Residual analysis methods for space-time point processes with applications to earthquake forecast models in California

DOI10.1214/11-AOAS487zbMATH Open1454.62282arXiv1202.6487OpenAlexW2083406753MaRDI QIDQ765997FDOQ765997

Robert Alan Clements, Frederic Paik Schoenberg, Danijel Schorlemmer

Publication date: 22 March 2012

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

Abstract: Modern, powerful techniques for the residual analysis of spatial-temporal point process models are reviewed and compared. These methods are applied to California earthquake forecast models used in the Collaboratory for the Study of Earthquake Predictability (CSEP). Assessments of these earthquake forecasting models have previously been performed using simple, low-power means such as the L-test and N-test. We instead propose residual methods based on rescaling, thinning, superposition, weighted K-functions and deviance residuals. Rescaled residuals can be useful for assessing the overall fit of a model, but as with thinning and superposition, rescaling is generally impractical when the conditional intensity $lambda$ is volatile. While residual thinning and superposition may be useful for identifying spatial locations where a model fits poorly, these methods have limited power when the modeled conditional intensity assumes extremely low or high values somewhere in the observation region, and this is commonly the case for earthquake forecasting models. A recently proposed hybrid method of thinning and superposition, called super-thinning, is a more powerful alternative.

Full work available at URL: https://arxiv.org/abs/1202.6487

zbMATH Keywords

superpositionPearson residualsdeviance residualsrescaled residualssuper-thinned residualsthinned residuals

Mathematics Subject Classification ID

Inference from spatial processes (62M30) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Seismology (including tsunami modeling), earthquakes (86A15)

Cites Work

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Cited In (7)

• Voronoi residual analysis of spatial point process models with applications to California earthquake forecasts
• Estimating Covid-19 transmission time using Hawkes point processes
• Comparative evaluation of point process forecasts
• Assessing the predictive accuracy of earthquake strike angle estimates using nonparametric Hawkes processes
• Validation of point process predictions with proper scoring rules
• Assessment of point process models for earthquake forecasting
• Calibration diagnostics for point process models via the probability integral transform

Uses Software

• spatial
• pyuvdata

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