Estimation of the parameters of ETAS models by Simulated Annealing

This paper proposes a new algorithm to estimate the maximum likelihood parameters of an Epidemic Type Aftershock Sequences (ETAS) model. It is based on Simulated Annealing, a versatile method that solves problems of global optimization and ensures convergence to a global optimum. The procedure is te...

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Veröffentlicht in:	Scientific reports 2015-02, Vol.5 (1), p.8417-8417, Article 8417
1. Verfasser:	Lombardi, Anna Maria
Format:	Artikel
Sprache:	eng
Schlagworte:	704/2151/2809 704/2151/508 Aftershocks Algorithms Cooling Earthquakes Efficiency Humanities and Social Sciences Methods multidisciplinary Optimization Science
Online-Zugang:	Volltext
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