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Estimation of the parameters of ETAS models by Simulated Annealing
Language
English
Obiettivo Specifico
Status
Published
JCR Journal
JCR Journal
Peer review journal
Yes
Title of the book
Issue/vol(year)
/5 (2015)
Pages (printed)
8417
Issued date
2015
Keywords
Abstract
This paper proposes a new algorithm to estimate the maximum likelihood parameters of an Epidemic Type Aftershock Sequences (ETAS) model. It is based on Simulated Annealing, a versatile method that solves problems of global optimization and ensures convergence to a global optimum. The procedure is tested on both simulated and real catalogs. The main conclusion is that the method performs poorly as the size of the catalog decreases because the effect of the correlation of the ETAS parameters is more significant. These results give new insights into the ETAS model and the efficiency of the maximum-likelihood method within this context.
Type
article
File(s)
No Thumbnail Available
Name
SCREP_Lombardi_2015.pdf
Size
721.12 KB
Format
Adobe PDF
Checksum (MD5)
22bdc8601cad74e275e5f4bd4544a25f