查看更多>>摘要：Variants of the Epidemic-Type Aftershock Sequence (ETAS) and Short-Term Earthquake Probabilities (STEP) models have been used for earthquake forecasting and are entered as forecast models in the purely prospective Collaboratory Study for Earthquake Predictability (CSEP) experiment. Previous analyses have suggested the ETAS model offered the best forecast skill for the first several years of CSEP. Here, we evaluate the prospective forecasting ability of the ETAS and STEP one-day forecast models for California from 2013 to 2017, using super-thinned residuals and Voronoi residuals. We find very comparable performance of the two models, with slightly superior performance of the STEP model compared to ETAS according to most metrics.
Joseph JanssenShizhe MengAsad HarisStefan Schrunner...
1-14页
查看更多>>摘要：Scientists and statisticians often seek to understand the complex relationships that connect two time-varying variables. Recent work on sparse functional historical linear models confirms that they are promising as a tool for obtaining complex and interpretable inferences, but several notable limitations exist. Most importantly, previous works have imposed sparsity on the historical coefficient function, but have not allowed the sparsity, hence lag, to vary with time.We simplify the framework of sparse functional historical linear models by using a rectangular coefficient structure along with Whittaker smoothing, then reduce the assumptions of the previous frameworks by estimating the dynamic time lag from a hierarchical coefficient structure. We motivate our study by aiming to extract the physical rainfall–runoff processes hidden within hydrological data. We show the promise and accuracy of our method using eight simulation studies, further justified by two real sets of hydrological data.
查看更多>>摘要：While many studies on climate have focused on location shifts, none have specifically tested whether lower or upper tails of the climate data generating process have structurally changed over time. This manuscript applies a new test that can detect either distributional or tail structural change to various annual and daily U.S. climate measures. Notably, we find both distributional and tail structural change and, quite interestingly, tend to observe greater evidence in one tail versus the other for most climate measures. We also find the presence of multiple breaks. Our results imply that climate modeling, and specifically climate-crop yield modeling, should account for significant and asymmetric changes in climate distributions and not only location shifts.
NETL
NSTL
Wiley