Nonstationary ETAS models for nonstandard earthquakes

DOI10.1214/14-AOAS759zbMATH Open1304.86011arXiv1412.1922MaRDI QIDQ484059FDOQ484059

Authors: Takao Kumazawa, Yosihiko Ogata 

Publication date: 17 December 2014

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

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.

Full work available at URL: https://arxiv.org/abs/1412.1922

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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)

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Cited In (14)

• Semiparametric Bayesian forecasting of spatiotemporal earthquake occurrences
• Detection of fluid signals in the 1985 Yellowstone earthquake swarm
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