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A relationship between Hurst exponents of slip and waiting time data of earthquakes

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  • Chen, Chien-chih
  • Lee, Ya-Ting
  • Chang, Young-Fo

Abstract

We propose a new relationship between the slip and waiting time of real earthquake series. We calculated the Hurst exponents for both time series of slip and waiting time of earthquake sequence in Taiwan CWB (Central Weather Bureau) catalogue. Our findings suggest a good correlation with a correlation coefficient of about 0.8 between the two exponents. Such a good correlation is highly similar to the ones expected from time- or slip-predictable earthquake recurrence models and suggests that the recurrence of real seismicity could be reduced to the time- or slip-predictability in certain sense. This paper, thus, initiates a new direction re-considering earthquake recurrence.

Suggested Citation

  • 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.
    • Handle: RePEc:eee:phsmap:v:387:y:2008:i:18:p:4643-4648
    DOI: 10.1016/j.physa.2007.08.063
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    References listed on IDEAS

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    1. Jessica Murray & Paul Segall, 2002. "Testing time-predictable earthquake recurrence by direct measurement of strain accumulation and release," Nature, Nature, vol. 419(6904), pages 287-291, September.
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    Cited by:

    1. Pakrashi, Vikram & Kelly, Joe & Harkin, Julie & Farrell, Aidan, 2013. "Hurst exponent footprints from activities on a large structural system," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(8), pages 1803-1817.
    2. 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.
    3. Emeksiz, Cem & Tan, Mustafa, 2022. "Multi-step wind speed forecasting and Hurst analysis using novel hybrid secondary decomposition approach," Energy, Elsevier, vol. 238(PA).
    4. 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.
    5. Liang, Zhengtang & Liang, Jun & Zhang, Li & Wang, Chengfu & Yun, Zhihao & Zhang, Xu, 2015. "Analysis of multi-scale chaotic characteristics of wind power based on Hilbert–Huang transform and Hurst analysis," Applied Energy, Elsevier, vol. 159(C), pages 51-61.
    6. 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).
    7. Alvarez-Ramirez, J. & Echeverria, J.C. & Rodriguez, E., 2012. "Temporal variations of long-term correlations in seismic activity fluctuations," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(6), pages 2261-2267.
    8. Ren, Minghui & Zhao, Guangsi & Zhou, Guoqing & Qiu, Xianhao & Xue, Qinghua & Chen, Meiting, 2018. "Using strain dynamics for fracture warning of shaft lining," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 507(C), pages 406-413.
    9. Mulligan, Robert F., 2017. "The multifractal character of capacity utilization over the business cycle: An application of Hurst signature analysis," The Quarterly Review of Economics and Finance, Elsevier, vol. 63(C), pages 147-152.
    10. 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.
    11. 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.
    12. Mulligan, Robert F., 2014. "Multifractality of sectoral price indices: Hurst signature analysis of Cantillon effects in disequilibrium factor markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 403(C), pages 252-264.
    13. Minadakis, G. & Potirakis, S.M. & Stonham, J. & Nomicos, C. & Eftaxias, K., 2012. "The role of propagating stress waves on a geophysical scale: Evidence in terms of nonextensivity," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(22), pages 5648-5657.

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