Long-range correlations and trends in Colombian seismic time series

L.A. Martín-Montoya, N.M. Aranda-Camacho and C.J. Quimbay

Physica A: Statistical Mechanics and its Applications, 2015, vol. 421, issue C, 124-133

Abstract: We study long-range correlations and trends in time series extracted from the data of seismic events occurred from 1973 to 2011 in a rectangular region that contains mainly all the continental part of Colombia. The long-range correlations are detected by the calculation of the Hurst exponents for the time series of interevent intervals, separation distances, depth differences and magnitude differences. By using a modification of the classical R/S method that has been developed to detect short-range correlations in time series, we find the existence of persistence for all the time series considered except for magnitude differences. We find also, by using the DFA until the third order, that the studied time series are not influenced by trends. Additionally, an analysis of the Hurst exponent as a function of the number of events in the time and the maximum window size is presented.

Keywords: Long-range correlations; Short-range correlations; Persistence; Hurst exponent; Trends; Seismic time series (search for similar items in EconPapers)
Date: 2015
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Citations: View citations in EconPapers (9)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:421:y:2015:i:c:p:124-133

DOI: 10.1016/j.physa.2014.10.073

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