Long memory effects and forecasting of earthquake and volcano seismic data

Maria C. Mariani, Md Al Masum Bhuiyan, Osei K. Tweneboah and Hector Gonzalez-Huizar

Physica A: Statistical Mechanics and its Applications, 2020, vol. 559, issue C

Abstract: In this study, we have analyzed the long memory effects of earthquake time series and volcano volcanic eruptions. By using a class of auto-regressive techniques, we studied the seismograms of a set of earthquake and volcanic eruptions. The autoregressive model characterizes the key variables that have a long-range dependence with a slowly decaying auto-covariance function. Finally, to reinforce the long memory effects of the earthquakes and volcanic eruptions, we forecasted the two events by using exponential smoothing technique.

Keywords: Earthquake time series; Volcanic eruptions; Long memory effects; Holt–Winter exponential smoothing (search for similar items in EconPapers)
Date: 2020
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Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:559:y:2020:i:c:s0378437120305495

DOI: 10.1016/j.physa.2020.125049

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