scholarly journals Parametric time series analysis of geoelectrical signals: an application to earthquake forecasting in Southern Italy

1996 ◽  
Vol 39 (1) ◽  
Author(s):  
G. Di Bello ◽  
V. Lapenna ◽  
M. Macchiato ◽  
C. Satriano ◽  
C. Serio ◽  
...  

An autoregressive model was selected to describe geoelectrical time series. An objective technique was subsequently applied to analyze and discriminate values above (below) an a priorifixed threshold possibly related to seismic events. A complete check of the model and the main guidelines to estimate the occurrence probability of extreme events are reported. A first application of the proposed technique is discussed through the analysis of the experimental data recorded by an automatic station located in Tito, a small town on the Apennine chain in Southern Italy. This region was hit by the November 1980 Irpinia-Basilicata earthquake and it is one of most active areas of the Mediterranean region. After a preliminary filtering procedure to reduce the influence of external parameters (i.e. the meteo-climatic effects), it was demonstrated that the geoelectrical residual time series are well described by means of a second order autoregressive model. Our findings outline a statistical methodology to evaluate the efficiency of electrical seismic precursors.

Risks ◽  
2021 ◽  
Vol 9 (3) ◽  
pp. 51
Author(s):  
Anthony Medford

Best practice life expectancy has recently been modeled using extreme value theory. In this paper we present the Gumbel autoregressive model of order one—Gumbel AR(1)—as an option for modeling best practice life expectancy. This class of model represents a neat and coherent framework for modeling time series extremes. The Gumbel distribution accounts for the extreme nature of best practice life expectancy, while the AR structure accounts for the temporal dependence in the time series. Model diagnostics and simulation results indicate that these models present a viable alternative to Gaussian AR(1) models when dealing with time series of extremes and merit further exploration.


2014 ◽  
Vol 2014 ◽  
pp. 1-10 ◽  
Author(s):  
Katerina G. Tsakiri ◽  
Antonios E. Marsellos ◽  
Igor G. Zurbenko

Flooding normally occurs during periods of excessive precipitation or thawing in the winter period (ice jam). Flooding is typically accompanied by an increase in river discharge. This paper presents a statistical model for the prediction and explanation of the water discharge time series using an example from the Schoharie Creek, New York (one of the principal tributaries of the Mohawk River). It is developed with a view to wider application in similar water basins. In this study a statistical methodology for the decomposition of the time series is used. The Kolmogorov-Zurbenko filter is used for the decomposition of the hydrological and climatic time series into the seasonal and the long and the short term component. We analyze the time series of the water discharge by using a summer and a winter model. The explanation of the water discharge has been improved up to 81%. The results show that as water discharge increases in the long term then the water table replenishes, and in the seasonal term it depletes. In the short term, the groundwater drops during the winter period, and it rises during the summer period. This methodology can be applied for the prediction of the water discharge at multiple sites.


2016 ◽  
Vol 12 (S325) ◽  
pp. 259-262
Author(s):  
Susana Eyheramendy ◽  
Felipe Elorrieta ◽  
Wilfredo Palma

AbstractThis paper discusses an autoregressive model for the analysis of irregularly observed time series. The properties of this model are studied and a maximum likelihood estimation procedure is proposed. The finite sample performance of this estimator is assessed by Monte Carlo simulations, showing accurate estimators. We implement this model to the residuals after fitting an harmonic model to light-curves from periodic variable stars from the Optical Gravitational Lensing Experiment (OGLE) and Hipparcos surveys, showing that the model can identify time dependency structure that remains in the residuals when, for example, the period of the light-curves was not properly estimated.


Water ◽  
2018 ◽  
Vol 10 (10) ◽  
pp. 1477 ◽  
Author(s):  
Davide De Luca ◽  
Luciano Galasso

This study tests stationary and non-stationary approaches for modelling data series of hydro-meteorological variables. Specifically, the authors considered annual maximum rainfall accumulations observed in the Calabria region (southern Italy), and attention was focused on time series characterized by heavy rainfall events which occurred from 1 January 2000 in the study area. This choice is justified by the need to check if the recent rainfall events in the new century can be considered as very different or not from the events occurred in the past. In detail, the whole data set of each considered time series (characterized by a sample size N > 40 data) was analyzed, in order to compare recent and past rainfall accumulations, which occurred in a specific site. All the proposed models were based on the Two-Component Extreme Value (TCEV) probability distribution, which is frequently applied for annual maximum time series in Calabria. The authors discussed the possible sources of uncertainty related to each framework and remarked on the crucial role played by ergodicity. In fact, if the process is assumed to be non-stationary, then ergodicity cannot hold, and thus possible trends should be derived from external sources, different from the time series of interest: in this work, Regional Climate Models’ (RCMs) outputs were considered in order to assess possible trends of TCEV parameters. From the obtained results, it does not seem essential to adopt non-stationary models, as significant trends do not appear from the observed data, due to a relevant number of heavy events which also occurred in the central part of the last century.


Author(s):  
Joao Alexandre Lobo Marques ◽  
Francisco Nauber Bernardo Gois ◽  
José Xavier-Neto ◽  
Simon James Fong

2017 ◽  
Vol 1 ◽  
pp. 41-54 ◽  
Author(s):  
Amrit Subedi

Background: There are various approaches of modeling on time series data. Most of the studies conducted regarding time series data are based on annual trend whereas very few concerned with data having monthly fluctuation. The data of tourist arrivals is an example of time series data with monthly fluctuation which reveals that there is higher number of tourist arrivals in some months/seasons whereas others have less number. Starting from January, it makes a complete cycle in every 12 months with 3 bends indicating that it can be captured by biquadratic function.Objective: To provide an alternative approach of modeling i.e. combination of Autoregressive model with polynomial (biquadratic) function on time series data with monthly/seasonal fluctuation and compare its adequacy with widely used cyclic autoregressive model i.e. AR (12).Materials and Methods: This study is based on monthly data of tourist arrivals in Nepal. Firstly, usual time series model AR (12) has been adopted and an alternative approach of modeling has been attempted combining AR and biquadratic function. The first part of the model i.e. AR represents annual trend whereas biquadratic part does for monthly fluctuation.Results: The fitted cyclic autoregressive model on monthly data of tourist arrivals is Est. Ym = 3614.33 + 0.9509Ym-12, (R2=0.80); Est. Ym indicates predicted tourist arrivals for mth month and Ym-12 indicates observed tourist arrivals in (m-12)th month and the combined model of AR and biquadratic function is Est. Yt(m) = -46464.6 + 1.000Yt-1 + 52911.56m - 17177m2 + 2043.95m3 - 79.43m4, (R2=0.78); Est. Yt(m) indicates predicted tourist arrivals for mth month of tth year and Yt-1 indicates average tourist arrivals in (t-1)th year. The AR model combined with polynomial function reveals normal and homoscedastic residuals more accurately compared to first one.Conclusion: The use of polynomial function combined with autoregressive model can be useful for time series data having seasonal fluctuation. It can be an alternative approach for picking up a good model for such type of data. Nepalese Journal of Statistics, 2017,  Vol. 1, 41-54


2021 ◽  
Author(s):  
Andreas Köhler ◽  
Steffen Mæland

<p>We combine the empirical matched field (EMF) method and machine learning using Convolutional Neural Networks (CNNs) for calving event detection at the IMS station SPITS and GSN station KBS on the Arctic Archipelago of Svalbard. EMF detection with seismic arrays seeks to identify all signals similar to a single template generated by seismic events in a confined target region. In contrast to master event cross-correlation detectors, the detection statistic is not the waveform similarity, but the array beam power obtained using empirical phase delays (steering parameters) between the array stations. Unlike common delay-and-sum beamforming, the steering parameters do not need to represent a plane wave and are directly computed from the template signal without assuming a particular apparent velocity and back-azimuth. As for all detectors, the false alarms rate depends strongly on the beam power threshold setting and therefore needs appropriate tuning or alternatively post-processing. Here, we combine the EMF detector using a low detection threshold with a post-detection classification step. The classifier uses spectrograms of single-station three-component records and state-of-the-art CNNs pre-trained for image recognition. Spectrograms of three-component seismic data are hereby combined as RGB images. We apply the methodology to detect calving events at tidewater glaciers in the Kongsfjord region in Northwestern Svalbard. The EMF detector uses data of the SPITS array, at about 100 km distance to the glaciers, while the CNN classifier processes data from the single three-component station KBS at 15 km distance using time windows where the event is expected according to the EMF detection. The EMF detector combines templates for the P and for the S wave onsets of a confirmed, large calving event. The CNN spectrogram classifier is trained using classes of confirmed calving signals from four different glaciers in the Kongsfjord region, seismic noise examples, and regional tectonic seismic events. By splitting the data into training and test data set, the CNN classifier yields a recognition rate of 89% on average. This is encouragingly high given the complex nature of calving signals and their visually similar waveforms. Subsequently, we process continuous data of 6 months in 2016 using the EMF-CNN method to produce a time series of glacier calving. About 90% of the confirmed calving signals used for the CNN training are detected by EMF processing, and around 80% are assigned to the correct glacier after CNN classification. Such calving time series allow us to estimate and monitor ice loss at tidewater glaciers which in turn can help to better understand the impact of climate change in Polar regions. Combining the superior detection capability of (less common) seismic arrays at a larger source distance with a powerful machine learning classifier at single three-component stations closer to the source, is a promising approach not only for environmental monitoring, but also for event detection and classification in a CTBTO verification context.</p>


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