Long memory effects and forecasting of earthquake and volcano seismic data

DOI10.1016/J.PHYSA.2020.125049OpenAlexW3049424787MaRDI QIDQ2141871

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

Publication date: 25 May 2022

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physa.2020.125049

zbMATH Keywords

earthquake time seriesHolt-Winter exponential smoothinglong memory effectsvolcanic eruptions

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

Cites Work

• Time series econometrics
• Use of wavelets techniques to discriminate between explosions and natural earthquakes
• Testing for unit roots in autoregressive-moving average models of unknown order
• Testing for a unit root in time series regression
• Fractional differencing
• AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING

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