Flexible distributed lags for modelling earthquake data

Viola Obermeier, Fabian Scheipl, Christian Heumann, Joachim Wassermann and Helmut Küchenhoff

Journal of the Royal Statistical Society Series C, 2015, vol. 64, issue 2, 395-412

Abstract: type="main" xml:id="rssc12077-abs-0001">

Heavy long-lasting rainfall can trigger earthquake swarms. We are interested in the specific shape of lagged rain influence on the occurrence of earthquakes at different depths at Mount Hochstaufen, Bavaria. We present a novel penalty structure for interpretable and flexible estimates of lag coefficients based on spline representations. We provide an easy-to-use implementation of our flexible distributed lag approach that can be used directly in the established R package mgcv for estimation of generalized additive models. This allows our approach to be immediately included in complex additive models for generalized responses even in hierarchical or longitudinal data settings, making use of established stable and well-tested inference algorithms. The benefit of flexible distributed lag modelling is shown in a detailed simulation study.

Date: 2015
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