A Hidden Markov Model for Earthquake Prediction
Publication in refereed journal

香港中文大學研究人員
替代計量分析
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其它資訊
摘要Earthquake occurrence is well-known to be associated with structural changes in underground dynamics, such as stress level and strength of electromagnetic signals. While the causation between earthquake occurrence and underground dynamics remains elusive, the modeling of changes in underground dynamics can provide insights on earthquake occurrence. However, underground dynamics are usually difficult to measure accurately or even unobservable. In order to model and examine the effect of the changes in unobservable underground dynamics on earthquake occurrence, we propose a novel model for earthquake prediction by introducing a latent Markov process to describe the underground dynamics. In particular, the model is capable of predicting the change-in-state of the hidden Markov chain, and thus can predict the time and magnitude of future earthquake occurrences simultaneously. Simulation studies and applications on a real earthquake dataset indicate that the proposed model successfully predicts future earthquake occurrences. Theoretical results, including the stationarity and ergodicity of the proposed model, as well as consistency and asymptotic normality of model parameter estimation, are provided.
著者Cheuk Fung Yip, Wai Leong Ng, Chun Yip Yau
期刊名稱Stochastic Environmental Research and Risk Assessment
出版年份2018
月份5
卷號32
期次5
出版社Springer (part of Springer Nature): Springer Open Choice Hybrid Journals
頁次1415 - 1434
國際標準期刊號1436-3240
語言美式英語

上次更新時間 2020-16-11 於 02:42