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On Computing Medians of Marked Point Process Data Under Edit Distance

Author

Listed:
  • Noriyoshi Sukegawa

    (Hosei University)

  • Shohei Suzuki

    (Tokyo University of Science)

  • Yoshiko Ikebe

    (Tokyo University of Science)

  • Yoshito Hirata

    (University of Tsukuba)

Abstract

In this paper, we consider the problem of computing a median of marked point process data under an edit distance. We formulate this problem as a binary linear program, and propose to solve it to optimality by software. We show results of numerical experiments to demonstrate the effectiveness of the proposed method and its application in earthquake prediction.

Suggested Citation

  • Noriyoshi Sukegawa & Shohei Suzuki & Yoshiko Ikebe & Yoshito Hirata, 2024. "On Computing Medians of Marked Point Process Data Under Edit Distance," Journal of Optimization Theory and Applications, Springer, vol. 200(1), pages 178-193, January.
    • Handle: RePEc:spr:joptap:v:200:y:2024:i:1:d:10.1007_s10957-023-02352-8
    DOI: 10.1007/s10957-023-02352-8
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    References listed on IDEAS

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    4. Hirata, Yoshito & Aihara, Kazuyuki, 2012. "Timing matters in foreign exchange markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(3), pages 760-766.
    5. Deniz Eroglu & Fiona H. McRobie & Ibrahim Ozken & Thomas Stemler & Karl-Heinz Wyrwoll & Sebastian F. M. Breitenbach & Norbert Marwan & Jürgen Kurths, 2016. "See–saw relationship of the Holocene East Asian–Australian summer monsoon," Nature Communications, Nature, vol. 7(1), pages 1-7, December.
    6. Mohler, George, 2014. "Marked point process hotspot maps for homicide and gun crime prediction in Chicago," International Journal of Forecasting, Elsevier, vol. 30(3), pages 491-497.
    7. Miyashiro, Ryuhei & Takano, Yuichi, 2015. "Mixed integer second-order cone programming formulations for variable selection in linear regression," European Journal of Operational Research, Elsevier, vol. 247(3), pages 721-731.
    8. Kevin Nichols & Frederic Paik Schoenberg & Jon E. Keeley & Andrew Bray & David Diez, 2011. "The application of prototype point processes for the summary and description of California wildfires," Journal of Time Series Analysis, Wiley Blackwell, vol. 32, pages 420-429, July.
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