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Analysing the interevent time distribution to identify seismicity phases: a Bayesian nonparametric approach to the multiple‐changepoint problem

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  • Antonio Pievatolo
  • Renata Rotondi

Abstract

In the study of earthquakes, several aspects of the underlying physical process, such as the time non‐stationarity of the process, are not yet well understood, because we lack clear indications about its evolution in time. Taking as our point of departure the theory that the seismic process evolves in phases with different activity patterns, we have attempted to identify these phases through the variations in the interevent time probability distribution within the framework of the multiple‐changepoint problem. In a nonparametric Bayesian setting, the distribution under examination has been considered a random realization from a mixture of Dirichlet processes, the parameter of which is proportional to a generalized gamma distribution. In this way we could avoid making precise assumptions about the functional form of the distribution. The number and location in time of the phases are unknown and are estimated at the same time as the interevent time distributions. We have analysed the sequence of main shocks that occurred in Irpinia, a particularly active area in southern Italy: the method consistently identifies changepoints at times when strong stress releases were recorded. The estimation problem can be solved by stochastic simulation methods based on Markov chains, the implementation of which is improved, in this case, by the good analytical properties of the Dirichlet process.

Suggested Citation

  • Antonio Pievatolo & Renata Rotondi, 2000. "Analysing the interevent time distribution to identify seismicity phases: a Bayesian nonparametric approach to the multiple‐changepoint problem," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 49(4), pages 543-562.
  • Handle: RePEc:bla:jorssc:v:49:y:2000:i:4:p:543-562
    DOI: 10.1111/1467-9876.00211
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    Cited by:

    1. Peter S. Fader & Bruce G. S. Hardie & Chun-Yao Huang, 2004. "A Dynamic Changepoint Model for New Product Sales Forecasting," Marketing Science, INFORMS, vol. 23(1), pages 50-65, October.
    2. Jeske, Daniel R. & Montes De Oca, Veronica & Bischoff, Wolfgang & Marvasti, Mazda, 2009. "Cusum techniques for timeslot sequences with applications to network surveillance," Computational Statistics & Data Analysis, Elsevier, vol. 53(12), pages 4332-4344, October.

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