Stochastic declustering of earthquakes with the spatiotemporal renewal ETAS model
From MaRDI portal
Publication:6138629
DOI10.1214/23-AOAS1756arXiv2207.01816OpenAlexW4388071350MaRDI QIDQ6138629FDOQ6138629
Publication date: 16 January 2024
Published in: The Annals of Applied Statistics (Search for Journal in Brave)
Abstract: Epidemic-Type Aftershock Sequence (ETAS) models are point processes that have found prominence in seismological modeling. Its success has led to the development of a number of different versions of the ETAS model. Among these extensions is the RETAS model which has shown potential to improve the modeling capabilities of the ETAS class of models. The RETAS model endows the main-shock arrival process with a renewal process which serves as an alternative to the homogeneous Poisson process. Model fitting is performed using likelihood-based estimation by directly optimizing the exact likelihood. However, inferring the branching structure from the fitted RETAS model remains a challenging task since the declustering algorithm that is currently available for the ETAS model is not directly applicable. This article solves this problem by developing an iterative algorithm to calculate the smoothed main and aftershock probabilities conditional on all available information contained in the catalog. Consequently, an objective estimate of the spatial intensity function can be obtained and an iterative semi-parametric approach is implemented to estimate model parameters with information criteria used for tuning the smoothing parameters. The methods proposed herein are illustrated on simulated data and a New Zealand earthquake catalog.
Full work available at URL: https://arxiv.org/abs/2207.01816
Cites Work
- Including covariates in a space-time point process with application to seismicity
- Estimating the dimension of a model
- Space-time point-process models for earthquake occurrences
- Regression and time series model selection in small samples
- Self-Exciting Point Process Modeling of Crime
- A Space–Time Conditional Intensity Model for Evaluating a Wildfire Hazard Index
- A space-time conditional intensity model for invasive meningococcal disease occurrence
- Tests of independence and randomness based on the empirical copula process
- Direct Likelihood Evaluation for the Renewal Hawkes Process
- The Hawkes process with renewal immigration \& its estimation with an EM algorithm
- Model Selection and Multimodel Inference
- Multivariate plug-in bandwidth selection
- Asymptotic local efficiency of Cramér\,-\,von Mises tests for multivariate independence
- Stochastic Declustering of Space-Time Earthquake Occurrences
- Autoregressive model fitting for control
- Spatially inhomogeneous background rate estimators and uncertainty quantification for nonparametric Hawkes point process models of earthquake occurrences
- Determining the number of effective parameters in kernel density estimation
- A coupled ETAS-\(\mathrm{I}^{2}\)GMM point process with applications to seismic fault detection
- Point-process models of social network interactions: Parameter estimation and missing data recovery
- Modeling and estimation for self-exciting spatio-temporal models of terrorist activity
- A recursive point process model for infectious diseases
This page was built for publication: Stochastic declustering of earthquakes with the spatiotemporal renewal ETAS model
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6138629)