Xue Ding Zhang Jianye Zhao Aipingdivcom sh. 2012: Extraction of anomalous earthquake activity from the Haicheng seismicity window and estimation of prediction ability. Acta Seismologica Sinica, 34(4): 487-493.
Citation: Xue Ding Zhang Jianye Zhao Aipingdivcom sh. 2012: Extraction of anomalous earthquake activity from the Haicheng seismicity window and estimation of prediction ability. Acta Seismologica Sinica, 34(4): 487-493.

Extraction of anomalous earthquake activity from the Haicheng seismicity window and estimation of prediction ability

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  • Published Date: July 12, 2012
  • An original time series signal can be decomposed into a trend-cycle, including seasonal cycle, component and an irregular component. The trend-cycle part is defined as underlying level of the series, and is a manifestation of medium-long term variation influenced by fluctuation and cycles referring to generally deterministic or predictable change of a series. The irregular component contains the residual variation and random abrupt changes, etc., being unpredictable. Knowing the trend-cycle component, the irregular part can be calculated. Based on the investigation of the faults associated with the 1975 Haicheng MS7.3 earthquake, this study reasonably determined the area window of the Haicheng earthquake series. Then the time series of monthly earthquakes in the Haicheng seismicity window was decomposed. The trend-cycle component of the series was determined using ARIMA (atuo regression integrated moving average) model and the irregular variation was also extracted. The reaction of the anomalous abrupt variation to the MSge;6.0 earthquakes in North China and MSge;5.0 earthquakes near the seismicity window was analyzed. The result shows that the anomaly of abrupt seismicity variation may be taken as an indicator with prediction ability. This is of significance in earthquake prediction.
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    Box G,Pierce D. 1970. Distribution of residual autocorrelations in ARIMA time series models[J]. J Am Stat Assoc65(332): 1509——1526.

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    Schwarz G. 1978. Estimating dimension of a model[J]. Ann Stat6(2): 461——464.

    姜秀娥,张国民,单锦芬,王惠敏. 1989. “地震窗”在地震预报中的应用[G]//国家地震局科技监测司编. 地震预报方法实用化研究文集(地震学专辑). 北京: 学术书刊出版社: 296——311.

    陆远忠,李胜乐,邓志辉,潘怀文,车时,李志雄. 2002. 基于GIS的地震分析预报系统[M]. 成都: 成都地图出版社: 11——72.

    许绍燮. 1989. 地震预报能力评价[G]//国家地震局科技监测司编. 地震预报方法实用化研究文集(地震学专辑). 北京: 学术书刊出版社: 586——590.

    薛丁,曹刚,纪建国. 2007. 河北邢台余震窗地震活动对华北地区6级以上地震的预测反应[J]. 山西地震, (2): 13——15.

    张培震,邓起东,张国民,马瑾,甘卫军,闵伟,毛凤英,王琪. 2003. 中国大陆的强震活动与活动地块[J]. 中国科学: D辑,33(S1): 12——20.

    Akaike H. 1973. Information theory and an extension of the maximum likelihood principle[C]//Petrov B N, Csaki F eds. 2nd International Symposium on Information Theory. Budapest: Akademiai Kiado: 267——281.

    Barndorff——Nielsen O, Schou G. 1973. On the parametrization of autoregressive models by partial autocorrelations[J]. J Multivariate Anual,3(3): 408——419.

    Bartlett M S. 1946. On the theoretical specification of sampling properties of autocorrelated time series[J]. J R Stat SocB8(27): 20——47.

    Box G,Pierce D. 1970. Distribution of residual autocorrelations in ARIMA time series models[J]. J Am Stat Assoc65(332): 1509——1526.

    Box G P E, Jenkis G M. 1978. Time Series Analysis: Forecasting and Contro[M]. San Francisco: San Francisco Press: 20——79.

    Dickey D,Fuller W. 1979. Distribution of the estimators for autoregressive time series with a unit root[J]. J Am Stat Assoc74(336): 427——431.

    Divine D V, Polzehl J, Godtliebsen F. 2008. A propagation——separation approach to estimate the autocorrelation in a time——series[J]. Nonlinear Processes Geophysics15(4): 591——599.

    Findley D F, Monsell B C, Bell W R, Otto M C, Chen B C. 1998. New capabilities and methods of the X——12——ARIMA seasonal adjustment program[J]. Journal of Business and Economic Statistics16(2): 127——177.

    Fischer B. 1995. Decomposition of Time Series: Comparing Different Methods in Theory and Practice[R]. Eurostat Working Group Document: 20——96.

    Hamilton J. 1994. Time Series Analysis[M]. Princeton: Princeton University Press: 20——95.

    Harvey A. 1989. Structural Time Series and the Kalman FilterForecasting[M]. Cambridge: Cambridge Univ Press: 20——90.

    Ramsey F L. 1974. Characterization of the partial autocorrelation function[J]. Annals of Statistics2(6): 1296——1301.

    Said S E, Dickey D A. 1984. Testing for unit roots in autoregressivemoving average models of unknown order[J]. Biometrika71(3): 599——608.

    Schwarz G. 1978. Estimating dimension of a model[J]. Ann Stat6(2): 461——464.

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