December 2023 Stochastic declustering of earthquakes with the spatiotemporal renewal ETAS model
Tom Stindl, Feng Chen
Author Affiliations +
Ann. Appl. Stat. 17(4): 3173-3194 (December 2023). DOI: 10.1214/23-AOAS1756

Abstract

Modeling and forecasting earthquakes is challenging due to the complex interplay and clustering of main-shocks and aftershocks. The epidemic-type aftershock sequence (ETAS) model represents the conditional intensity of earthquakes as the superposition of a background and aftershock rate which allows for the declustering of the earthquakes. Its success has led to the development of numerous versions of the ETAS model. Among these extensions is the renewal ETAS (RETAS) model, which has shown promising potential. The RETAS model endows the main-shock arrival process with a renewal process, which serves as an alternative to the homogeneous Poisson process. Model fitting is performed using likelihood-based estimation by directly optimizing the exact likelihood. However, inferring the branching structure from the fitted RETAS model remains a challenging task since the declustering algorithm that is currently available for the ETAS model is not directly applicable. Therefore, this article develops an iterative algorithm to calculate the smoothed main- and aftershock probabilities, conditional on all available information contained in the catalog. Consequently, an estimate of the background spatial intensity function and model parameters can be obtained using an iterative semiparametric procedure with the smoothing parameters selected using information criteria. The methods proposed herein are illustrated on simulated data and a New Zealand earthquake catalog.

Funding Statement

Stindl was partly supported by a UNSW Faculty Research Grant. Chen was partly supported by a UNSW SFRGP grant.

Acknowledgements

The authors would like to thank the anonymous referees, an Associate Editor and the Editor for their constructive comments that improved the quality of this paper. This research includes computations using the Linux computational cluster Katana, supported by the Faculty of Science, UNSW Sydney, and the National Computational Infrastructure (NCI) supported by the Australian Government. The authors are also affiliated with the UNSW Data Science Hub (uDASH).

Citation

Download Citation

Tom Stindl. Feng Chen. "Stochastic declustering of earthquakes with the spatiotemporal renewal ETAS model." Ann. Appl. Stat. 17 (4) 3173 - 3194, December 2023. https://doi.org/10.1214/23-AOAS1756

Information

Received: 1 April 2022; Revised: 1 March 2023; Published: December 2023
First available in Project Euclid: 30 October 2023

MathSciNet: MR4661693
Digital Object Identifier: 10.1214/23-AOAS1756

Keywords: point process , Renewal process , seismology , Self-exciting , semiparametric

Rights: Copyright © 2023 Institute of Mathematical Statistics

Vol.17 • No. 4 • December 2023
Back to Top