6533b831fe1ef96bd1298de2
RESEARCH PRODUCT
Including Covariates in the ETAS Model Triggered Seismicity
Giada AdelfioMarcello Chiodisubject
R packageSpecificationSpacetimeComputer scienceStochastic processComponent (UML)CovariateEconometricsStatistics::MethodologyInduced seismicityBranching processdescription
The paper proposes a stochastic process that improves the assessment of seismic 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 (FLP) 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 catalogue is reported, together with the reference to the developed R package.
| year | journal | country | edition | language |
|---|---|---|---|---|
| 2020-01-01 | SSRN Electronic Journal |