IDEAS home Printed from https://ideas.repec.org/a/eee/chsofr/v96y2017icp30-42.html
   My bibliography  Save this article

Hurst analysis of seismicity in Corinth rift and Mygdonia graben (Greece)

Author

Listed:
  • Gkarlaouni, Charikleia
  • Lasocki, Stanislaw
  • Papadimitriou, Eleftheria
  • George, Tsaklidis

Abstract

Temporal and spatial analysis of seismicity is performed via the Rescaled Range (R/S) analysis for revealing the hidden characteristics of long memory dependence and clustering between earthquakes. The analysis is applied in two seismogenic units belonging to the extensional Aegean back-arc region, namely the Corinth rift and the Mygdonian graben. The Hurst exponent estimations were used for the interpretation of earthquake collective properties, regarding magnitude, interevent time and interevent epicentral distance for consecutive events. Additional stochastic tools were then engaged for the validation of the results. Τhe analysis outcome is a significant long memory content in the seismic process of both areas, especially for the interevent time of recent micro seismicity and moderate earthquakes in the last decades. This property is not ascertained for the strong (M≥6.0) historical earthquakes indicating that stronger events are rather independent, whereas the weaker ones may be primary carriers of persistence in the seismogenesis process.

Suggested Citation

  • Gkarlaouni, Charikleia & Lasocki, Stanislaw & Papadimitriou, Eleftheria & George, Tsaklidis, 2017. "Hurst analysis of seismicity in Corinth rift and Mygdonia graben (Greece)," Chaos, Solitons & Fractals, Elsevier, vol. 96(C), pages 30-42.
  • Handle: RePEc:eee:chsofr:v:96:y:2017:i:c:p:30-42
    DOI: 10.1016/j.chaos.2017.01.001
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0960077917300012
    Download Restriction: Full text for ScienceDirect subscribers only

    File URL: https://libkey.io/10.1016/j.chaos.2017.01.001?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Chen, Chien-chih & Lee, Ya-Ting & Chang, Young-Fo, 2008. "A relationship between Hurst exponents of slip and waiting time data of earthquakes," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(18), pages 4643-4648.
    2. Kugiumtzis, Dimitris & Tsimpiris, Alkiviadis, 2010. "Measures of Analysis of Time Series (MATS): A MATLAB Toolkit for Computation of Multiple Measures on Time Series Data Bases," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 33(i05).
    3. Lo, Andrew W, 1991. "Long-Term Memory in Stock Market Prices," Econometrica, Econometric Society, vol. 59(5), pages 1279-1313, September.
    4. Kostić, Srđan & Vasović, Nebojša & Perc, Matjaž & Toljić, Marinko & Nikolić, Dobrica, 2013. "Stochastic nature of earthquake ground motion," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(18), pages 4134-4145.
    5. Holliday, James R. & Turcotte, Donald L. & Rundle, John B., 2008. "Self-similar branching of aftershock sequences," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(4), pages 933-943.
    6. Lee, Ya-Ting & Chen, Chien-chih & Lin, Chai-Yu & Chi, Sung-Ching, 2012. "Negative correlation between power-law scaling and Hurst exponents in long-range connective sandpile models and real seismicity," Chaos, Solitons & Fractals, Elsevier, vol. 45(2), pages 125-130.
    7. Jiménez, Abigail, 2011. "Comparison of the Hurst and DEA exponents between the catalogue and its clusters: The California case," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(11), pages 2146-2154.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Kogan, L.P. & Bubukin, I.T. & Shtenberg, V.B., 2021. "To the question of calculating the probability of strong earthquakes in real time," Chaos, Solitons & Fractals, Elsevier, vol. 145(C).
    2. Hayat, Umar & Barkat, Adnan & Ali, Aamir & Rehman, Khaista & Sifat, Shazia & Iqbal, Talat, 2019. "Fractal analysis of shallow and intermediate-depth seismicity of Hindu Kush," Chaos, Solitons & Fractals, Elsevier, vol. 128(C), pages 71-82.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Martín-Montoya, L.A. & Aranda-Camacho, N.M. & Quimbay, C.J., 2015. "Long-range correlations and trends in Colombian seismic time series," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 421(C), pages 124-133.
    2. Kristoufek, Ladislav, 2012. "How are rescaled range analyses affected by different memory and distributional properties? A Monte Carlo study," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(17), pages 4252-4260.
    3. Lotfalinezhad, Hamze & Maleki, Ali, 2020. "TTA, a new approach to estimate Hurst exponent with less estimation error and computational time," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 553(C).
    4. Hayat, Umar & Barkat, Adnan & Ali, Aamir & Rehman, Khaista & Sifat, Shazia & Iqbal, Talat, 2019. "Fractal analysis of shallow and intermediate-depth seismicity of Hindu Kush," Chaos, Solitons & Fractals, Elsevier, vol. 128(C), pages 71-82.
    5. Srđan Kostić & Matjaž Perc & Nebojša Vasović & Slobodan Trajković, 2013. "Predictions of Experimentally Observed Stochastic Ground Vibrations Induced by Blasting," PLOS ONE, Public Library of Science, vol. 8(12), pages 1-13, December.
    6. Demiralay, Sercan & Ulusoy, Veysel, 2014. "Value-at-risk Predictions of Precious Metals with Long Memory Volatility Models," MPRA Paper 53229, University Library of Munich, Germany.
    7. Cornelis A. Los, 2004. "Nonparametric Efficiency Testing of Asian Stock Markets Using Weekly Data," Finance 0409033, University Library of Munich, Germany.
    8. Zeinali, Narges & Pourdarvish, Ahmad, 2022. "An entropy-based estimator of the Hurst exponent in fractional Brownian motion," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 591(C).
    9. Erhard Reschenhofer & Manveer K. Mangat, 2021. "Fast computation and practical use of amplitudes at non-Fourier frequencies," Computational Statistics, Springer, vol. 36(3), pages 1755-1773, September.
    10. Krämer, Walter & Sibbertsen, Philipp & Kleiber, Christian, 2001. "Long memory vs. structural change in financial time series," Technical Reports 2001,37, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
    11. Zhong, Meirui & Zhang, Rui & Ren, Xiaohang, 2023. "The time-varying effects of liquidity and market efficiency of the European Union carbon market: Evidence from the TVP-SVAR-SV approach," Energy Economics, Elsevier, vol. 123(C).
    12. Barkoulas, John T. & Baum, Christopher F., 1996. "Long-term dependence in stock returns," Economics Letters, Elsevier, vol. 53(3), pages 253-259, December.
    13. Gil-Alana, L.A., 2006. "Fractional integration in daily stock market indexes," Review of Financial Economics, Elsevier, vol. 15(1), pages 28-48.
    14. Lahiani, A. & Scaillet, O., 2009. "Testing for threshold effect in ARFIMA models: Application to US unemployment rate data," International Journal of Forecasting, Elsevier, vol. 25(2), pages 418-428.
    15. Ballestra, Luca Vincenzo & Pacelli, Graziella & Radi, Davide, 2016. "A very efficient approach for pricing barrier options on an underlying described by the mixed fractional Brownian motion," Chaos, Solitons & Fractals, Elsevier, vol. 87(C), pages 240-248.
    16. Prat, Georges, 2013. "Equity risk premium and time horizon: What do the U.S. secular data say?," Economic Modelling, Elsevier, vol. 34(C), pages 76-88.
    17. Mensi, Walid & Hammoudeh, Shawkat & Yoon, Seong-Min, 2014. "Structural breaks and long memory in modeling and forecasting volatility of foreign exchange markets of oil exporters: The importance of scheduled and unscheduled news announcements," International Review of Economics & Finance, Elsevier, vol. 30(C), pages 101-119.
    18. Shi, Yanlin & Ho, Kin-Yip, 2015. "Long memory and regime switching: A simulation study on the Markov regime-switching ARFIMA model," Journal of Banking & Finance, Elsevier, vol. 61(S2), pages 189-204.
    19. B M, Lithin & chakraborty, Suman & iyer, Vishwanathan & M N, Nikhil & ledwani, Sanket, 2022. "Modeling asymmetric sovereign bond yield volatility with univariate GARCH models: Evidence from India," MPRA Paper 117067, University Library of Munich, Germany, revised 05 Jan 2023.
    20. Alvarez-Ramirez, Jose & Alvarez, Jesus & Rodriguez, Eduardo, 2008. "Short-term predictability of crude oil markets: A detrended fluctuation analysis approach," Energy Economics, Elsevier, vol. 30(5), pages 2645-2656, September.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:chsofr:v:96:y:2017:i:c:p:30-42. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Thayer, Thomas R. (email available below). General contact details of provider: https://www.journals.elsevier.com/chaos-solitons-and-fractals .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.