Co-occurring Hawkes Events
yifeim opened this issue · 0 comments
yifeim commented
Hi,
I have a question about the implementation details for co-occurring events. Co-occurring events are quite common in practice, e.g., due to rounding of timestamps. According to the optimizer
there isn't anything stopping the model to fit a time series with co-occurring events. I wonder if this is actually being supported - meaning, will t_k^j < t
be strictly followed in the actual implementation?
Thanks.