Time Series Modeling of Earthquake Ground Motions Using ARMA-GARCH Models

被引：1
|
作者：
Lin, Jeng-Hsiang [1 ]
机构：
[1] Hwa Hsia Inst Technol, Dept Architecture, New Taipei City 23568, Taiwan
来源：
MECHANICAL ENGINEERING, MATERIALS SCIENCE AND CIVIL ENGINEERING II | 2014年 / 470卷
关键词：
earthquake ground motion; modeling; ARMA; GARCH; SIMULATION;
D O I：
10.4028/www.scientific.net/AMM.470.240
中图分类号：
TU [建筑科学];
学科分类号：
0813 ;
摘要：
Engineers are well aware that, due to the stochastic nature of earthquake ground motion, the information obtained from structural response analysis using scant records is quite unreliable. Thus, providing earthquake models for specific sites or areas of research and practical implementation is essential. This paper presents a procedure for the modeling strong earthquake ground motion based on autoregressive moving average (ARMA) models. The Generalized autoregressive conditional heteroskedasticity (GARCH) model is used to simulate the time-varying characteristics of earthquakes.
引用
收藏
页码：240 / 243
页数：4
相关论文
共 50 条
  • [1] Empirical investigation on modeling solar radiation series with ARMA-GARCH models
    Sun, Huaiwei
    Yan, Dong
    Zhao, Na
    Zhou, Jianzhong
    ENERGY CONVERSION AND MANAGEMENT, 2015, 92 : 385 - 395
  • [2] ARMA MODELS FOR EARTHQUAKE GROUND MOTIONS
    CHANG, MK
    KWIATKOWSKI, JW
    NAU, RF
    OLIVER, RM
    PISTER, KS
    EARTHQUAKE ENGINEERING & STRUCTURAL DYNAMICS, 1982, 10 (05): : 651 - 662
  • [3] Exploring the Regional Variance using ARMA-GARCH Models
    Huantian Xie
    Dingfang Li
    Lihua Xiong
    Water Resources Management, 2016, 30 : 3507 - 3518
  • [4] Exploring the Regional Variance using ARMA-GARCH Models
    Xie, Huantian
    Li, Dingfang
    Xiong, Lihua
    WATER RESOURCES MANAGEMENT, 2016, 30 (10) : 3507 - 3518
  • [5] Parameter change tests for ARMA-GARCH models
    Song, Junmo
    Kang, Jiwon
    COMPUTATIONAL STATISTICS & DATA ANALYSIS, 2018, 121 : 41 - 56
  • [6] Estimation of the parameters of symmetric stable ARMA and ARMA-GARCH models
    Sathe, Aastha M.
    Upadhye, N. S.
    JOURNAL OF APPLIED STATISTICS, 2022, 49 (11) : 2964 - 2980
  • [7] Analysis and simulation of strong earthquake ground motions using ARMA models
    Menasri, A.
    Brahimi, M.
    Bali, A.
    MATERIALS PROCESSING TECHNOLOGY, PTS 1-3, 2012, 418-420 : 1786 - +
  • [8] ANALYSIS AND SIMULATION OF STRONG EARTHQUAKE GROUND MOTIONS USING ARMA MODELS
    POPESCU, TD
    DEMETRIU, S
    AUTOMATICA, 1990, 26 (04) : 721 - 737
  • [9] Multiobjective portfolio optimization of ARMA-GARCH time series based on experimental designs
    Mendes, R. R. A.
    Paiva, A. P.
    Peruchi, R. S.
    Balestrassi, P. P.
    Leme, R. C.
    Silva, M. B.
    COMPUTERS & OPERATIONS RESEARCH, 2016, 66 : 434 - 444
  • [10] Sequential change point detection in ARMA-GARCH models
    Song, Junmo
    Kang, Jiwon
    JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, 2020, 90 (08) : 1520 - 1538
12345