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Quasi-hidden Markov model and its applications in cluster analysis of earthquake catalogs

机译:准隐马尔可夫模型及其在地震目录集群分析中的应用

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摘要

We identify a broad class of models, quasi-hidden Markov models (QHMMs), which include hidden Markov models (HMMs) as special cases. Applying the QHMM framework, this paper studies how an earthquake cluster propagates statistically. Two QHMMs are used to describe two different propagating patterns. The “mother-and-kids” model regards the first shock in an earthquake cluster as “mother” and the aftershocks as “kids,” which occur in a neighborhood centered by the mother. In the “domino” model, however, the next aftershock strikes in a neighborhood centered by the most recent previous earthquake in the cluster, and therefore aftershocks act like dominoes. As the likelihood of QHMMs can be efficiently computed via the forward algorithm, likelihood-based model selection criteria can be calculated to compare these two models. We demonstrate this procedure using data from the central New Zealand region. For this data set, the mother-and-kids model yields a higher likelihood as well as smaller AIC and BIC. In other words, in the aforementioned area the next aftershock is more likely to occur near the first shock than near the latest aftershock in the cluster. This provides an answer, though not entirely satisfactorily, to the question “where will the next aftershock be?”. The asymptotic consistency of the model selection procedure in the paper is duly established, namely that, when the number of the observations goes to infinity, with probability one the procedure picks out the model with the smaller deviation from the true model (in terms of relative entropy rate).
机译:我们确定了一个广泛的一类车型,准隐马尔可夫模型(QHMMs),其中包括隐马尔可夫模型(HMM)的特殊情况。运用QHMM框架,研究地震集群如何传播统计。两个QHMMs被用于描述两个不同的传播模式。在“母亲和孩子”的模式对于首次触电在地震集群“母亲”和余震为“孩子”,这发生在由母亲为中心的附近。在“多米诺骨牌”的模式,但是,在附近的下一个余震袭击集群中的中心由最近的先前的地震,因此余震像多米诺骨牌。作为QHMMs的可能性可经由前向算法被有效计算,基于似然模型选择标准可被计算为这两个模型进行比较。我们证明了使用来自中央新西兰地区的数据此过程。对于这个数据集,母亲和孩子模型产生更高的可能性,以及较小的AIC和BIC。换句话说,在上述区域的下一个余震更可能接近第一冲击比附近的集群中的最新的余震发生。这提供了一个答案,虽然不是完全满意,这个问题“其中将在未来的余震呢?”。在纸张上的模型选择过程的渐近一致性正式成立,即,当观测值的数目趋于无穷大,以概率1的方法挑选出与来自真实模型较小偏差的模型(在相对术语熵率)。

著录项

  • 作者

    Zhengxiao Wu;

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  • 年度 2011
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  • 原文格式 PDF
  • 正文语种 eng
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