A Bayesian Approach to the Analysis of the Data of Crustal Movements
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概要
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A statistical procedure to extract the drift component (d) from the record of Crustal movements is proposed. This procedure decomposes the data (y) into the form:yi=di+ri+ei, (i=1, 2, ..., n) (1)where ri represents the response to the luni-solar forces and other phenomena such as atmospheric pressure;; e; denotes the irregular component. The assumptions on each component are as follows: a) The time difference of appropriate order of the drift component is a zeromean Gaussian white noise with variance sd<SUP>2</SUP>. b) The response to the associated phenomena is linear. c) Irregular component is a zero-mean white Gaussian noise with variance se<SUP>2</SUP>, which is independent of the drift. Parameters, such as sd<SUP>2</SUP>, se<SUP>2</SUP> and/or differencing order of the drift term are adjustable and chosen to minimize a Bayesian Information Criterion (ABIC). The present approach allows the existence of occasional steps of the original record and/or missing observations. The positions and amounts of the steps can also be estimated minimizing ABIC.
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