Application of hidden semi-Markov models for the seismic hazard assessment of the North and South Aegean Sea, Greece
The real stress field in an area associated with earthquake generation cannot be directly observed. For that purpose we apply hidden semi-Markov models (HSMMs) for strong earthquake occurrence in the areas of North and South Aegean Sea considering that the stress field constitutes the hidden process...
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| Vydáno v: | Journal of applied statistics Ročník 44; číslo 6; s. 1064 - 1085 |
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| Médium: | Journal Article |
| Jazyk: | angličtina |
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Abingdon
Taylor & Francis
26.04.2017
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| ISSN: | 0266-4763, 1360-0532 |
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| Abstract | The real stress field in an area associated with earthquake generation cannot be directly observed. For that purpose we apply hidden semi-Markov models (HSMMs) for strong
earthquake occurrence in the areas of North and South Aegean Sea considering that the stress field constitutes the hidden process. The advantage of HSMMs compared to hidden Markov models (HMMs) is that they allow any arbitrary distribution for the sojourn times. Poisson, Logarithmic and Negative Binomial distributions as well as different model dimensions are tested. The parameter estimation is achieved via the EM algorithm. For the decoding procedure, a new Viterbi algorithm with a simple form is applied detecting precursory phases (hidden stress variations) and warning for anticipated earthquake occurrences. The optimal HSMM provides an alarm period for 70 out of 88 events. HMMs are also studied presenting poor results compared to these obtained via HSMMs. Bootstrap standard errors and confidence intervals for the parameters are evaluated and the forecasting ability of the Poisson models is examined. |
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| AbstractList | The real stress field in an area associated with earthquake generation cannot be directly observed. For that purpose we apply hidden semi-Markov models (HSMMs) for strong
earthquake occurrence in the areas of North and South Aegean Sea considering that the stress field constitutes the hidden process. The advantage of HSMMs compared to hidden Markov models (HMMs) is that they allow any arbitrary distribution for the sojourn times. Poisson, Logarithmic and Negative Binomial distributions as well as different model dimensions are tested. The parameter estimation is achieved via the EM algorithm. For the decoding procedure, a new Viterbi algorithm with a simple form is applied detecting precursory phases (hidden stress variations) and warning for anticipated earthquake occurrences. The optimal HSMM provides an alarm period for 70 out of 88 events. HMMs are also studied presenting poor results compared to these obtained via HSMMs. Bootstrap standard errors and confidence intervals for the parameters are evaluated and the forecasting ability of the Poisson models is examined. The real stress field in an area associated with earthquake generation cannot be directly observed. For that purpose we apply hidden semi-Markov models (HSMMs) for strong [Formula omitted.] earthquake occurrence in the areas of North and South Aegean Sea considering that the stress field constitutes the hidden process. The advantage of HSMMs compared to hidden Markov models (HMMs) is that they allow any arbitrary distribution for the sojourn times. Poisson, Logarithmic and Negative Binomial distributions as well as different model dimensions are tested. The parameter estimation is achieved via the EM algorithm. For the decoding procedure, a new Viterbi algorithm with a simple form is applied detecting precursory phases (hidden stress variations) and warning for anticipated earthquake occurrences. The optimal HSMM provides an alarm period for 70 out of 88 events. HMMs are also studied presenting poor results compared to these obtained via HSMMs. Bootstrap standard errors and confidence intervals for the parameters are evaluated and the forecasting ability of the Poisson models is examined. The real stress field in an area associated with earthquake generation cannot be directly observed. For that purpose we apply hidden semi-Markov models (HSMMs) for strong [Image omitted.] earthquake occurrence in the areas of North and South Aegean Sea considering that the stress field constitutes the hidden process. The advantage of HSMMs compared to hidden Markov models (HMMs) is that they allow any arbitrary distribution for the sojourn times. Poisson, Logarithmic and Negative Binomial distributions as well as different model dimensions are tested. The parameter estimation is achieved via the EM algorithm. For the decoding procedure, a new Viterbi algorithm with a simple form is applied detecting precursory phases (hidden stress variations) and warning for anticipated earthquake occurrences. The optimal HSMM provides an alarm period for 70 out of 88 events. HMMs are also studied presenting poor results compared to these obtained via HSMMs. Bootstrap standard errors and confidence intervals for the parameters are evaluated and the forecasting ability of the Poisson models is examined. |
| Author | Papadimitriou, E. Limnios, N. Pertsinidou, C. E. Tsaklidis, G. |
| Author_xml | – sequence: 1 givenname: C. E. surname: Pertsinidou fullname: Pertsinidou, C. E. email: p.eli.christina@gmail.com organization: LMAC Laboratoire de Mathématiques Appliquées de Compiègne EA2222, Sorbonne universités, Université de Technologie de Compiègne -CS – sequence: 2 givenname: G. surname: Tsaklidis fullname: Tsaklidis, G. organization: Department of Mathematics, Aristotle University of Thessaloniki – sequence: 3 givenname: E. surname: Papadimitriou fullname: Papadimitriou, E. organization: Department of Geophysics, Aristotle University of Thessaloniki – sequence: 4 givenname: N. surname: Limnios fullname: Limnios, N. organization: LMAC Laboratoire de Mathématiques Appliquées de Compiègne EA2222, Sorbonne universités, Université de Technologie de Compiègne -CS |
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| SubjectTerms | Aegean sea Algorithms Applied statistics Assessments Earthquakes EM algorithm Hidden semi-Markov model Markov analysis Markov models Mathematical models Mathematics Parameter estimation Seismic hazard Statistics stress field Stresses Viterbi-decoding algorithm |
| Title | Application of hidden semi-Markov models for the seismic hazard assessment of the North and South Aegean Sea, Greece |
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