Despite a vast application of temporal point processes in infectious disease
diffusion forecasting, ecommerce, traffic prediction, preventive
maintenance, etc, there is no significant development in improving the
simulation and prediction of temporal point processes in real-world
environments. With this problem at hand, we propose a novel methodology for
learning temporal point processes based on one-dimensional numerical
integration techniques. These techniques are used for linearising the
negative maximum likelihood (neML) function and enabling backpropagation of
the neML derivatives. Our approach is tested on two real-life datasets.
Firstly, on high frequency point process data, (prediction of highway
traffic) and secondly, on a very low frequency point processes dataset,
(prediction of ski injuries in ski resorts). Four different point process
baseline models were compared: second-order Polynomial inhomogeneous
process, Hawkes process with exponential kernel, Gaussian process, and
Poisson process. The results show the ability of the proposed methodology to
generalize on different datasets and illustrate how different numerical
integration techniques and mathematical models influence the quality of the
obtained models. The presented methodology is not limited to these datasets
and can be further used to optimize and predict other processes that are
based on temporal point processes