def test_HawkesKernelSumExp_pickle(self):
"""...Test pickling ability of HawkesKernelSumExp
"""
obj = HawkesKernelSumExp(decays=np.arange(1., 2., 0.2),
intensities=np.arange(0.3, 2.3, .4))
pickled = pickle.loads(pickle.dumps(obj))
self.assertTrue(str(obj) == str(pickled))
self.assertTrue(np.array_equal(obj.decays, pickled.decays))
self.assertTrue(np.array_equal(obj.intensities, pickled.intensities))
np.testing.assert_array_equal(obj.get_values(self.random_times),
obj.get_values(self.random_times))
class Test(unittest.TestCase):
def setUp(self):
self.decays = np.array([1., 2., 0.2])
self.intensities = np.array([0.3, 4., 2.])
self.hawkes_kernel_sumexp = HawkesKernelSumExp(self.intensities,
self.decays)
def test_HawkesKernelSumExp_decays(self):
"""...Test HawkesKernelSumExp decays
"""
np.testing.assert_array_equal(self.hawkes_kernel_sumexp.decays,
self.decays)
def test_HawkesKernelSumExp_intensities(self):
"""...Test HawkesKernelSumExp intensities
"""
np.testing.assert_array_equal(self.hawkes_kernel_sumexp.intensities,
self.intensities)
def test_HawkesKernelSumExp_n_decays(self):
"""...Test HawkesKernelSumExp decay
"""
self.assertEqual(self.hawkes_kernel_sumexp.n_decays, len(self.decays))
def test_HawkesKernelSumExp_str(self):
"""...Test HawkesKernelSumExp string representation
"""
self.assertEqual(
str(self.hawkes_kernel_sumexp),
"0.3 * 1 * exp(- 1 * t) + 4 * 2 * exp(- 2 * t) + "
"2 * 0.2 * exp(- 0.2 * t)")
self.assertEqual(
str(self.hawkes_kernel_sumexp),
"0.3 * 1 * exp(- 1 * t) + 4 * 2 * exp(- 2 * t) + "
"2 * 0.2 * exp(- 0.2 * t)")
self.decays[1] = 0
self.intensities[2] = 0
hawkes_kernel_sumexp = HawkesKernelSumExp(self.intensities,
self.decays)
self.assertEqual(
str(hawkes_kernel_sumexp), "0.3 * 1 * exp(- 1 * t) + 4 + 0")
def test_HawkesKernelSumExp_repr(self):
"""...Test HawkesKernelSumExp string in list representation
"""
self.assertEqual(
str([self.hawkes_kernel_sumexp]),
"[0.3*1*exp(-1*t) + 4*2*exp(-2*t) + "
"2*0.2*exp(-0.2*t)]")
def test_HawkesKernelSumExp_strtex(self):
"""...Test HawkesKernelSumExp latex string representation
"""
self.assertEqual(self.hawkes_kernel_sumexp.__strtex__(),
"$0.3 e^{- t}$ + $8 e^{-2 t}$ + $0.4 e^{-0.2 t}$")
def setUp(self):
np.random.seed(28374)
self.kernels = np.array([[HawkesKernel0(),
HawkesKernelExp(0.1, 3)],
[
HawkesKernelPowerLaw(0.2, 4, 2),
HawkesKernelSumExp([0.1, 0.4], [3, 4])
]])
self.baseline = np.random.rand(2)
def setUp(self):
np.random.seed(28374)
self.kernels = np.array([
[HawkesKernel0(), HawkesKernelExp(0.1, 3)],
[HawkesKernelPowerLaw(0.2, 4, 2),
HawkesKernelSumExp([0.1, 0.4], [3, 4])]
])
t_values = np.linspace(0, 10, 10)
y_values = np.maximum(0.5 + np.sin(t_values), 0)
self.time_func_kernel = HawkesKernelTimeFunc(t_values=t_values,
y_values=y_values)
self.baseline = np.random.rand(2)
def test_HawkesKernelSumExp_str(self):
"""...Test HawkesKernelSumExp string representation
"""
self.assertEqual(str(self.hawkes_kernel_sumexp),
"0.3 * 1 * exp(- 1 * t) + 4 * 2 * exp(- 2 * t) + "
"2 * 0.2 * exp(- 0.2 * t)")
self.assertEqual(str(self.hawkes_kernel_sumexp),
"0.3 * 1 * exp(- 1 * t) + 4 * 2 * exp(- 2 * t) + "
"2 * 0.2 * exp(- 0.2 * t)")
self.decays[1] = 0
self.intensities[2] = 0
hawkes_kernel_sumexp = HawkesKernelSumExp(self.intensities,
self.decays)
self.assertEqual(str(hawkes_kernel_sumexp),
"0.3 * 1 * exp(- 1 * t) + 4 + 0")
def setUp(self):
self.decays = np.array([1., 2., 0.2])
self.intensities = np.array([0.3, 4., 2.])
self.hawkes_kernel_sumexp = HawkesKernelSumExp(self.intensities,
self.decays)
""" 1 dimensional Hawkes process simulation ======================================= """ from tick.plot import plot_point_process from tick.hawkes import SimuHawkes, HawkesKernelSumExp import matplotlib.pyplot as plt run_time = 40 hawkes = SimuHawkes(n_nodes=1, end_time=run_time, verbose=False, seed=1398) kernel = HawkesKernelSumExp([.1, .4, .1, .3], [3., 3., 7., 31]) hawkes.set_kernel(0, 0, kernel) hawkes.set_baseline(0, 1.) dt = 0.01 hawkes.track_intensity(dt) hawkes.simulate() timestamps = hawkes.timestamps intensity = hawkes.tracked_intensity intensity_times = hawkes.intensity_tracked_times _, ax = plt.subplots(1, figsize=(8, 4)) plot_point_process(hawkes, n_points=50000, t_min=2, max_jumps=10, ax=ax) plt.show()
""" 1 dimensional Hawkes process simulation ======================================= """ from tick.plot import plot_point_process from tick.hawkes import SimuHawkes, HawkesKernelSumExp import matplotlib.pyplot as plt run_time = 40 hawkes = SimuHawkes(n_nodes=1, end_time=run_time, verbose=False, seed=1398) kernel = HawkesKernelSumExp([.1, .2, .1], [1., 3., 7.]) hawkes.set_kernel(0, 0, kernel) hawkes.set_baseline(0, 1.) dt = 0.01 hawkes.track_intensity(dt) hawkes.simulate() timestamps = hawkes.timestamps intensity = hawkes.tracked_intensity intensity_times = hawkes.intensity_tracked_times _, ax = plt.subplots(1, 2, figsize=(16, 4)) plot_point_process(hawkes, n_points=50000, t_min=2, max_jumps=10, ax=ax[0]) plot_point_process(hawkes, n_points=50000, t_min=2, t_max=20, ax=ax[1])