/opt/anaconda3/envs/env-37/lib/python3.9/site-packages/Hawkes/model.py:643: RuntimeWarning: overflow encountered in multiply
Int = Int + alpha[i] * ( np.exp( -beta[i] * x1 ) - np.exp( -beta[i] * x2 ) )
/opt/anaconda3/envs/env-37/lib/python3.9/site-packages/Hawkes/model.py:655: RuntimeWarning: overflow encountered in multiply
dInt[('alpha',i)] = np.exp( -beta[i] * x1 ) - np.exp( -beta[i] * x2 )
/opt/anaconda3/envs/env-37/lib/python3.9/site-packages/Hawkes/model.py:656: RuntimeWarning: overflow encountered in multiply
dInt[('beta',i) ] = alpha[i] * ( - x1 * np.exp( -beta[i] * x1 ) + x2 * np.exp( -beta[i] * x2 ) )
/opt/anaconda3/envs/env-37/lib/python3.9/site-packages/Hawkes/model.py:688: RuntimeWarning: overflow encountered in multiply
r = np.exp(-beta*step)
/opt/anaconda3/envs/env-37/lib/python3.9/site-packages/Hawkes/model.py:699: RuntimeWarning: overflow encountered in double_scalars
dl = { ('alpha',i):g[i]/alpha[i] for i in range(num_exp) }
/opt/anaconda3/envs/env-37/lib/python3.9/site-packages/Hawkes/model.py:709: RuntimeWarning: overflow encountered in add
g = g + alpha*beta
/opt/anaconda3/envs/env-37/lib/python3.9/site-packages/Hawkes/model.py:690: RuntimeWarning: invalid value encountered in multiply
g = g*r
It seems the resulting parameters are too large. Could you please give me some suggestions with such a situation?
My codes:
seq = [0, 0.001, 1, ...., 844.001, 844.002]
model = hk.estimator().set_kernel('exp').set_baseline('plinear')
model.fit(seq, (0, 844.1))
I would be really grateful if you could give me some help. Thanks in advance!
File "/opt/anaconda3/envs/env-37/lib/python3.9/site-packages/Hawkes/model.py", line 849, in set_data
dl,dInt = preprocess_data_nonpara_cython(Data['T'],self.bin_edge,itv[1])