fe5\uff1a\u9519\u8bef\u7684\u6570\u636e\u89e3\u8bfb\u65b9\u5f0f\uff08\u6765\u6e90\uff1a\u6587[1]\uff09<\/span><\/p>\n


<\/span><\/p>\n

<\/p>\n

\u56fe6\uff1a\u6b63\u786e\u7684\u6570\u636e\u89e3\u8bfb\u65b9\u5f0f\uff08\u6765\u6e90\uff1a\u6587[1]\uff09<\/span><\/p>\n


<\/p>\n

   <\/span>
<\/section>\n

\n
\n
\n
\n
\n

<\/section>\n

<\/section>\n
\n
<\/svg><\/section>\n<\/section>\n<\/section>\n
\n

4. TTPM\u8bad\u7ec3\u65b9\u6cd5<\/strong><\/strong><\/p>\n<\/section>\n

\n

<\/section>\n

<\/section>\n<\/section>\n<\/section>\n<\/section>\n<\/section>\n<\/h3>\n


<\/p>\n

\u5728\u6587\u732e[1]\u4e2d\uff0c\u6a21\u578b\u8bad\u7ec3\u4e3b\u8981\u91c7\u7528\u4e86EM<\/strong><\/em><\/span>\uff08Expectation Maximization\uff09<\/span>\u8fed\u4ee3\u7b97\u6cd5\u6765\u8bc4\u4f30\u6700\u597d\u7684\u6a21\u578b\u53c2\u6570\uff0c\u5176\u4e3b\u8981\u601d\u60f3\u662f\u4ece\u6ca1\u6709\u4efb\u4f55\u8fde\u8fb9\u7684\u7a7a\u56fe\u548c\u968f\u673a\u53c2\u6570\u5f00\u59cb\uff0c\u7136\u540e\u5728\u5f53\u524d\u6700\u4f18\u56fe\u7ed3\u6784\u4e0a\u8fdb\u884c\u4e00\u6b21\u7684\u8fb9\u589e\u52a0\u3001\u5220\u9664\u3001reverse\u64cd\u4f5c\uff0c\u5f97\u5230\u5f53\u524d\u56fe\u7684\u90bb\u5c45\u56fe\u3002\u7136\u540e\u5728\u8fd9\u4e9b\u90bb\u5c45\u56fe\u4e2d\u6839\u636e\u6a21\u578b\u7684\u4f3c\u7136\u503c <\/span>\uff08Likelihood\uff09<\/span>\u627e\u5230\u6bd4\u5f53\u524d\u56fe\u66f4\u4f18\u7684\u56fe\uff0c\u76f4\u5230\u627e\u4e0d\u5230\u4e3a\u6b62\u3002\u5177\u4f53\u7b97\u6cd5\u53ef\u53c2\u89c1[1]\u3002<\/span><\/p>\n


<\/span><\/p>\n

\u503c\u5f97\u6ce8\u610f\u7684\u662f\uff0c\u8be5\u8bad\u7ec3\u65b9\u6cd5\u4e2d\u7531\u4e8e\u4f7f\u7528\u4e86EM<\/strong><\/em>\u7b97\u6cd5\uff0c\u4e5f\u65e0\u53ef\u907f\u514d\u5730\u5177\u5907EM<\/strong><\/em>\u8fed\u4ee3\u4f18\u5316\u65b9\u6cd5\u7684\u8ba1\u7b97\u5c5e\u6027\u3002\u9996\u5148\uff0cEM<\/strong><\/em>\u7b97\u6cd5\u53ef\u4ee5\u4fdd\u8bc1\u6536\u655b\u5230\u4e00\u4e2a\u7a33\u5b9a\u70b9\uff0c\u4f46\u662f\u5374\u4e0d\u80fd\u4fdd\u8bc1\u6536\u655b\u5230\u5168\u5c40\u7684\u6781\u5927\u503c\uff0c\u56e0\u6b64\u662f\u5c40\u90e8\u6700\u4f18\u7b97\u6cd5\u3002\u8fd9\u8ddf\u7b97\u6cd5\u7684\u521d\u59cb\u503c\u6709\u5173\uff0c\u56e0\u6b64\u4e3a\u786e\u4fdd\u7ed3\u679c\u7684\u51c6\u786e\u6027\u548c\u7a33\u5b9a\u6027\uff0c\u8fd0\u884c\u65f6\u53ef\u4ee5\u8bbe\u7f6e\u591a\u4e2a\u521d\u59cb\u503c\u3002\u5f53\u7136\uff0c\u5f53\u4f18\u5316\u76ee\u6807\u662f\u51f8\u51fd\u6570\u65f6\uff0c\u53ef\u4ee5\u4fdd\u8bc1\u6536\u655b\u5230\u5168\u5c40\u6700\u5927\u503c\uff0c\u8fd9\u4e0e\u68af\u5ea6\u4e0b\u964d\u7684\u8fed\u4ee3\u7b97\u6cd5\u76f8\u540c\u3002\u7531\u4e8e\u662f\u8fed\u4ee3\u4f18\u5316\u7b97\u6cd5\uff0c\u8bad\u7ec3\u65f6\u95f4\u4e0e\u6548\u679c\u5f80\u5f80\u8ddf\u5b9e\u9645\u7ecf\u9a8c\u76f8\u5173\uff0c\u6bd4\u5982\uff0c\u8d85\u53c2\u6570\u4e2d\u8fed\u4ee3\u6b21\u6570\u51b3\u5b9a\u4e86\u8fd0\u884c\u65f6\u95f4\uff0c\u6838\u51fd\u6570\u4e2d\u7684\u8870\u51cf\u7cfb\u6570\u51b3\u5b9a\u4e86\u7b97\u6cd5\u6548\u679c\uff0c\u8fd9\u4e5f\u8bf4\u660e\u4e86\u5de5\u7a0b\u80fd\u529b\u6216\u8005\u8bf4\u8c03\u53c2\u80fd\u529b\u5728\u7b97\u6cd5\u5b9e\u8df5\u4e2d\u7684\u5de8\u5927\u4f5c\u7528\u3002\u6b64\u5916\uff0c\u8be5\u8bad\u7ec3\u65b9\u6cd5\u4e0e\u4e8b\u4ef6\u7c7b\u578b\u6570\u91cf\u6210\u5e73\u65b9\u9636\u5173\u7cfb\uff0c\u4e0eEM<\/strong><\/em>\u7684\u8fed\u4ee3\u6b21\u6570\u4e00\u8d77\uff0c\u5bf9\u8ba1\u7b97\u6210\u672c\u63d0\u51fa\u4e86\u66f4\u5927\u7684\u9700\u6c42\u3002<\/span><\/p>\n


<\/p>\n

   <\/span>
<\/section>\n

\n
\n
\n
\n
\n

<\/section>\n

<\/section>\n
\n
<\/svg><\/section>\n<\/section>\n<\/section>\n
\n

5. \u601d\u8003\u548c\u603b\u7ed3<\/strong><\/strong><\/p>\n<\/section>\n

\n

<\/section>\n

<\/section>\n<\/section>\n<\/section>\n<\/section>\n<\/section>\n<\/h3>\n


<\/p>\n

\u4f5c\u4e3a\u970d\u514b\u65af\u8fc7\u7a0b\u7684\u6f14\u53d8\u6a21\u578b\uff0cTTPM\u53ea\u5173\u6ce8\u4e8b\u4ef6\u53d1\u751f\u7684\u65f6\u95f4\u70b9\uff0c\u800c\u4e0d\u7ba1\u4e8b\u4ef6\u7684\u6301\u7eed\u65f6\u95f4\uff0c\u5373\u4e8b\u4ef6\u95f4\u9694\u65f6\u95f4\u03c4\u7531\u4e24\u4e2a\u4e8b\u4ef6\u7684\u8d77\u59cb\u65f6\u95f4\u6240\u51b3\u5b9a\uff0c\u800c\u6bcf\u4e2a\u4e8b\u4ef6\u6301\u7eed\u65f6\u95f4\u5374\u662f\u672a\u77e5\u3002\u5728\u8fd9\u65b9\u9762\uff0c\u73b0\u6709\u7684\u8fde\u7eed\u8d1d\u53f6\u65af\u6a21\u578b[2]\u5374\u80fd\u5f88\u597d\u5730\u6355\u6349\u4e8b\u4ef6\u7684\u505c\u7559\u65f6\u95f4\uff0c\u8fd9\u5bf9\u5b9e\u9645\u5efa\u6a21\u53ef\u80fd\u5b58\u5728\u5f88\u5927\u7684\u5f71\u54cd\u3002\u56e0\u4e3a\u73b0\u5b9e\u4e2d\uff0c\u5f80\u5f80\u6570\u636e\u5305\u542b\u6301\u7eed\u65f6\u95f4\u4fe1\u606f<\/span>\uff08end_timestamp \u2013 start_timestamp\uff09<\/span>\uff0c\u5982\u56fe7\u6240\u793a\u7684\u8b66\u62a5\u5668\u7684\u5386\u53f2\u6570\u636e\u3002\u5728\u6a21\u578b\u8bad\u7ec3\u8fc7\u7a0b\u4e2d\uff0c\u4ece\u8fde\u7eed\u8d1d\u53f6\u65af\u6a21\u578b\u7684\u89d2\u5ea6\u6765\u770b\uff0c\u53ea\u9700\u8981\u4ece\u89c2\u5bdf\u6570\u636e\u4e2d\u83b7\u5f97\u8db3\u591f\u7684\u7edf\u8ba1\u6570\u636e\uff0c\u5373\u8ba1\u7b97\u6bcf\u4e2a\u4e8b\u4ef6\u7c7b\u578b\u7684\u6301\u7eed\u65f6\u95f4\u548c\u72b6\u6001\u8f6c\u53d8\u6b21\u6570\uff0c\u800c\u4e0d\u50cfTTPM\u9700\u8981\u8fd9\u6837\u7684EM<\/strong><\/em>\u8fed\u4ee3\u4f18\u5316\u7b97\u6cd5\uff0c\u5176\u8ba1\u7b97\u901f\u5ea6\u8fdc\u8fdc\u8d85\u8fc7TTPM\uff0c\u8fd9\u5bf9\u7b97\u6cd5\u8bbe\u8ba1\u8282\u7701\u4e86\u5de8\u5927\u7684\u8ba1\u7b97\u548c\u65f6\u95f4\u6210\u672c\u3002<\/span><\/p>\n


<\/span><\/p>\n

<\/p>\n

\u56fe7\uff1a\u57fa\u4e8e\u89c2\u5bdf\u7684\u8b66\u62a5\u5668\u6570\u636e<\/span><\/p>\n


<\/span><\/p>\n

\u540c\u65f6\uff0c\u5728\u7535\u4fe1\u7f51\u7edc\u8fd0\u8425\u7ef4\u62a4\u4e2d\uff0c\u627e\u51fa\u6839\u6545\u969c\u8282\u70b9\u53ef\u4ee5\u4e3a\u6392\u9664\u5176\u4ed6\u6545\u969c\u63d0\u4f9b\u4e86\u89e3\u51b3\u65b9\u5411\u3002\u6bd4\u5982\uff0c\u7cfb\u7edf\u4e2d\u7684\u4e24\u4e2a\u8b66\u62a5\u5668 A\u3001B\uff0c\u5982\u679c\u8b66\u62a5\u5668B\u662f\u8b66\u62a5\u5668A\u5bfc\u81f4\u7684\uff0c\u5728\u89e3\u9664\u4e86\u6545\u969cA\u591a\u4e45\u4e4b\u540e\u6545\u969cB\u4f1a\u81ea\u52a8\u89e3\u9664\uff1f\u5bf9\u4e8e\u8fd9\u6837\u7684\u95ee\u9898\uff0cTTPM\u5c31\u4e0d\u80fd\u5f88\u597d\u89e3\u51b3\u3002<\/span><\/p>\n


<\/span><\/p>\n

\u5f53\u7136\uff0cTTPM\u7b97\u6cd5\u7684\u6027\u80fd\u4e25\u91cd\u4f9d\u8d56\u4e8eBIC<\/span>\uff08Bayesian information criterion\uff09<\/span>\u60e9\u7f5a\u56e0\u5b50\u3001\u6838\u51fd\u6570\u4e2d\u7684\u8870\u51cf\u56e0\u5b50\u03b4\u7b49\u8d85\u53c2\u6570\uff0c\u8fd9\u5bf9\u5de5\u7a0b\u5b9e\u8df5\u63d0\u51fa\u4e86\u8f83\u9ad8\u7684\u8981\u6c42\u3002\u4e0e\u4e4b\u76f8\u53cd\uff0c\u8fde\u7eed\u8d1d\u53f6\u65af\u6a21\u578b\u7684\u6027\u80fd\u5c31\u6bd4\u8f83\u7a33\u5b9a\u3002\u5728\u5b9e\u8df5\u5de5\u7a0b\u4e2d\uff0c\u6211\u4eec\u4e5f\u53d1\u73b0\uff0c\u901a\u8fc7\u5bf9\u7ed9\u5b9a\u65f6\u95f4\u70b9\u8fdb\u884c\u4e00\u5b9a\u7684\u6270\u52a8\uff0c\u5728\u4e00\u5b9a\u7a0b\u5ea6\u4e0a\u80fd\u6539\u8fdb\u8fde\u7eed\u8d1d\u53f6\u65af\u6a21\u578b\u7684\u6027\u80fd\u3002\u6700\u540e\uff0c\u5728\u6570\u636e\u7f3a\u5931\u7684\u60c5\u51b5\u4e0b\uff0c\u5982\u5728\u56fe7\u4e2d\uff0c\u5982\u679calarm_id\u7684\u8d77\u59cb\u65f6\u95f4\u7f3a\u5931\uff0cTTPM\u53ea\u80fd\u901a\u8fc7\u5220\u9664\u8be5\u6761\u6570\u636e\uff0c\u4ee5\u4fbf\u9002\u5e94\u7b97\u6cd5\u3002\u5f53\u7f3a\u5931\u6570\u636e\u5728\u89c2\u5bdf\u6570\u636e\u4e2d\u5360\u5230\u4e00\u5b9a\u6bd4\u4f8b\u65f6\uff0c\u8fd9\u79cd\u629b\u5f03\u4fe1\u606f\u7684\u65b9\u6cd5\u5fc5\u7136\u5bf9TTPM\u4e0d\u5229\u3002\u76f8\u53cd\u7684\uff0c\u8fde\u7eed\u8d1d\u53f6\u65af\u7f51\u7edc\u5374\u53ef\u4ee5\u4e0d\u505a\u4efb\u4f55\u5904\u7406\u5c31\u80fd\u9002\u7528\u3002<\/span><\/p>\n


<\/span><\/p>\n

\u7531\u4e8e\u6c34\u5e73\u6709\u9650\uff0c\u6587\u4e2d\u5b58\u5728\u4e0d\u8db3\u7684\u5730\u65b9\uff0c\u8bf7\u5404\u4f4d\u8bfb\u8005\u6279\u8bc4\u6307\u6b63\uff0c\u4e5f\u6b22\u8fce\u5927\u5bb6\u53c2\u4e0e\u6211\u4eec\u7684\u8ba8\u8bba\u3002<\/span><\/p>\n


<\/p>\n

\u53c2\u8003\u6587\u732e\uff1a<\/strong><\/span><\/p>\n

[1] Cai, Ruichu \/ Wu, Siyu \/ Qiao, Jie \/ Hao, Zhifeng \/ Zhang, Keli \/ Zhang, Xi 
THP: Topological Hawkes Processes for Learning Granger Causality on Event Sequences 
2021<\/span><\/p>\n

[2] Nodelman, Uri, Christian R. Shelton, and Daphne Koller. “Continuous time Bayesian networks.” arXiv preprint arXiv:1301.0591 (2012).<\/span><\/p>\n

[3] Rizoiu, Marian-Andrei, et al. “A tutorial on hawkes processes for events in social media.” arXiv preprint arXiv:1708.06401 (2017).<\/span><\/p>\n


<\/section>\n
\n


<\/p>\n

\n
\n
\n
\n

PCIC 2021\u6cdb\u592a\u5e73\u6d0b\u56e0\u679c\u63a8\u7406\u6311\u6218\u8d5b<\/strong><\/p>\n<\/section>\n<\/section>\n<\/section>\n<\/section>\n

\n


<\/p>\n<\/section>\n

\u4e3a\u4e86\u66f4\u591a\u5730\u63a8\u52a8\u56e0\u679c\u79d1\u5b66\u5b66\u79d1\u7684\u53d1\u5c55\uff0c\u805a\u96c6\u56fd\u5185\u5916\u56e0\u679c\u79d1\u5b66\u7684\u4e00\u7ebf\u79d1\u7814\u5de5\u4f5c\u8005\uff0c\u5171\u540c\u8ba8\u8bba\u56e0\u679c\u79d1\u5b66\u7684\u6700\u65b0\u8fdb\u5c55\uff0c\u5317\u4eac\u5927\u5b66\u8bb2\u5e2d\u6559\u6388\u3001\u5317\u4eac\u5927\u5b66\u516c\u5171\u536b\u751f\u5b66\u9662\u751f\u7269\u7edf\u8ba1\u7cfb\u7cfb\u4e3b\u4efb\u3001\u5317\u4eac\u5927\u5b66\u5317\u4eac\u56fd\u9645\u6570\u5b66\u7814\u7a76\u4e2d\u5fc3\u751f\u7269\u7edf\u8ba1\u548c\u4fe1\u606f\u7814\u7a76\u4e8b\u5ba4\u4e3b\u4efb\u5468\u6653\u534e\u7b49\u53d1\u8d77\u4e86PCIC2021\u6cdb\u592a\u5e73\u6d0b\u56e0\u679c\u63a8\u65ad\u5927\u4f1a<\/a>\uff0c\u672c\u6b21\u4f1a\u8bae\u5c06\u96c6\u4e2d\u8ba8\u8bba\u56e0\u679c\u79d1\u5b66\u5728\u4e0d\u540c\u9886\u57df\u7684\u6700\u65b0\u8fdb\u5c55\u3002<\/span><\/p>\n


<\/span><\/p>\n

\u4f1a\u8bae\u671f\u95f4\u4f1a\u8bae\u7ec4\u59d4\u4f1a\uff0c\u5317\u4eac\u5927\u5b66\u548c\u534e\u4e3a\u8bfa\u4e9a\u65b9\u821f\u5b9e\u9a8c\u5ba4\u5171\u540c\u7ec4\u7ec7\u4e86PCIC 2021\u534e\u4e3a\u56e0\u679c\u63a8\u7406\u6311\u6218\u8d5b\u3002\u7ade\u8d5b\u5206\u4e3a\u4e24\u4e2a\u8d5b\u9053\uff1a<\/span><\/p>\n


<\/span><\/p>\n