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Gutenberg–Richter b-value time series forecasting : a weighted likelihood approach
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Taroni, Matteo, Vocalelli, Giorgio and De Polis, Andrea (2021) Gutenberg–Richter b-value time series forecasting : a weighted likelihood approach. Forecasting, 3 (3). pp. 561-569. doi:10.3390/forecast3030035 ISSN 2571-9394.
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WRAP-Gutenberg–Richter-b-value-time-series-forecasting-a-weighted-likelihood-approach-De-Polis-2021.pdf - Published Version - Requires a PDF viewer. Available under License Creative Commons Attribution 4.0. Download (1610Kb) | Preview |
Official URL: https://doi.org/10.3390/forecast3030035
Abstract
We introduce a novel approach to estimate the temporal variation of the b-value parameter of the Gutenberg–Richter law, based on the weighted likelihood approach. This methodology allows estimating the b-value based on the full history of the available data, within a data-driven setting. We test this methodology against the classical “rolling window” approach using a high-definition Italian seismic catalogue as well as a global catalogue of high magnitudes. The weighted likelihood approach outperforms competing methods, and measures the optimal amount of past information relevant to the estimation.
| Item Type: | Journal Article | ||||||||
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| Subjects: | Q Science > QA Mathematics Q Science > QE Geology |
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| Divisions: | Faculty of Social Sciences > Warwick Business School | ||||||||
| Library of Congress Subject Headings (LCSH): | Earthquake prediction -- Statistical methods, Time-series analysis, Seismology -- Statistical methods | ||||||||
| Journal or Publication Title: | Forecasting | ||||||||
| Publisher: | MDPI | ||||||||
| ISSN: | 2571-9394 | ||||||||
| Official Date: | 6 August 2021 | ||||||||
| Dates: |
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| Volume: | 3 | ||||||||
| Number: | 3 | ||||||||
| Page Range: | pp. 561-569 | ||||||||
| DOI: | 10.3390/forecast3030035 | ||||||||
| Status: | Peer Reviewed | ||||||||
| Publication Status: | Published | ||||||||
| Access rights to Published version: | Open Access (Creative Commons) | ||||||||
| Date of first compliant deposit: | 23 August 2022 | ||||||||
| Date of first compliant Open Access: | 23 August 2022 |
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