Hybrid kernel estimates of space-time earthquake occurrence rates using the epidemic-type aftershock sequence model

被引:12
作者
Adelfio, Giada [2 ]
Ogata, Yosihiko [1 ,3 ]
机构
[1] Inst Stat Math, Tokyo, Japan
[2] Univ Palermo, Dipartimento Sci Stat & Math S Vianelli, Palermo, Italy
[3] Grad Univ Adv Studies, Dept Stat Sci, Tokyo, Japan
关键词
Bandwidths; Shape parameters; Cross-validation; ETAS models; Intensity function; Kernel estimates; Space-time point processes; Space-time ETAS model; Transformation of time; POINT-PROCESS MODELS; RESIDUAL ANALYSIS;
D O I
10.1007/s10463-009-0268-7
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
The following steps are suggested for smoothing the occurrence patterns in a clustered space-time process, in particular the data from an earthquake catalogue. First, the original data is fitted by a temporal version of the ETAS model, and the occurrence times are transformed by using the cumulative form of the fitted ETAS model. Then the transformed data (transformed times and original locations) is smoothed by a space-time kernel with bandwidth obtained by optimizing a naive likelihood cross-validation. Finally, the estimated intensity for the original data is obtained by back-transforming the estimated intensity for the transformed data. This technique is used to estimate the intensity for earthquake occurrence data for associated with complex sequences of events off the East Coast of Tohoku district, northern Japan. The intensity so obtained is compared to the conditional intensity estimated from a full space-time ETAS model for the same data.
引用
收藏
页码:127 / 143
页数:17
相关论文
共 25 条
[1]   TECTONIC IMPLICATIONS OF LARGE SHIOYA-OKI EARTHQUAKES OF 1938 [J].
ABE, K .
TECTONOPHYSICS, 1977, 41 (04) :269-289
[2]  
Adelfio G., 2006, ANN GEOPHYS-ITALY, V49, P1139
[3]   NEW LOOK AT STATISTICAL-MODEL IDENTIFICATION [J].
AKAIKE, H .
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1974, AC19 (06) :716-723
[4]  
AKAIKE H, 1978, BIOMETRIKA, V65, P53, DOI 10.1093/biomet/65.1.53
[5]  
Akaike H., 1998, Selected papers of Hirotugu Akaike, P199, DOI DOI 10.1007/978-1-4612-1694-0_15
[6]  
[Anonymous], 2003, An Introduction to the Theory of Point Processes, DOI 10.1007/b97277
[7]   Nonparametric approach to analysis of space-time data on earthquake occurrences [J].
Choi, E ;
Hall, P .
JOURNAL OF COMPUTATIONAL AND GRAPHICAL STATISTICS, 1999, 8 (04) :733-748
[8]   DETERMINATION OF EARTHQUAKE SOURCE PARAMETERS FROM WAVEFORM DATA FOR STUDIES OF GLOBAL AND REGIONAL SEISMICITY [J].
DZIEWONSKI, AM ;
CHOU, TA ;
WOODHOUSE, JH .
JOURNAL OF GEOPHYSICAL RESEARCH, 1981, 86 (NB4) :2825-2852
[9]   Non-parametric smoothing of spatio-temporal point processes [J].
Grillenzoni, C .
JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 2005, 128 (01) :61-78
[10]  
Hawkes A. G., 1973, B INT STAT I, V45, P454