Spatio-temporal coarse-grained Hawkes processes

Abstract

Spatio-temporal Hawkes processes are widely used to model self-exciting event data, but conventional inference methods require access to the occurrence time and location of every event. In many applications, however, observations are available only as counts aggregated over temporal intervals and spatial regions. We propose a spatio-temporal coarse-grained Hawkes process, a discrete-time count model that approximates aggregated observations generated by an underlying spatio-temporal Hawkes process. The proposed model constructs effective excitation kernels by averaging the temporal and spatial triggering effects over spatio-temporal bins while explicitly incorporating excitation occurring within the same temporal bin. This formulation enables direct modeling of aggregated count data without introducing latent event times or locations. We characterize the first- and second-order properties of the proposed process and derive asymptotic approximation errors for the stationary mean and autocovariance relative to those of the corresponding aggregated Hawkes process in the joint limit of fine temporal and spatial discretization. The analysis shows that the proposed model provides a higher-order approximation than the conventional binned Poisson approximation by accounting for intra-bin excitation. Numerical experiments confirm the theoretical results and demonstrate accurate approximation over a broad range of aggregation scales. We further develop a moment-based estimation procedure and apply the proposed framework to earthquake occurrence data through an aggregated Epidemic-Type Aftershock Sequence (ETAS) model. The results indicate that the proposed approach provides a computationally efficient alternative for inference and prediction from spatio-temporally aggregated event data.