TITLE

A Markov Chain Modelling Of The Earthquakes Occuring In Turkey

AUTHOR(S)
ÜNAL, Serpil; ÇELEBİOĞLU, Salih
PUB. DATE
April 2011
SOURCE
Gazi University Journal of Science;2011, Vol. 24 Issue 2, p263
SOURCE TYPE
Academic Journal
DOC. TYPE
Article
ABSTRACT
In this study, it is aimed to estimate seismic risk by Markov chain for Turkey, located between the longitudes of 36°42N and the latitudes of 26°45E, using the earthquake data from the year 1901 to 2006. For this purpose, the most possible transition matrix was found by the maximum entropy principle and then the earthquakes in Turkey were tried to predict. Also, in a simulation study it was tested whether the prediction model is correct and some first passage time distributions are geometric. Besides, it was observed that for the earthquakes having magnitude M ≥ 4 and the time interval Δt = 0,07 year, the method yielded an 81.1% aftcast success rate for the entire catalog.
ACCESSION #
66297638

 

Related Articles

  • Asymptotic study of an estimator of the entropy rate of a two-state Markov chain for one long trajectory. Girardin, Valérie; Sesboüé, André // AIP Conference Proceedings;2006, Vol. 872 Issue 1, p403 

    The entropy rate of an ergodic homogeneous Markov chain taking only two values is an explicit function of its transition probabilities. We study a plug-in estimator of this entropy rate obtained from the observation of one trajectory with long length. Its exact asymptotic distribution is given....

  • Technical efficiency with state-contingent production frontiers using maximum entropy estimators. Macedo, Pedro; Silva, Elvira; Scotto, Manuel // Journal of Productivity Analysis;Feb2014, Vol. 41 Issue 1, p131 

    Although the theory of state-contingent production is well-established, the empirical implementation of this approach is still in an infancy stage. The possibility of finding a large number of states of nature, few observations per state and models affected by collinearity have led some...

  • The Effect Evaluation of Density Estimation through Non-Gaussian Measurement. Feng Zhao; Zhiyong An; Hailan Jiang // Applied Mathematics & Information Sciences;2014, Vol. 8 Issue 2, p761 

    How to test the effect of density estimation methods is the key problem in the statistics. This paper presents a new criterion for assessing the effect of density estimation to select the suitable density estimation method, using the maximum-entropy non-Gaussian measurement. Comparing with...

  • Maximum a Posteriori Maximum Entropy Signal Denoising. Seghouane, Abd-Krim; Knockaert, Luc // AIP Conference Proceedings;11/13/2007, Vol. 954 Issue 1, p253 

    When fitting wavelet based models, shrinkage of the empirical wavelet coefficients is an effective tool for signal denoising. Based on different approaches, different shrinkage functions have been proposed in the literature. The shrinkage functions derived using Bayesian estimation theory depend...

  • Entropy estimation for M/M/1 queueing systems. Regnault, Philippe // AIP Conference Proceedings;5/3/2012, Vol. 1443 Issue 1, p330 

    The aim of this paper is to estimate the entropy of Markovian queueing systems. The marginal entropy and entropy rate of a stochastic process are well-known to measure its uncertainty. When only observations of the process are available, the need to estimate themarises. Regnault [5, 6] provide...

  • Maximum Entropy Estimation of Transition Probabilities of Reversible Markov Chains. Van der Straeten, Erik // Entropy;Dec2009, Vol. 11 Issue 4, p867 

    In this paper, we develop a general theory for the estimation of the transition probabilities of reversible Markov chains using the maximum entropy principle. A broad range of physical models can be studied within this approach. We use one-dimensional classical spin systems to illustrate the...

  • The moving-window Bayesian maximum entropy framework: estimation of PM2.5 yearly average concentration across the contiguous United States. Akita, Yasuyuki; Chen, Jiu-Chiuan; Serre, Marc L // Journal of Exposure Science & Environmental Epidemiology;Sep/Oct2012, Vol. 22 Issue 5, p496 

    Geostatistical methods are widely used in estimating long-term exposures for epidemiological studies on air pollution, despite their limited capabilities to handle spatial non-stationarity over large geographic domains and the uncertainty associated with missing monitoring data. We developed a...

  • A Weighted Generalized Maximum Entropy Estimator with a Data-driven Weight. Ximing Wu // Entropy;Dec2009, Vol. 11 Issue 4, p917 

    The method of Generalized Maximum Entropy (GME), proposed in Golan, Judge and Miller (1996), is an information-theoretic approach that is robust to multicolinearity problem. It uses an objective function that is the sum of the entropies for coefficient distributions and disturbance...

  • Aspects concerning entropy and utility. Hoseinzadeh, A.; Mohtashami Borzadaran, G.; Yari, G. // Theory & Decision;Feb2012, Vol. 72 Issue 2, p273 

    Expected utility maximization problem is one of the most useful tools in mathematical finance, decision analysis and economics. Motivated by statistical model selection, via the principle of expected utility maximization, Friedman and Sandow (J Mach Learn Res 4:257-291, 2003a) considered the...

Share

Read the Article

Courtesy of THE LIBRARY OF VIRGINIA

Sorry, but this item is not currently available from your library.

Try another library?
Sign out of this library

Other Topics