6533b7d2fe1ef96bd125eac1

RESEARCH PRODUCT

Including covariates in a space-time point process with application to seismicity

Giada AdelfioGiada AdelfioMarcello ChiodiMarcello Chiodi

subject

Statistics and ProbabilityMathematical optimization010504 meteorology & atmospheric sciencesSpacetimeComputer scienceSpace timeSpace-time point processes ETAS model R package for seismic datacovariatesProcess (computing)01 natural sciencesPoint process010104 statistics & probabilitySpecificationComponent (UML)Covariate0101 mathematicsStatistics Probability and Uncertainty0105 earth and related environmental sciencesBranching process

description

AbstractThe paper proposes a spatio-temporal process that improves the assessment of events in space and time, considering a contagion model (branching process) within a regression-like framework to take covariates into account. The proposed approach develops the forward likelihood for prediction method for estimating the ETAS model, including covariates in the model specification of the epidemic component. A simulation study is carried out for analysing the misspecification model effect under several scenarios. Also an application to the Italian seismic catalogue is reported, together with the reference to the developed R package.

yearjournalcountryeditionlanguage
2020-07-18
10.1007/s10260-020-00543-5http://hdl.handle.net/10447/428396