Including covariates in the ETAS model triggered seismicity

  • Giada Adelfio Dipartimento di scienze economiche aziendali e statistiche, università di Palermo
  • Marcello Chiodi
Keywords: ETAS model, tasFLP R packag, ee, covariates, space-time point process

Abstract

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.

Published
2019-12-16
Section
Statistics