Tag Archives: Boudreault

Earthquake dynamics

I just upload on http://hal.archives-ouvertes.fr/hal-00871883 a joint paper entitled Modeling earthquake dynamics.

In this paper, we investigate questions arising in Parsons & Geist (2012). Pseudo causal models connecting magnitudes and waiting times are consider, through generalized regression. We do use conditional model (magnitude given previous waiting time, and conversely) as an extension to joint distribution model described in Nikoloulopoulos & Karlis (2008). On the one hand, we fit a Pareto distribution for earthquake magnitudes, where the tail index is a function of waiting time following previous earthquake; on the other hand, waiting times are modeled using a Gamma or a Weibull distribution, where parameters are function of the magnitude of the previous earthquake. We use those two models, alternatively, to generate the dynamics of earthquake occurrence, and to estimate the probability of occurrence of several earthquakes within a year, or a decade.

BINAR processes and earthquakes

With Mathieu Boudreault, we finally uploaded our working paper on multivariate integer-valued autoregressive models applied to earthquake counts onhttp://hal.archives-ouvertes.fr/ and on http://arxiv.org/.

In various situations in the insurance industry, in finance, in epidemiology, etc., one needs to represent the joint evolution of the number of occurrences of an event. In this paper, we present a multivariate integer-valued autoregressive (MINAR) model, derive its properties and apply the model to earthquake occurrences across various pairs of tectonic plates. The model is an extension of Pedelis & Karlis (2011) where cross autocorrelation (spatial contagion in a seismic context) is considered. We fit various bivariate count models and find that for many contiguous tectonic plates, spatial contagion is significant in both directions. Furthermore, ignoring cross autocorrelation can underestimate the potential for high numbers of occurrences over the short-term. Our overall findings seem to further confirm Parsons & Velasco (2001).

The starting point of our paper with Mathieu was the paper on the absence of remotely triggered large earthquakes beyond the main shock region, by Thomas Parsons and Aaron Velasco published in May 2011 in Nature Geoscience. I was supposed to present this work at the Geotop seminar last week, but the seminar has been canceled and I will probably present it this Winter. Slides as well as R code will be uploaded for the seminar.