Application of extreme value theory to seismology

Detalhes bibliográficos
Autor(a) principal: Mendes, Filipa Maria Simões
Data de Publicação: 2023
Tipo de documento: Dissertação
Idioma: eng
Título da fonte: Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
Texto Completo: http://hdl.handle.net/10451/61482
Resumo: Tese de mestrado, Estatística e Investigação Operacional (Estatística), 2023, Universidade de Lisboa, Faculdade de Ciências
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spelling Application of extreme value theory to seismologyTeoria de Valores ExtremosMétodo dos Máximos AnuaisPeaks Over ThresholdMétodo dos Excessos acima de um limiar elevadoTeses de mestrado - 2023Departamento de Estatística e Investigação OperacionalTese de mestrado, Estatística e Investigação Operacional (Estatística), 2023, Universidade de Lisboa, Faculdade de CiênciasThe occurrence of earthquakes is an issue with an extreme importance for the society due to the effects that they can cause. There are specific areas in the world with great seismic activity, like the Pacific fire Ring, that includes North and South America the Kamchatka Peninsula and some islands in the western Pacific ocean. The main goal of this study is to model high magnitude earthquakes. For this purpose the data from the ISG-GEM Catalogue was chosen to study the moment magnitude, . Only severe earthquakes were considered ( > 6). From the available types of magnitude, was the one selected to study due to the fact that for very large earthquakes it gives the most reliable estimate of earthquake size and it provides an estimate of the earthquake size valid over the complete range of magnitudes. Similar studies were developed in a worldwide perspective (Pisarenko et al., 2014) and in specific regions, such as China (Ma, Bai, and Meng, 2021) and the Ecuadorian coast (García-Bustos et al., 2018). In a first approach a worldwide study was conducted, followed by a study of a specific region with high seismic activity (Japan). Extreme Value Theory provides the appropriate methods for modeling earthquakes with high magnitudes. In this master thesis, for both data sets, a study of some of the available variables from the ISG-GEM catalogue, being the moment magnitude the main one, was conducted. Earthquakes with high magnitude, for both the worldwide and the Japan data sets, were modelled using the Block Maxima and the Peaks Over Threshold methods. The main purpose was to estimate the tail probabilities and extreme quantiles. For both the worldwide and the Japan data sets, applying the Block Maxima method, the Generalized Extreme Value distribution was adjusted to the data, as well as a Gumbel model. Methods to compare and evaluate the statistical models were performed in order to choose the best one. Extreme quantiles were also calculated. When considering the Peaks Over Threshold method, for both the worldwide and the Japan data sets, the Generalized Pareto Distribution was adjusted to the data, as well as a Exponential model. Goodness-of-fit tests were performed and quality measures of statistical model were calculated in order to choose the best model. Extreme quantiles were also calculated.Bermudez, Patrícia Cortés de Zea, 1966-Repositório da Universidade de LisboaMendes, Filipa Maria Simões2023-12-21T13:26:35Z202320232023-01-01T00:00:00Zinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/masterThesisapplication/pdfhttp://hdl.handle.net/10451/61482enginfo:eu-repo/semantics/openAccessreponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãoinstacron:RCAAP2023-12-25T01:18:52Zoai:repositorio.ul.pt:10451/61482Portal AgregadorONGhttps://www.rcaap.pt/oai/openaireopendoar:71602024-03-20T00:56:08.106893Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãofalse
dc.title.none.fl_str_mv Application of extreme value theory to seismology
title Application of extreme value theory to seismology
spellingShingle Application of extreme value theory to seismology
Mendes, Filipa Maria Simões
Teoria de Valores Extremos
Método dos Máximos Anuais
Peaks Over Threshold
Método dos Excessos acima de um limiar elevado
Teses de mestrado - 2023
Departamento de Estatística e Investigação Operacional
title_short Application of extreme value theory to seismology
title_full Application of extreme value theory to seismology
title_fullStr Application of extreme value theory to seismology
title_full_unstemmed Application of extreme value theory to seismology
title_sort Application of extreme value theory to seismology
author Mendes, Filipa Maria Simões
author_facet Mendes, Filipa Maria Simões
author_role author
dc.contributor.none.fl_str_mv Bermudez, Patrícia Cortés de Zea, 1966-
Repositório da Universidade de Lisboa
dc.contributor.author.fl_str_mv Mendes, Filipa Maria Simões
dc.subject.por.fl_str_mv Teoria de Valores Extremos
Método dos Máximos Anuais
Peaks Over Threshold
Método dos Excessos acima de um limiar elevado
Teses de mestrado - 2023
Departamento de Estatística e Investigação Operacional
topic Teoria de Valores Extremos
Método dos Máximos Anuais
Peaks Over Threshold
Método dos Excessos acima de um limiar elevado
Teses de mestrado - 2023
Departamento de Estatística e Investigação Operacional
description Tese de mestrado, Estatística e Investigação Operacional (Estatística), 2023, Universidade de Lisboa, Faculdade de Ciências
publishDate 2023
dc.date.none.fl_str_mv 2023-12-21T13:26:35Z
2023
2023
2023-01-01T00:00:00Z
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
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url http://hdl.handle.net/10451/61482
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