scholarly journals Seismic Reflection Analysis of AETA Electromagnetic Signals

2021 ◽  
Vol 11 (13) ◽  
pp. 5869
Author(s):  
Zhenyu Bao ◽  
Shanshan Yong ◽  
Xin’an Wang ◽  
Chao Yang ◽  
Jinhan Xie ◽  
...  

Acoustic and electromagnetics to artificial intelligence (AETA) is a system used to predict seismic events through monitoring of electromagnetic and geoacoustic signals. It is widely deployed in the Sichuan–Yunnan region (22° N–34° N, 98° E–107° E) of China. Generally, the electromagnetic signals of AETA stations near the epicenter have abnormal disturbances before an earthquake. When a significant decrease or increase in the signal is observed, it is difficult to quantify this change using only visual observation and confirm that it is related to an upcoming large earthquake. Considering that the AETA data comprise a typical time series, current work has analyzed the anomalism of AETA electromagnetic signals using the long short-term memory (LSTM) autoencoder method to prove that the electromagnetic anomaly of the AETA station can be regarded as an earthquake precursor. The results show that there are 2–4% anomalous points and some outliers exceeding 0.7 (after normalization) in the AETA stations within 200 km of the epicenter of the Jiuzaigou earthquake (M. 7.0) and the Yibin earthquake (M. 6.0) half a month before the earthquakes. Therefore, the AETA electromagnetic disturbance signal can be used as an earthquake precursor and for further earthquake prediction.

2019 ◽  
Vol 16 (3) ◽  
pp. 257-266 ◽  
Author(s):  
Yin Cai ◽  
Mei-Ling Shyu ◽  
Yue-Xuan Tu ◽  
Yun-Tian Teng ◽  
Xing-Xing Hu

2020 ◽  
Vol 12 (2) ◽  
pp. 84-99
Author(s):  
Li-Pang Chen

In this paper, we investigate analysis and prediction of the time-dependent data. We focus our attention on four different stocks are selected from Yahoo Finance historical database. To build up models and predict the future stock price, we consider three different machine learning techniques including Long Short-Term Memory (LSTM), Convolutional Neural Networks (CNN) and Support Vector Regression (SVR). By treating close price, open price, daily low, daily high, adjusted close price, and volume of trades as predictors in machine learning methods, it can be shown that the prediction accuracy is improved.


2020 ◽  
Author(s):  
Abdolreza Nazemi ◽  
Johannes Jakubik ◽  
Andreas Geyer-Schulz ◽  
Frank J. Fabozzi

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