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Long memory effects and forecasting of earthquake and volcano seismic data

Author

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  • Mariani, Maria C.
  • Bhuiyan, Md Al Masum
  • Tweneboah, Osei K.
  • Gonzalez-Huizar, Hector

Abstract

In this study, we have analyzed the long memory effects of earthquake time series and volcano volcanic eruptions. By using a class of auto-regressive techniques, we studied the seismograms of a set of earthquake and volcanic eruptions. The autoregressive model characterizes the key variables that have a long-range dependence with a slowly decaying auto-covariance function. Finally, to reinforce the long memory effects of the earthquakes and volcanic eruptions, we forecasted the two events by using exponential smoothing technique.

Suggested Citation

  • Mariani, Maria C. & Bhuiyan, Md Al Masum & Tweneboah, Osei K. & Gonzalez-Huizar, Hector, 2020. "Long memory effects and forecasting of earthquake and volcano seismic data," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 559(C).
    • Handle: RePEc:eee:phsmap:v:559:y:2020:i:c:s0378437120305495
    DOI: 10.1016/j.physa.2020.125049
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    References listed on IDEAS

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    1. Beccar-Varela, Maria P. & Gonzalez-Huizar, Hector & Mariani, Maria C. & Tweneboah, Osei K., 2016. "Use of wavelets techniques to discriminate between explosions and natural earthquakes," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 457(C), pages 42-51.
    2. C. W. J. Granger & Roselyne Joyeux, 1980. "An Introduction To Long‐Memory Time Series Models And Fractional Differencing," Journal of Time Series Analysis, Wiley Blackwell, vol. 1(1), pages 15-29, January.
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    Cited by:

    1. Ferreira, D.S.R. & Ribeiro, J. & Oliveira, P.S.L. & Pimenta, A.R. & Freitas, R.P. & Dutra, R.S. & Papa, A.R.R. & Mendes, J.F.F., 2022. "Spatiotemporal analysis of earthquake occurrence in synthetic and worldwide data," Chaos, Solitons & Fractals, Elsevier, vol. 165(P2).

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