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The aim of this paper is to estimate the Hurst parameter of Fractional Gaussian Noise (FGN) using Bayesian inference. We propose an estimation technique that takes into account the full correlation structure of this process. Instead of using the integrated time series and then applying an estimator for its Hurst exponent, we propose to use the noise signal directly. As an application we analyze the time series of the Nile River, where we find a posterior distribution which is compatible with previous findings. In addition, our technique provides natural error bars for the Hurst exponent.
We present an alarm-based earthquake forecast model that uses the early aftershock statistics (EAST). This model is based on the hypothesis that the time delay before the onset of the power-law aftershock decay rate decreases as the level of stress and the seismogenic potential increase. Here, we estimate this time delay from < t(g)>, the time constant of the Omori-Utsu law. To isolate space-time regions with a relative high level of stress, the single local variable of our forecast model is the E-a value, the ratio between the long-term and short-term estimations of < t(g)>. When and where the E-a value exceeds a given threshold (i.e., the c value is abnormally small), an alarm is issued, and an earthquake is expected to occur during the next time step. Retrospective tests show that the EAST model has better predictive power than a stationary reference model based on smoothed extrapolation of past seismicity. The official prospective test for California started on 1 July 2009 in the testing center of the Collaboratory for the Study of Earthquake Predictability (CSEP). During the first nine months, 44 M >= 4 earthquakes occurred in the testing area. For this time period, the EAST model has better predictive power than the reference model at a 1% level of significance. Because the EAST model has also a better predictive power than several time-varying clustering models tested in CSEP at a 1% level of significance, we suggest that our successful prospective results are not due only to the space-time clustering of aftershocks.
Wavelet modelling of the gravity field by domain decomposition methods: an example over Japan
(2011)
With the advent of satellite gravity, large gravity data sets of unprecedented quality at low and medium resolution become available. For local, high resolution field modelling, they need to be combined with the surface gravity data. Such models are then used for various applications, from the study of the Earth interior to the determination of oceanic currents. Here we show how to realize such a combination in a flexible way using spherical wavelets and applying a domain decomposition approach. This iterative method, based on the Schwarz algorithms, allows to split a large problem into smaller ones, and avoids the calculation of the entire normal system, which may be huge if high resolution is sought over wide areas. A subdomain is defined as the harmonic space spanned by a subset of the wavelet family. Based on the localization properties of the wavelets in space and frequency, we define hierarchical subdomains of wavelets at different scales. On each scale, blocks of subdomains are defined by using a tailored spatial splitting of the area. The data weighting and regularization are iteratively adjusted for the subdomains, which allows to handle heterogeneity in the data quality or the gravity variations. Different levels of approximations of the subdomains normals are also introduced, corresponding to building local averages of the data at different resolution levels.
We first provide the theoretical background on domain decomposition methods. Then, we validate the method with synthetic data, considering two kinds of noise: white noise and coloured noise. We then apply the method to data over Japan, where we combine a satellite-based geopotential model, EIGEN-GL04S, and a local gravity model from a combination of land and marine gravity data and an altimetry-derived marine gravity model. A hybrid spherical harmonics/wavelet model of the geoid is obtained at about 15 km resolution and a corrector grid for the surface model is derived.