Nonstationary ETAS models for nonstandard earthquakes

DOI10.1214/14-AOAS759MaRDI QIDQ484059zbMATH OpenFDO

Authors Takao Kumazawa, Yosihiko Ogata

Publication date 17 December 2014

Published in The Annals of Applied Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1412.1922, https://projecteuclid.org/euclid.aoas/1414091236

zbMATH Keywords

change pointAkaike Bayesian Information Criterioninduced seismic activitytime-dependent parameterstwo-stage ETAS model

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Geostatistics (86A32) Applications of statistics to physics (62P35) Seismology (including tsunami modeling), earthquakes (86A15)

Abstract: The conditional intensity function of a point process is a useful tool for generating probability forecasts of earthquakes. The epidemic-type aftershock sequence (ETAS) model is defined by a conditional intensity function, and the corresponding point process is equivalent to a branching process, assuming that an earthquake generates a cluster of offspring earthquakes (triggered earthquakes or so-called aftershocks). Further, the size of the first-generation cluster depends on the magnitude of the triggering (parent) earthquake. The ETAS model provides a good fit to standard earthquake occurrences. However, there are nonstandard earthquake series that appear under transient stress changes caused by aseismic forces such as volcanic magma or fluid intrusions. These events trigger transient nonstandard earthquake swarms, and they are poorly fitted by the stationary ETAS model. In this study, we examine nonstationary extensions of the ETAS model that cover nonstandard cases. These models allow the parameters to be time-dependent and can be estimated by the empirical Bayes method. The best model is selected among the competing models to provide the inversion solutions of nonstationary changes. To address issues of the uniqueness and robustness of the inversion procedure, this method is demonstrated on an inland swarm activity induced by the 2011 Tohoku-Oki, Japan earthquake of magnitude 9.0.

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Cited in

(14)

• Comment on ``A review of self-exciting spatiotemporal point process and their applications by Alex Reinhart
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• Semiparametric Bayesian forecasting of spatiotemporal earthquake occurrences
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• Accelerated non-parametrics for cascades of Poisson processes
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• Classification of flash crashes using the Hawkes \(p,q\) framework
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• Inference for ETAS models with non-Poissonian mainshock arrival times
• Modeling and predicting extreme cyber attack rates via marked point processes
• Modeling and predicting Chinese stock downside risks via Gaussian mixture models and marked self-exciting point process

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