An Application of the Coherent Noise Model for the Prediction of Aftershock Magnitude Time Series
Author
Abstract
Suggested Citation
DOI: 10.1155/2017/6853892
Download full text from publisher
References listed on IDEAS
- Yanhui Liu & Parameswaran Gopikrishnan & Pierre Cizeau & Martin Meyer & Chung-Kang Peng & H. Eugene Stanley, 1999. "The statistical properties of the volatility of price fluctuations," Papers cond-mat/9903369, arXiv.org, revised Mar 1999.
- Vandewalle, N. & Ausloos, M., 1997. "Coherent and random sequences in financial fluctuations," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 246(3), pages 454-459.
- Yanhui Liu & Pierre Cizeau & Martin Meyer & Chung-Kang Peng & H. Eugene Stanley, 1997. "Correlations in Economic Time Series," Papers cond-mat/9706021, arXiv.org.
- Luciano Telesca & Michele Lovallo & Alejandro Ramirez-Rojas & Leticia Flores-Marquez, 2014. "Relationship between the Frequency Magnitude Distribution and the Visibility Graph in the Synthetic Seismicity Generated by a Simple Stick-Slip System with Asperities," PLOS ONE, Public Library of Science, vol. 9(8), pages 1-7, August.
- Vallianatos, Filippos & Michas, George & Benson, Phil & Sammonds, Peter, 2013. "Natural time analysis of critical phenomena: The case of acoustic emissions in triaxially deformed Etna basalt," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(20), pages 5172-5178.
- Abe, Sumiyoshi & Suzuki, Norikazu, 2004. "Aging and scaling of earthquake aftershocks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 332(C), pages 533-538.
- Amir Bashan & Ronny Bartsch & Jan W. Kantelhardt & Shlomo Havlin, 2008. "Comparison of detrending methods for fluctuation analysis," Papers 0804.4081, arXiv.org.
- Vallianatos, Filippos & Michas, Georgios & Papadakis, Giorgos, 2014. "Non-extensive and natural time analysis of seismicity before the Mw6.4, October 12, 2013 earthquake in the South West segment of the Hellenic Arc," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 414(C), pages 163-173.
- Celikoglu, Ahmet & Tirnakli, Ugur, 2013. "Unified scaling law in the coherent noise model," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(19), pages 4543-4548.
- Ivanova, K & Ausloos, M, 1999. "Application of the detrended fluctuation analysis (DFA) method for describing cloud breaking," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 274(1), pages 349-354.
- Plamen Ch. Ivanov & Ainslie Yuen & Boris Podobnik & Youngki Lee, 2004. "Common Scaling Patterns in Intertrade Times of U. S. Stocks," Papers cond-mat/0403662, arXiv.org.
- Vargas, C.A. & Flores-Márquez, E.L. & Ramírez-Rojas, A. & Telesca, L., 2015. "Analysis of natural time domain entropy fluctuations of synthetic seismicity generated by a simple stick–slip system with asperities," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 419(C), pages 23-28.
- Flores-Márquez, E.L. & Vargas, C.A. & Telesca, L. & Ramírez-Rojas, A., 2014. "Analysis of the distribution of the order parameter of synthetic seismicity generated by a simple spring–block system with asperities," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 393(C), pages 508-512.
- Bashan, Amir & Bartsch, Ronny & Kantelhardt, Jan W. & Havlin, Shlomo, 2008. "Comparison of detrending methods for fluctuation analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(21), pages 5080-5090.
- Ausloos, M. & Vandewalle, N. & Boveroux, Ph. & Minguet, A. & Ivanova, K., 1999. "Applications of statistical physics to economic and financial topics," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 274(1), pages 229-240.
- Ramírez-Rojas, A. & Flores-Márquez, E.L., 2013. "Order parameter analysis of seismicity of the Mexican Pacific coast," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(10), pages 2507-2512.
- Christopoulos, S.-R.G. & Sarlis, N.V., 2014. "q-exponential relaxation of the expected avalanche size in the coherent noise model," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 407(C), pages 216-225.
- Liu, Yanhui & Cizeau, Pierre & Meyer, Martin & Peng, C.-K. & Eugene Stanley, H., 1997. "Correlations in economic time series," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 245(3), pages 437-440.
- Stanley, H.E & Buldyrev, S.V & Goldberger, A.L & Havlin, S & Peng, C.-K & Simons, M, 1999. "Scaling features of noncoding DNA," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 273(1), pages 1-18.
- Kantelhardt, Jan W & Koscielny-Bunde, Eva & Rego, Henio H.A & Havlin, Shlomo & Bunde, Armin, 2001. "Detecting long-range correlations with detrended fluctuation analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 295(3), pages 441-454.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Loukidis, Andronikos & Pasiou, Ermioni D. & Sarlis, Nicholas V. & Triantis, Dimos, 2020. "Fracture analysis of typical construction materials in natural time," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 547(C).
- Efthimios S. Skordas & Stavros-Richard G. Christopoulos & Nicholas V. Sarlis, 2020. "Detrended fluctuation analysis of seismicity and order parameter fluctuations before the M7.1 Ridgecrest earthquake," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 100(2), pages 697-711, January.
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.- Yuan, Naiming & Fu, Zuntao & Mao, Jiangyu, 2010. "Different scaling behaviors in daily temperature records over China," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(19), pages 4087-4095.
- Wang, Lei & Liu, Lutao, 2020. "Long-range correlation and predictability of Chinese stock prices," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 549(C).
- Saha, Debajyoti & Shaw, Pankaj Kumar & Ghosh, Sabuj & Janaki, M.S. & Sekar Iyengar, A.N., 2018. "Quantification of scaling exponent with Crossover type phenomena for different types of forcing in DC glow discharge plasma," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 490(C), pages 300-310.
- Santos, J.V.C. & Moreira, D.M. & Moret, M.A. & Nascimento, E.G.S., 2019. "Analysis of long-range correlations of wind speed in different regions of Bahia and the Abrolhos Archipelago, Brazil," Energy, Elsevier, vol. 167(C), pages 680-687.
- Martin Magris & Jiyeong Kim & Esa Rasanen & Juho Kanniainen, 2017. "Long-range Auto-correlations in Limit Order Book Markets: Inter- and Cross-event Analysis," Papers 1711.03534, arXiv.org.
- Muchnik, Lev & Bunde, Armin & Havlin, Shlomo, 2009. "Long term memory in extreme returns of financial time series," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 388(19), pages 4145-4150.
- Martin D. Gould & Mason A. Porter & Stacy Williams & Mark McDonald & Daniel J. Fenn & Sam D. Howison, 2010. "Limit Order Books," Papers 1012.0349, arXiv.org, revised Apr 2013.
- Perini de Souza, Noéle Bissoli & Cardoso dos Santos, José Vicente & Sperandio Nascimento, Erick Giovani & Bandeira Santos, Alex Alisson & Moreira, Davidson Martins, 2022. "Long-range correlations of the wind speed in a northeast region of Brazil," Energy, Elsevier, vol. 243(C).
- Sidorov, S.P. & Faizliev, A.R. & Balash, V.A. & Korobov, E.A., 2016. "Long-range correlation analysis of economic news flow intensity," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 444(C), pages 205-212.
- Paulo Ferreira & Éder J. A. L. Pereira & Hernane B. B. Pereira, 2020. "The Exposure of European Union Productive Sectors to Oil Price Changes," Sustainability, MDPI, vol. 12(4), pages 1-16, February.
- Ni, Xiao-Hui & Jiang, Zhi-Qiang & Gu, Gao-Feng & Ren, Fei & Chen, Wei & Zhou, Wei-Xing, 2010.
"Scaling and memory in the non-Poisson process of limit order cancelation,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(14), pages 2751-2761.
- Xiao-Hui Ni & Zhi-Qiang Jiang & Gao-Feng Gu & Fei Ren & Wei Chen & Wei-Xing Zhou, 2009. "Scaling and memory in the non-poisson process of limit order cancelation," Papers 0911.0057, arXiv.org.
- Gu, Gao-Feng & Zhou, Wei-Xing, 2007.
"Statistical properties of daily ensemble variables in the Chinese stock markets,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 383(2), pages 497-506.
- Gao-Feng Gu & Wei-Xing Zhou, 2006. "Statistical properties of daily ensemble variables in the Chinese stock markets," Papers physics/0603147, arXiv.org.
- Mariani, M.C. & Florescu, I. & Beccar Varela, M.P. & Ncheuguim, E., 2010. "Study of memory effects in international market indices," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(8), pages 1653-1664.
- Santos, José Vicente Cardoso & Perini, Noéle Bissoli & Moret, Marcelo Albano & Nascimento, Erick Giovani Sperandio & Moreira, Davidson Martins, 2021. "Scaling behavior of wind speed in the coast of Brazil and the South Atlantic Ocean: The crossover phenomenon," Energy, Elsevier, vol. 217(C).
- Lux, Thomas, 2008. "Applications of statistical physics in finance and economics," Kiel Working Papers 1425, Kiel Institute for the World Economy (IfW Kiel).
- Restocchi, Valerio & McGroarty, Frank & Gerding, Enrico, 2019. "The stylized facts of prediction markets: Analysis of price changes," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 515(C), pages 159-170.
- Ferreira, Paulo & Dionísio, Andreia & Correia, José, 2018. "Non-linear dependencies in African stock markets: Was subprime crisis an important factor?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 505(C), pages 680-687.
- Mariani, M.C. & Libbin, J.D. & Kumar Mani, V. & Beccar Varela, M.P. & Erickson, C.A. & Valles-Rosales, D.J., 2008. "Long correlations and Normalized Truncated Levy Models applied to the study of Indian Market Indices in comparison with other emerging markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(5), pages 1273-1282.
- Paulo Ferreira & Luís Carlos Loures, 2020. "An Econophysics Study of the S&P Global Clean Energy Index," Sustainability, MDPI, vol. 12(2), pages 1-9, January.
- Thomas Lux, 2009. "Applications of Statistical Physics in Finance and Economics," Chapters, in: J. Barkley Rosser Jr. (ed.), Handbook of Research on Complexity, chapter 9, Edward Elgar Publishing.
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:hin:complx:6853892. 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: Mohamed Abdelhakeem (email available below). General contact details of provider: https://www.hindawi.com .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.