Table 1 MLE of the models and values of the AIC/2 for respective datasets
Data | Models | Mc | Tstart | Tend | AIC/2 | μ | K | c | α | p | |
|---|---|---|---|---|---|---|---|---|---|---|---|
(a) | PDE | ETAS | 4.5 | 0.0417 | 17.0 | −64.06 | 0.00 | 4.12 | 0.0571 | 2.08 | 1.59 |
PDE | O–U | 4.5 | 0.0417 | 17.0 | −61.56 | 0.00 | 12.18 | 0.2870 | – | 1.95 | |
PDE | ETAS | 4.5 | 0.0417 | 1.7 | −73.77 | 0.00 | 7.50 | 0.0091 | 2.24 | 1.00 | |
PDE | O–U | 4.5 | 0.0417 | 1.7 | −74.47 | 0.00 | 11.16 | 0.0000 | – | 0.81 | |
PDE | Poisson | 4.5 | 1.7 | 17.0 | 8.89 | 0.20 | – | – | – | – | |
(b) | ANSS | ETAS | 4.5 | 0.01 | 17.00 | −142.58 | 0.00 | 5.95 | 0.0369 | 2.62 | 1.44 |
ANSS | O–U | 4.5 | 0.01 | 17.00 | −141.38 | 0.00 | 7.74 | 0.0488 | – | 1.44 | |
ANSS | ETAS | 4.5 | 0.01 | 1.70 | −154.92 | 0.00 | 9.59 | 0.0055 | 2.85 | 1.00 | |
ANSS | O–U | 4.5 | 0.01 | 1.70 | −154.77 | 0.00 | 10.80 | 0.0067 | – | 1.00 | |
ANSS | ETAS | 4.5 | 1.7 | 17.00 | 12.16 | 0.00 | 2.61 | 0.0000 | Large | 1.00 | |
ANSS | O–U | 4.5 | 1.7 | 17.00 | 11.06 | 0.00 | 2.61 | 0.0000 | – | 1.00 | |
ANSS | ETAS | 4.4 | 0.0417 | 17.00 | −145.22 | 0.00 | 7.15 | 0.0595 | 2.38 | 1.63 | |
ANSS | O–U | 4.4 | 0.0417 | 17.00 | −142.29 | 0.00 | 11.77 | 0.1130 | – | 1.68 | |
ANSS | ETAS | 4.4 | 0.0417 | 1.70 | −156.86 | 0.00 | 12.62 | 0.0060 | 2.63 | 1.00 | |
ANSS | O–U | 4.4 | 0.0417 | 1.70 | −156.11 | 0.00 | 14.33 | 0.0004 | – | 1.00 | |
ANSS | ETAS | 4.4 | 1.7 | 17.00 | 11.06 | 0.00 | 2.61 | 0.0000 | Large | 1.00 | |
ANSS | O–U | 4.4 | 1.7 | 17.00 | 11.16 | 0.00 | 2.61 | 0.0000 | – | 1.00 | |
(c) | ANSS | ETAS | 4.2 | 0.0417 | 17.00 | −221.34 | 0.00 | 11.14 | 0.0207 | 2.18 | 1.26 |
ANSS | ETAS | 4.2 | 0.0417 | 1.50 | −228.12 | 0.00 | 10.47 | 0.0420 | 2.16 | 1.42 | |
ANSS | O–U | 4.2 | 1.5 | 17.00 | 7.66 | 0.00 | 10.71 | 0.0000 | – | 1.00 | |
ANSS | ETAS | 4.2 | 0.0417 | 1.70 | −232.94 | 0.00 | 11.62 | 0.0344 | 2.20 | 1.33 | |
ANSS | O–U | 4.2 | 1.7 | 17.00 | 11.96 | 0.00 | 9.99 | – | – | 1.00 | |
ANSS | ETAS | 4.2 | 0.0417 | 2.00 | −234.82 | 0.00 | 11.21 | 0.0381 | 2.18 | 1.36 | |
ANSS | O–U | 4.2 | 2.0 | 17.00 | 13.78 | 0.00 | 9.81 | – | – | 1.00 | |
ANSS | ETAS | 4.2 | 0.0417 | 3.00 | −236.01 | 0.00 | 10.91 | 0.0419 | 2.19 | 1.40 | |
ANSS | O–U | 4.2 | 3.0 | 17.00 | 15.16 | 0.00 | 9.80 | – | – | 1.00 | |
(d) | ANSS | ETAS | 4.2 | 0.0417 | 164.72 | −294.23 | 0.00 | 12.64 | 0.0123 | 2.08 | 1.19 |
ANSS | ETAS | 4.2 | 0.0417 | 17.04 | −221.34 | 0.00 | 11.14 | 0.0207 | 2.18 | 1.26 | |
ANSS | ETAS | 4.2 | 17.04 | 164.72 | −75.56 | 0.00 | 69.32 | 0.0541 | 4.43 | 1.41 |