Second‐order residual analysis of spatiotemporal point processes and applications in model evaluation

The paper gives first-order residual analysis for spatiotemporal point processes that is similar to the residual analysis that has been developed by Baddeley and co-workers for spatial point processes and also proposes principles for second-order residual analysis based on the viewpoint of martingales. Examples are given for both first- and second-order residuals. In particular, residual analysis can be used as a powerful tool in model improvement. Taking a spatiotemporal epidemic-type aftershock sequence model for earthquake occurrences as the base-line model, second-order residual analysis can be useful for identifying many features of the data that are not implied in the base-line model, providing us with clues about how to formulate better models. Copyright 2006 Royal Statistical Society.

[1]  Charles F. Richter,et al.  Earthquake magnitude, intensity, energy, and acceleration , 1942 .

[2]  A. Baddeley,et al.  Residual analysis for spatial point processes (with discussion) , 2005 .

[3]  Yosihiko Ogata,et al.  Detecting fluid signals in seismicity data through statistical earthquake modeling , 2005 .

[4]  Yosihiko Ogata,et al.  Space‐time model for regional seismicity and detection of crustal stress changes , 2004 .

[5]  D. Sornette,et al.  Mainshocks are aftershocks of conditional foreshocks: How do foreshock statistical properties emerge from aftershock laws , 2002, cond-mat/0205499.

[6]  A. Baddeley,et al.  Residual analysis for spatial point processes (with discussion) , 2005 .

[7]  Rodolfo Console,et al.  Refining earthquake clustering models , 2003 .

[8]  Y. Ogata Space-Time Point-Process Models for Earthquake Occurrences , 1998 .

[9]  Jiancang Zhuang,et al.  Space–time ETAS models and an improved extension , 2006 .

[10]  P. Meyer,et al.  Demonstration simplifiee d'un theoreme de Knight , 1971 .

[11]  Jiancang Zhuang,et al.  Properties of the probability distribution associated with the largest event in an earthquake cluster and their implications to foreshocks. , 2006, Physical review. E, Statistical, nonlinear, and soft matter physics.

[12]  L. Knopoff,et al.  Stochastic synthesis of earthquake catalogs , 1981 .

[13]  Kunihiko Shimazaki,et al.  Scaling Relationship between the Number of Aftershocks and the Size of the Main Shock , 1990 .

[14]  Charles F. Richter,et al.  Earthquake magnitude, intensity, energy, and acceleration(Second paper) , 1956 .

[15]  Hans Zessin,et al.  Integral and Differential Characterizations of the GIBBS Process , 1979 .

[16]  Dietrich Stoyan,et al.  Second-order Characteristics for Stochastic Structures Connected with Gibbs Point Processes† , 1991 .

[17]  D. Vere-Jones,et al.  Stochastic Declustering of Space-Time Earthquake Occurrences , 2002 .

[18]  D. Vere-Jones,et al.  Analyzing earthquake clustering features by using stochastic reconstruction , 2004 .

[19]  Frederic Paik Schoenberg,et al.  Rescaling Marked Point Processes , 2004 .

[20]  Y. Ogata,et al.  Modelling heterogeneous space–time occurrences of earthquakes and its residual analysis , 2003 .

[21]  A. Karr,et al.  Point Processes and Their Statistical Inference. 2nd edn. , 1993 .

[22]  Frederic Paik Schoenberg,et al.  Multidimensional Residual Analysis of Point Process Models for Earthquake Occurrences , 2003 .

[23]  P. Brémaud Point Processes and Queues , 1981 .

[24]  D. Vere-Jones,et al.  A space-time clustering model for historical earthquakes , 1992 .

[25]  Chung-Pai Chang,et al.  A study on the background and clustering seismicity in the Taiwan region by using point process models : Stress transfer, earthquake triggering, and time-dependent seismic hazard , 2005 .

[26]  A. Karr Point Processes and Their Statistical Inference. , 1994 .

[27]  F. Papangelou Integrability of expected increments of point processes and a related random change of scale , 1972 .

[28]  Daryl J. Daley,et al.  An Introduction to the Theory of Point Processes , 2013 .

[29]  P. Brémaud Point processes and queues, martingale dynamics , 1983 .

[30]  D. Sornette,et al.  Predictability in the Epidemic‐Type Aftershock Sequence model of interacting triggered seismicity , 2002, cond-mat/0208597.

[31]  T. Utsu Aftershocks and Earthquake Statistics(1) : Some Parameters Which Characterize an Aftershock Sequence and Their Interrelations , 1970 .

[32]  Yan Y. Kagan,et al.  Likelihood analysis of earthquake catalogues , 1991 .

[33]  Yosihiko Ogata,et al.  Statistical Models for Earthquake Occurrences and Residual Analysis for Point Processes , 1988 .

[34]  M. Stone Asymptotics for and against cross-validation , 1977 .

[35]  H. Akaike A new look at the statistical model identification , 1974 .

[36]  Rodolfo Console,et al.  A simple and testable model for earthquake clustering , 2001 .

[37]  Yosihiko Ogata,et al.  On Lewis' simulation method for point processes , 1981, IEEE Trans. Inf. Theory.

[38]  Foreshocks explained by cascades of triggered seismicity , 2002, physics/0210130.