Inicio  /  Forecasting  /  Vol: 3 Par: 3 (2021)  /  Artículo
ARTÍCULO
TITULO

Gutenberg?Richter B-Value Time Series Forecasting: A Weighted Likelihood Approach

Matteo Taroni    
Giorgio Vocalelli and Andrea De Polis    

Resumen

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.