Procesos estocásticos ARMA para el estudio de series temporales sísmicas del Ecuador

Abstract

An earthquake is the movement of the Earth’s surface due to the sudden release of energy that spreads in form of waves. This natural phenomenon is closely related to the society’s members and their development. Depending on the amount of energy released during an earthquake, social and economic consequences can take years and even decades to be overcome. While we understand quite about this topic, there no exist any model that describes the underlying mechanism that produces earthquakes. Today, it is impossible to know exactly when or where they will occur. Thus, scientific knowledge of this natural phenomenon is an essential component for decision-making regarding public/private investment, development and national security. In this project, we will investigate the nature of earthquakes using the seismic records of “Instituto Geofísico de la Escuela Politécnica Nacional”. To do so, we developed an algorithm that uses the Auto Regressive Moving Average (ARMA) process theory to recreate and even forecast the information stored in these records. The results show how the complexity of this natural phenomenon exceeds the assumptions made by the model.