Landslide Forecast by Time Series Modeling and Analysis of High-Dimensional and Non-Stationary Ground Motion Data

Guoqi Qian, Antoinette Tordesillas and Hangfei Zheng
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Guoqi Qian: School of Mathematics and Statistics, University of Melbourne, Parkville 3010, Australia
Antoinette Tordesillas: School of Mathematics and Statistics, University of Melbourne, Parkville 3010, Australia
Hangfei Zheng: School of Mathematics and Statistics, University of Melbourne, Parkville 3010, Australia

Forecasting, 2021, vol. 3, issue 4, 1-18

Abstract: High-dimensional, non-stationary vector time-series data are often seen in ground motion monitoring of geo-hazard events, e.g., landslides. For timely and reliable forecasts from such data, we developed a new statistical approach based on two advanced econometric methods, i.e., error-correction cointegration (ECC) and vector autoregression (VAR), and a newly developed dimension reduction technique named empirical dynamic quantiles (EDQ). Our ECC–VAR–EDQ method was born by analyzing a big landslide dataset, comprising interferometric synthetic-aperture radar (InSAR) measurements of ground displacement that were observed at 5090 time states and 1803 locations on a slope. The aim was to develop an early warning system for reliably forecasting any impending slope failure whenever a precursory slope deformation is on the horizon. Specifically, we first reduced the spatial dimension of the observed landslide data by representing them as a small set of EDQ series with negligible loss of information. We then used the ECC–VAR model to optimally fit these EDQ series, from which forecasts of future ground motion can be efficiently computed. Moreover, our method is able to assess the future landslide risk by computing the relevant probability of ground motion to exceed a red-alert threshold level at each future time state and location. Applying the ECC–VAR–EDQ method to the motivating landslide data gives a prediction of the incoming slope failure more than 8 days in advance.

Keywords: empirical dynamic quantiles; error-correction cointegration; landslide forecast; vector autoregresion time series (search for similar items in EconPapers)
JEL-codes: A1 B4 C0 C1 C2 C3 C4 C5 C8 M0 Q2 Q3 Q4 (search for similar items in EconPapers)
Date: 2021
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