Second-order residual analysis of spatiotemporal point processes and applications in model evaluation

被引:75
作者
Zhuang, Jiancang [1 ]
机构
[1] Inst Stat Math, Minato Ku, Tokyo 106, Japan
关键词
earthquake clusters; epidemic-type aftershock sequence model; Martingale; model evaluation; point process; residual analysis;
D O I
10.1111/j.1467-9868.2006.00559.x
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 paper gives first-order residual analysis for spatiotemporal point processes that is similar to the residual analysis that has been developed by Baddeley and co-workers for spatial point processes and also proposes principles for second-order residual analysis based on the viewpoint of martingales. Examples are given for both first- and second-order residuals. In particular, residual analysis can be used as a powerful tool in model improvement. Taking a spatiotemporal epidemic-type aftershock sequence model for earthquake occurrences as the base-line model, second-order residual analysis can be useful for identifying many features of the data that are not implied in the base-line model, providing us with clues about how to formulate better models.
引用
收藏
页码:635 / 653
页数:19
相关论文
共 35 条
[1]   NEW LOOK AT STATISTICAL-MODEL IDENTIFICATION [J].
AKAIKE, H .
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1974, AC19 (06) :716-723
[2]   Residual analysis for spatial point processes [J].
Baddeley, A ;
Turner, R ;
Moller, J ;
Hazelton, M .
JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY, 2005, 67 :617-651
[3]  
Bremaud P., 1981, Point Processes and Queues: Martingale Dynamics
[4]   Refining earthquake clustering models [J].
Console, R ;
Murru, M ;
Lombardi, AM .
JOURNAL OF GEOPHYSICAL RESEARCH-SOLID EARTH, 2003, 108 (B10)
[5]   A simple and testable model for earthquake clustering [J].
Console, R ;
Murru, M .
JOURNAL OF GEOPHYSICAL RESEARCH-SOLID EARTH, 2001, 106 (B5) :8699-8711
[6]  
Gutenberg B., 1956, Bull. Seimol. Soc. Amer, V46, P105, DOI [DOI 10.1785/BSSA0460020105, 10.1785/BSSA0460020105]
[7]   Detecting fluid signals in seismicity data through statistical earthquake modeling [J].
Hainzl, S ;
Ogata, Y .
JOURNAL OF GEOPHYSICAL RESEARCH-SOLID EARTH, 2005, 110 (B5) :1-10
[8]   Predictability in the epidemic-type aftershock sequence model of interacting triggered seismicity [J].
Helmstetter, A ;
Sornette, D .
JOURNAL OF GEOPHYSICAL RESEARCH-SOLID EARTH, 2003, 108 (B10)
[9]   Foreshocks explained by cascades of triggered seismicity [J].
Helmstetter, A ;
Sornette, D .
JOURNAL OF GEOPHYSICAL RESEARCH-SOLID EARTH, 2003, 108 (B10)
[10]   Mainshocks are aftershocks of conditional foreshocks: How do foreshock statistical properties emerge from aftershock laws [J].
Helmstetter, A ;
Sornette, D ;
Grasso, JR .
JOURNAL OF GEOPHYSICAL RESEARCH-SOLID EARTH, 2003, 108 (B1)