default author photo

Naratip Santitissadeekorn

University of Surrey

Guildford

Guildford, GU2 5XH

United Kingdom

  • University of Surrey

SCHOLARLY PAPERS

3

DOWNLOADS

147

TOTAL CITATIONS

0

Scholarly Papers (3)

Actions:
Email selected abstracts
1.

Combining Dynamic Mode Decomposition with Ensemble Kalman Filtering for Tracking and Forecasting

Number of pages: 34 Posted: 19 Sep 2022
stephen falconer, David J. B. Lloyd and Naratip Santitissadeekorn
University of Surrey - Department of Mathematics and Statistics, University of Surrey and University of Surrey
Downloads 77 (823,406)

Abstract:

Loading...

Dynamic mode decomposition, Ensemble Kalman filter, Data-driven modelling, Data assimilation, Dynamical systems

2.

Identification of an Influence Network by an Ensemble-Based Filtering for Hawkes Process Driven by Count Data

Number of pages: 18 Posted: 14 Jun 2022
Naratip Santitissadeekorn, Sylvain Delahaies and David J. B. Lloyd
University of Surrey, University of Surrey and University of Surrey
Downloads 46 (1,108,890)

Abstract:

Loading...

Hawkes process, influence network, Ensemble filtering, Bayesian computation

3.

Influence Network Reconstruction from Discrete Time-Series of Count Data Modelled by Multidimensional Hawkes Processes

Number of pages: 25 Posted: 19 Sep 2024
Naratip Santitissadeekorn, David J. B. Lloyd and Martin Short
University of Surrey, University of Surrey and affiliation not provided to SSRN
Downloads 24 (1,398,524)

Abstract:

Loading...

Influence network, causal network, nonlinear filtering, Hawkes process, count data, expectation maximization