{"title":"具有更新主震到达过程的时空ETAS模型","authors":"Tom Stindl, Feng Chen","doi":"10.1111/rssc.12579","DOIUrl":null,"url":null,"abstract":"<p>We propose a spatiotemporal point process model that enhances the classical Epidemic-Type Aftershock Sequence (ETAS) model. This is achieved with the introduction of a renewal main-shock arrival process and we call this extension the renewal ETAS (RETAS) model. This modification is similar in spirit to the renewal Hawkes (RHawkes) process but the conditional intensity process supports a spatial component. It empowers the main-shock intensity to reset upon the arrival of main-shocks. This allows for heavier clustering of main-shocks than the classical spatiotemporal ETAS model. We introduce a likelihood evaluation algorithm for parameter estimation and provide a novel procedure to evaluate the fitted model's goodness-of-fit (GOF) based on a sequential application of the Rosenblatt transformation. A simulation algorithm for the RETAS model is outlined and used to validate the numerical performance of the likelihood evaluation algorithm and GOF test procedure. We illustrate the proposed model and methods on various earthquake catalogues around the world each with distinctly different seismic activity. These catalogues demonstrate the RETAS model's additional flexibility in comparison to the classical spatiotemporal ETAS model and emphasizes the potential for superior modelling and forecasting of seismicity.</p>","PeriodicalId":49981,"journal":{"name":"Journal of the Royal Statistical Society Series C-Applied Statistics","volume":"71 5","pages":"1356-1380"},"PeriodicalIF":1.0000,"publicationDate":"2022-07-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://rss.onlinelibrary.wiley.com/doi/epdf/10.1111/rssc.12579","citationCount":"2","resultStr":"{\"title\":\"Spatiotemporal ETAS model with a renewal main-shock arrival process\",\"authors\":\"Tom Stindl, Feng Chen\",\"doi\":\"10.1111/rssc.12579\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"<p>We propose a spatiotemporal point process model that enhances the classical Epidemic-Type Aftershock Sequence (ETAS) model. This is achieved with the introduction of a renewal main-shock arrival process and we call this extension the renewal ETAS (RETAS) model. This modification is similar in spirit to the renewal Hawkes (RHawkes) process but the conditional intensity process supports a spatial component. It empowers the main-shock intensity to reset upon the arrival of main-shocks. This allows for heavier clustering of main-shocks than the classical spatiotemporal ETAS model. We introduce a likelihood evaluation algorithm for parameter estimation and provide a novel procedure to evaluate the fitted model's goodness-of-fit (GOF) based on a sequential application of the Rosenblatt transformation. A simulation algorithm for the RETAS model is outlined and used to validate the numerical performance of the likelihood evaluation algorithm and GOF test procedure. We illustrate the proposed model and methods on various earthquake catalogues around the world each with distinctly different seismic activity. These catalogues demonstrate the RETAS model's additional flexibility in comparison to the classical spatiotemporal ETAS model and emphasizes the potential for superior modelling and forecasting of seismicity.</p>\",\"PeriodicalId\":49981,\"journal\":{\"name\":\"Journal of the Royal Statistical Society Series C-Applied Statistics\",\"volume\":\"71 5\",\"pages\":\"1356-1380\"},\"PeriodicalIF\":1.0000,\"publicationDate\":\"2022-07-26\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"https://rss.onlinelibrary.wiley.com/doi/epdf/10.1111/rssc.12579\",\"citationCount\":\"2\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Journal of the Royal Statistical Society Series C-Applied Statistics\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://onlinelibrary.wiley.com/doi/10.1111/rssc.12579\",\"RegionNum\":4,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q3\",\"JCRName\":\"STATISTICS & PROBABILITY\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal of the Royal Statistical Society Series C-Applied Statistics","FirstCategoryId":"100","ListUrlMain":"https://onlinelibrary.wiley.com/doi/10.1111/rssc.12579","RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
Spatiotemporal ETAS model with a renewal main-shock arrival process
We propose a spatiotemporal point process model that enhances the classical Epidemic-Type Aftershock Sequence (ETAS) model. This is achieved with the introduction of a renewal main-shock arrival process and we call this extension the renewal ETAS (RETAS) model. This modification is similar in spirit to the renewal Hawkes (RHawkes) process but the conditional intensity process supports a spatial component. It empowers the main-shock intensity to reset upon the arrival of main-shocks. This allows for heavier clustering of main-shocks than the classical spatiotemporal ETAS model. We introduce a likelihood evaluation algorithm for parameter estimation and provide a novel procedure to evaluate the fitted model's goodness-of-fit (GOF) based on a sequential application of the Rosenblatt transformation. A simulation algorithm for the RETAS model is outlined and used to validate the numerical performance of the likelihood evaluation algorithm and GOF test procedure. We illustrate the proposed model and methods on various earthquake catalogues around the world each with distinctly different seismic activity. These catalogues demonstrate the RETAS model's additional flexibility in comparison to the classical spatiotemporal ETAS model and emphasizes the potential for superior modelling and forecasting of seismicity.
期刊介绍:
The Journal of the Royal Statistical Society, Series C (Applied Statistics) is a journal of international repute for statisticians both inside and outside the academic world. The journal is concerned with papers which deal with novel solutions to real life statistical problems by adapting or developing methodology, or by demonstrating the proper application of new or existing statistical methods to them. At their heart therefore the papers in the journal are motivated by examples and statistical data of all kinds. The subject-matter covers the whole range of inter-disciplinary fields, e.g. applications in agriculture, genetics, industry, medicine and the physical sciences, and papers on design issues (e.g. in relation to experiments, surveys or observational studies).
A deep understanding of statistical methodology is not necessary to appreciate the content. Although papers describing developments in statistical computing driven by practical examples are within its scope, the journal is not concerned with simply numerical illustrations or simulation studies. The emphasis of Series C is on case-studies of statistical analyses in practice.