Abstract
State space method for the extraction of small seismic signal from noisy observation is shown in this article. In the basic model, it is assumed that the observed time series is consisted of the three components, namely the background noise, seismic signal and the observation noise components. Autoregressive models are used for the background noise component and the seismic signal component and they are estimated from the observed time series by the maximum likelihood method. The observation noise is assumed to be a white noise sequence. In this state space method, the estimation of the time-varying innovation variance of the seismic signal model is crucial. In this article, two methods based on the piecewise modeling and the self-organizing state space modeling are shown. To illustrate the method, the results of the analysis of the foreshock of Urakawa-Oki earthquake were shown.
Preview
Unable to display preview. Download preview PDF.
References
Akaike, H. (1973). Information theory and an extension of the maximum likelihood principle, Second International Symposium on Information Theory, Akademiai Kiado, Budapest, 267–281. (Reproduced in Selected Papers of Hirotugu Akaike, Parzen, E., Tanabe, K. and Kitagawa, G. eds, Springer-Verlag, New York (1998))
Akaike, H. Kitagawa, G, Arahata, E. and Tada, F., (1979), TIMSAC-78, Computer Science Monographs, No. 11, The Institute of Statistical Mathematics.
Akaike, H. (1979). A Bayesian extension of the minimum AIC procedure of autoregressive model fitting, Biometrika, 66, 237–242.
Akaike, H. and Kitagawa, G. (1998). The Practice of Time Series Analysis, Springer-Verlag, New York.
Doucet, A., de Freitas, N. and Gordon, N. (2001), Sequential Monte Carlo Methods in Practice, Springer Verlag, New York.
Gordon, N., Salmond, D.J., and Smith, A.F.M., Novel approach to nonlinear/non-Gaussian Bayesian state estimation, IEE Proceedings-F, 140, 107–113.
Gutenberg, B. and Richter, C.F. (1941). Seismicity of the Earth, Geol. Soc. Am., Spec. Pap., 34, 133.
Harvey, A.C., Ruiz, E. and Shepard, N. (1994). Multivariate stochastic variance model, Review of Economic Studies, 61, 247–264.
Jones, R.H. (1980). Maximum likelihood fitting of ARMA models to time series with missing observations, Technometrics, 22, 389–395.
Kitagawa, G. (1996). Monte Carlo filter and smoother for non-Gaussian nonlinear state space models, Journal of Computational and Graphical Statistics, 5, 1–25.
Kitagawa, G. (1998). Self-organizing State Space Model, Journal of the American Statistical Association, 93, No. 443, 1203–1215.
Kitagawa, G. and Gersch, W. (1996). Smoothness Priors Analysis of Time Series, Lecture Notes in Statistics, No. 116, Springer-Verlag, New York.
Kitagawa, G. and Sato, S. (2000), Nonlinear State Space Model Approach to Financial Time Series with Time-Varying Variance, Proceedings of the Hong Kong International Workshop on Statistics in Finance An Interface, eds. W.S. Chan, W. Keubg and H. Tong, Hong Kong, (2000) 23–44.
Kitagawa, G. and Takanami, T. (1985). Extraction of signal by a time series model and screening out micro earthquakes, Signal Processing, 8, 303–314.
Sakamoto, Y., Ishiguro, M. and Kitagawa, G. (1986), Akaike Information Criterion Statistics, D. Reidel Publishing Company, Dordrecht/Tokyo.
Takanami, T. (1991). ISM data 43-3-01: Seismograms of foreshocks of 1982 Urakawa-Oki earthquake, Annals of the Institute of Statistical Mathematics, 43, No. 3, 605.
Author information
Authors and Affiliations
Rights and permissions
Copyright information
© 2003 Springer-Verlag
About this chapter
Cite this chapter
Kitagawa, G., Takanami, T. (2003). Extraction of small seismic signal by state space modeling. In: Methods and Applications of Signal Processing in Seismic Network Operations. Lecture Notes in Earth Sciences, vol 98. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0117694
Download citation
DOI: https://doi.org/10.1007/BFb0117694
Published:
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-43718-5
Online ISBN: 978-3-540-47914-7
eBook Packages: Springer Book Archive