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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…

应用统计 · 统计学 2012-03-01 Robert Alan Clements , Frederic Paik Schoenberg , Danijel Schorlemmer

The ETAS model is widely employed to model the spatio-temporal distribution of earthquakes, generally using spatially invariant parameters. We propose an efficient method for the estimation of spatially varying parameters, using the…

地球物理 · 物理学 2017-06-28 Shyam Nandan , Guy Ouillon , Stefan Wiemer , Didier Sornette

Models for forecasting earthquakes are currently tested prospectively in well-organized testing centers, using data collected after the models and their parameters are completely specified. The extent to which these models agree with the…

统计方法学 · 统计学 2013-12-23 Andrew Bray , Frederic Paik Schoenberg

Insurance risk arising from catastrophes such as earthquakes a component of the Minimum Capital Test for federally regulated property and casualty insurance companies. Analyzing earthquake insurance risk requires well-fitted spatio-temporal…

风险管理 · 定量金融 2024-10-08 Roba Bairakdar , Debbie Dupuis , Melina Mailhot

Point processes have been dominant in modeling the evolution of seismicity for decades, with the Epidemic Type Aftershock Sequence (ETAS) model being most popular. Recent advances in machine learning have constructed highly flexible point…

地球物理 · 物理学 2023-10-04 Samuel Stockman , Daniel J. Lawson , Maximilian J. Werner

Currently, one of the best performing and most popular earthquake forecasting models rely on the working hypothesis that: "locations of past background earthquakes reveal the probable location of future seismicity". As an alternative, we…

地球物理 · 物理学 2020-01-08 Shyam Nandan , Guy Ouillon , Didier Sornette , Stefan Wiemer

The scientific process of earthquake forecasting involves estimating the probability and intensity of earthquakes in a specific area within a certain timeframe, based on seismic activity laws and observational data. Epidemic-Type Aftershock…

地球物理 · 物理学 2023-10-05 Haoyuan Zhang , Shuya Ke , Wenqi Liu , Yongwen Zhang

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…

应用统计 · 统计学 2022-07-06 Tom Stindl , Feng Chen

Earthquake nowcasting has been proposed as a means of tracking the change in large earthquake potential in a seismically active area. The method was developed using observable seismic data, in which probabilities of future large earthquakes…

地球物理 · 物理学 2023-10-24 Ian Baughman , John B Rundle , Tianjin Zhang

This article proposes a spatiotemporal point process model that enhances the classical Epidemic-Type Aftershock Sequence (ETAS) model by incorporating a renewal main-shock arrival process, which we term the renewal ETAS (RETAS) model. This…

统计方法学 · 统计学 2021-12-16 Tom Stindl , Feng Chen

The Epidemic-Type Aftershock Sequences (ETAS) model and its variants effectively capture the space-time clustering of seismicity, setting the standard for earthquake forecasting. Accurate unbiased ETAS calibration is thus crucial. But we…

地球物理 · 物理学 2025-06-23 Jiawei Li , Didier Sornette , Zhongliang Wu , Jiancang Zhuang , Changsheng Jiang

Earthquakes are one of the most devastating natural disasters that plague society. A skilled, reliable earthquake forecasting remains the ultimate goal for seismologists. Using the detrended fluctuation analysis (DFA) and conditional…

A prominent feature of earthquakes is their empirical laws including memory (clustering) in time and space. Several earthquake forecasting models, like the EpidemicType Aftershock Sequence (ETAS) model, were developed based on earthquake…

地球物理 · 物理学 2020-03-30 Yongwen Zhang , Dong Zhou , Jingfang Fan , Warner Marzocchi , Yosef Ashkenazy , Shlomo Havlin

The Epidemic Type Aftershock Sequence (ETAS) model is one of the most widely-used approaches to seismic forecasting. However most studies of ETAS use point estimates for the model parameters, which ignores the inherent uncertainty that…

应用统计 · 统计学 2021-09-14 Gordon J Ross

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…

应用统计 · 统计学 2014-12-08 Takao Kumazawa , Yosihiko Ogata

We introduce a new class of spatial-temporal point processes based on Voronoi tessellations. At each step of such a process, a point is chosen at random according to a distribution determined by the associated Voronoi cells. The point is…

概率论 · 数学 2007-05-23 Konstantin Borovkov , David Odell

In this research, we propose a novel technique for visualizing nonstationarity in geostatistics, particularly when confronted with a single realization of data at irregularly spaced locations. Our method hinges on formulating a statistic…

统计方法学 · 统计学 2023-08-29 ShengLi Tzeng , Bo-Yu Chen , Hsin-Cheng Huang

We present two models for estimating the probabilities of future earthquakes in California, to be tested in the Collaboratory for the Study of Earthquake Predictability (CSEP). The first, time-independent model, modified from Helmstetter et…

地球物理 · 物理学 2009-10-28 M. J. Werner , A. Helmstetter , D. D. Jackson , Y. Y. Kagan

In statistical seismology, the Epidemic Type Aftershocks Sequence (ETAS) model is a branching process used world-wide to forecast earthquake intensity rates and reproduce many statistical features observed in seismicity catalogs. In this…

地球物理 · 物理学 2023-01-09 Lorenzo Cristofaro , Roberto Garra , Enrico Scalas , Ilaria Spassiani

Self-exciting Hawkes processes are used to model events which cluster in time and space, and have been widely studied in seismology under the name of the Epidemic Type Aftershock Sequence (ETAS) model. In the ETAS framework, the occurrence…

统计计算 · 统计学 2020-02-06 Aleksandar A. Kolev , Gordon J. Ross
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