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Application of hidden semi-Markov models for the seismic hazard assessment of the North and South Aegean Sea, Greece

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  • C. E. Pertsinidou
  • G. Tsaklidis
  • E. Papadimitriou
  • N. Limnios

Abstract

The real stress field in an area associated with earthquake generation cannot be directly observed. For that purpose we apply hidden semi-Markov models (HSMMs) for strong $ (M\ge 5.5) $ (M≥5.5) earthquake occurrence in the areas of North and South Aegean Sea considering that the stress field constitutes the hidden process. The advantage of HSMMs compared to hidden Markov models (HMMs) is that they allow any arbitrary distribution for the sojourn times. Poisson, Logarithmic and Negative Binomial distributions as well as different model dimensions are tested. The parameter estimation is achieved via the EM algorithm. For the decoding procedure, a new Viterbi algorithm with a simple form is applied detecting precursory phases (hidden stress variations) and warning for anticipated earthquake occurrences. The optimal HSMM provides an alarm period for 70 out of 88 events. HMMs are also studied presenting poor results compared to these obtained via HSMMs. Bootstrap standard errors and confidence intervals for the parameters are evaluated and the forecasting ability of the Poisson models is examined.

Suggested Citation

  • C. E. Pertsinidou & G. Tsaklidis & E. Papadimitriou & N. Limnios, 2017. "Application of hidden semi-Markov models for the seismic hazard assessment of the North and South Aegean Sea, Greece," Journal of Applied Statistics, Taylor & Francis Journals, vol. 44(6), pages 1064-1085, April.
    • Handle: RePEc:taf:japsta:v:44:y:2017:i:6:p:1064-1085
    DOI: 10.1080/02664763.2016.1193724
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    References listed on IDEAS

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    1. Votsi, I. & Limnios, N. & Tsaklidis, G. & Papadimitriou, E., 2013. "Hidden Markov models revealing the stress field underlying the earthquake generation," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(13), pages 2868-2885.
    2. Bulla, Jan & Bulla, Ingo & Nenadic, Oleg, 2010. "hsmm -- An R package for analyzing hidden semi-Markov models," Computational Statistics & Data Analysis, Elsevier, vol. 54(3), pages 611-619, March.
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    Cited by:

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    2. Bountzis, P. & Papadimitriou, E. & Tsaklidis, G., 2020. "Earthquake clusters identification through a Markovian Arrival Process (MAP): Application in Corinth Gulf (Greece)," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 545(C).

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