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Non Parametric Estimation of Inhibition for Point Process Data

Abstract

For a single geyser one eruption may inhibit another eruption. The objective is to estimate the inhibition function of geyser eruptions using a non parametric algorithm by extending the non parametric estimation method of Marsan and Lenglin?(2008) for clustered Hawkes processes to the case where there may be inhibition. The proposed method is tested using simulated geyser eruption data from known densities: Exponential, Pareto, Normal, and Uniform. The method is then applied ot the actual data from the Lone Pine Geyser in Yellowstone National Park. The data consists of 163 eruptions from 2011. The results indicate that geyser eruptions do inhibit other eruptions to some degree.

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