A continuous-time HMM approach to modeling the magnitude-frequency distribution of earthquakes

The magnitude-frequency distribution (MFD) of earthquake is a fundamental statistic in seismology. The so-called b-value in the MFD is of particular interest in geophysics. A continuous time hidden Markov model (HMM) is proposed for characterizing the variability of b-values. The HMM-based approach to modeling the MFD has some appealing properties over the widely used sliding-window approach. Often, large variability appears in the estimation of b-value due to window size tuning, which may cause difficulties in interpretation of b-value heterogeneities. Continuous-time hidden Markov models (CT-HMMs) are widely applied in various fields. It bears some advantages over its discrete time counterpart in that it can characterize heterogeneities appearing in time series in a finer time scale, particularly for highly irregularly-spaced time series, such as earthquake occurrences. We demonstrate an expectation-maximization algorithm for the estimation of general exponential family CT-HMM. In parallel with discrete-time hidden Markov models, we develop a continuous time version of Viterbi algorithm to retrieve the overall optimal path of the latent Markov chain. The methods are applied to New Zealand deep earthquakes. Before the analysis, we first assess the completeness of catalogue events to assure the analysis is not biased by missing data. The estimation of b-value is stable over the selection of magnitude thresholds, which is ideal for the interpretation of b-value variability.