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Related papers: Updating seismic hazard at Parkfield

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We analyze the hitting time distributions of stock price returns in different time windows, characterized by different levels of noise present in the market. The study has been performed on two sets of data from US markets. The first one is…

Physics and Society · Physics 2009-11-13 Davide Valenti , Bernardo Spagnolo , Giovanni Bonanno

Critical transitions, ubiquitous in nature and technology, necessitate anticipation to avert adverse outcomes. While many studies focus on bifurcation-induced tipping, where a control parameter change leads to destabilization, alternative…

Data Analysis, Statistics and Probability · Physics 2026-03-03 Martin Heßler , Oliver Kamps

We report an empirical determination of the probability density functions P(r) of the number r of earthquakes in finite space-time windows for the California catalog, over fixed spatial boxes 5 x 5 km^2 and time intervals dt =1, 10, 100 and…

Geophysics · Physics 2007-05-23 A. Saichev , D. Sornette

We present a multifractal analysis of Mount St. Helens seismic activity during 1980-2002. The seismic time distribution is studied in relation to the eruptive activity, mainly marked by the 1980 major explosive eruptions and by the…

Earthquakes induced during hydraulic fracturing operations have occurred in a number of locales. However, in-situ studies aimed to discern the triggering mechanism remains exclusively statistical in their nature. Here, we calculate the…

Geophysics · Physics 2019-07-23 Luyi W. Shen , Douglas R. Schmitt , Ryan Schultz

Data-driven machine-learning for predicting instantaneous and future fault-slip in laboratory experiments has recently progressed markedly due to large training data sets. In Earth however, earthquake interevent times range from 10's-100's…

Geophysics · Physics 2022-01-19 Kun Wang , Christopher W. Johnson , Kane C. Bennett , Paul A. Johnson

We study the volatility time series of 1137 most traded stocks in the US stock markets for the two-year period 2001-02 and analyze their return intervals $\tau$, which are time intervals between volatilities above a given threshold $q$. We…

Statistical Finance · Quantitative Finance 2009-03-05 Fengzhong Wang , Kazuko Yamasaki , Shlomo Havlin , H. Eugene Stanley

Statistical flood frequency analysis coupled with hydrograph scaling is commonly used to generate design floods to assess dam safety assessment. The safety assessments can be highly sensitive to the choice of the statistical flood frequency…

Scaling analysis reveals striking regularities in earthquake occurrence. The time between any one earthquake and that following it is random, but it is described by the same universal-probability distribution for any spatial region and…

Condensed Matter · Physics 2009-11-10 Alvaro Corral

In certain pulsar timing experiments, where observations are scheduled approximately periodically (e.g. daily), timing models with significantly different frequencies (including but not limited to glitch models with different frequency…

High Energy Astrophysical Phenomena · Physics 2021-04-28 Liam Dunn , Marcus E. Lower , Andrew Melatos

We analyze a 19-year time series of North American electric power transmission system blackouts. Contrary to previously reported results we find a fatter than exponential decay in the distribution of inter-occurrence times and evidence of…

Physics and Society · Physics 2007-05-23 Rafal Weron , Ingve Simonsen

As mentioned in the preceding additional information (hereafter called Part I), a series of strong earthquakes with magnitudes between 5.2 and 5.9-units occurred during the two weeks period: 3 to 19 April, 2006 with epicenters lying at…

Statistical Mechanics · Physics 2013-05-29 P. A. Varotsos , N. V. Sarlis , E. S. Skordas , H. K. Tanaka , M. S. Lazaridou

Models with intractable likelihood functions arise in areas including network analysis and spatial statistics, especially those involving Gibbs random fields. Posterior parameter es timation in these settings is termed a doubly-intractable…

Computation · Statistics 2018-10-16 Lampros Bouranis , Nial Friel , Florian Maire

Aftershock sequences are of particular interest in seismic research since they may condition seismic activity in a given region over long time spans. While they are typically identified with periods of enhanced seismic activity after a…

Geophysics · Physics 2015-05-18 Tiago P. Peixoto , Katharina Doblhoff-Dier , Jörn Davidsen

We construct a one-dimensional piecewise linear intermittent map from the interevent time distribution for a given renewal process. Then, we characterize intermittency by the asymptotic behavior near the indifferent fixed point in the…

Chaotic Dynamics · Physics 2015-05-13 Takuma Akimoto , Tomohiro Hasumi , Yoji Aizawa

We study the seismicity (global seismic activity) that occurred in Greece between 1976 and 2009 based on the dataset reported in Makropoulos et al., 2012, using concepts of Non-extensive Statistical Physics. By considering the entire and…

Chaotic Dynamics · Physics 2015-06-19 Chris G. Antonopoulos , George Michas , Filippos Vallianatos , Tassos Bountis

Stock market indices are volatile by nature, and sudden shocks are known to affect volatility patterns. The autoregressive conditional heteroskedasticity (ARCH) and generalized ARCH (GARCH) models neglect structural breaks triggered by…

Methodology · Statistics 2023-10-05 Tzung Hsuen Khoo , Dharini Pathmanathan , Philipp Otto , Sophie Dabo-Niang

We show that recent stock market fluctuations are characterized by the cumulative distributions whose tails on short, minute time scales exhibit power scaling with the scaling index alpha > 3 and this index tends to increase quickly with…

Statistical Finance · Quantitative Finance 2009-11-13 S. Drozdz , M. Forczek , J. Kwapien , P. Oswiecimka , R. Rak

Event counts are a powerful diagnostic for earthquake analysis. We report on a bimodal distribution of earthquake event counts in the U.S. since 2013. The new peak is about a magnitude M1 with a distribution very similar to that of induced…

Starting in April 2004, unusual seismic activity was observed in the interior of the island of Tenerife (Canary Islands, Spain) with much evidence pointing to a reawakening of volcanic activity. This seismicity is now analyzed with…

Geophysics · Physics 2012-07-26 I. Domínguez Cerdeña , C. del Fresno , L. Rivera