基于Gutenberg Richter模型和Copula方法的印度尼西亚地震灾害风险分析贝叶斯模拟实现

IF 1.1 Q3 STATISTICS & PROBABILITY
P. P. Oktaviana, K. Fithriasari
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引用次数: 0

摘要

印度尼西亚是一个地震多发的国家,因为它位于太平洋火环地区。地震造成了大量的损失和人员伤亡。本文采用基于Gutenberg Richter模型的Bayesian Simulation和Copula方法估算了印度尼西亚地震的风险参数,特别是地震发生的概率和再发期。这些风险参数是根据地震频率和震级的依赖结构估计出来的。利用Gutenberg Richter模型和Copula方法确定了相关结构。Gutenberg Richter模型是一种基于线性回归的模型,用于确定依赖结构;Copula方法是一种忽略数据线性和正态性假设的统计方法,用于确定依赖结构。Â贝叶斯仿真是一种基于仿真估计参数的方法。所使用的数据是印度尼西亚气象、气候和地球物理局提供的印度尼西亚4年来发生地震的频率和震级(震级‰4 RichterÂ)的年度数据。首先,对地震频率和震级进行回归分析,确定古腾堡-里希特模型;其次,进行Copula分析;第三,在第一步和第二步的基础上,利用贝叶斯模拟方法估计地震发生的概率和重现期。结果表明,贝叶斯模拟可以很好地估计风险参数。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Implementation of Bayesian Simulation for Earthquake Disaster Risk Analysis in Indonesia based on Gutenberg Richter Model and Copula Method
Indonesia is a country prone to earthquakes because it is located in the Pasific ring of fire area. The earthquakes caused a lot of damages and casualties. In this paper, we use Bayesian Simulation on Gutenberg Richter model and Copula method to estimate the risk parameters of earthquake, specifically the probability and the recurrence (return) period of an earthquake occurrence in Indonesia. Those risk parameters are estimated from dependence structure of frequency and magnitude of earthquakes. The dependence structure can be determined by using Gutenberg Richter model and Copula method. The Gutenberg Richter model is a model based on linear regression used to determine dependence structure, while the Copula method is a statistical method used to determine dependence structure that ignores linearity and normality assumptions of data.  Bayesian Simulation is a method used to estimate parameters based on simulation. The data used is an annual data of frequency and magnitude (magnitude ≥ 4 Richter  Scale) of earthquakes occur in Indonesia for 4 years from Meteorological, Climatological, and Geophysical Agency of Indonesia. There are several steps of analysis to be performed: firstly, we perform regression analysis of frequency and magnitude of the earthquakes to determine Gutenberg Richter Model; secondly, we perform Copula analysis; thirdly, we estimate probability and the recurrence (return) period of an earthquake occurrence using Bayesian Simulation based on the result of step one and two. The result indicates Bayesian Simulation can estimate risk parameters very well.
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来源期刊
CiteScore
3.30
自引率
26.70%
发文量
53
期刊介绍: Pakistan Journal of Statistics and Operation Research. PJSOR is a peer-reviewed journal, published four times a year. PJSOR publishes refereed research articles and studies that describe the latest research and developments in the area of statistics, operation research and actuarial statistics.
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