Gutenberg–Richter B-value time series forecasting : A weighted likelihood approach

Taroni, Matteo and Vocalelli, Giorgio and De Polis, Andrea (2021) Gutenberg–Richter B-value time series forecasting : A weighted likelihood approach. Forecasting, 3 (3). pp. 561-569. (https://doi.org/10.3390/forecast3030035)

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Abstract

We introduce a novel approach to estimate the temporal variation of the b-value parameter of the Gutenberg–Richter law, based on the weighted likelihood approach. This methodology allows estimating the b-value based on the full history of the available data, within a data-driven setting. We test this methodology against the classical “rolling window” approach using a high-definition Italian seismic catalogue as well as a global catalogue of high magnitudes. The weighted likelihood approach outperforms competing methods, and measures the optimal amount of past information relevant to the estimation.

ORCID iDs

Taroni, Matteo, Vocalelli, Giorgio and De Polis, Andrea ORCID logoORCID: https://orcid.org/0000-0002-0483-2643;
CORE (COnnecting REpositories)