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Statistical Picking of Multivariate Waveforms
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DOI：10.3390/s22249636.png)
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Abstract
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In this paper, we propose a new approach based on the fitting of a generalized linear regression model in order to detect points of change in the variance of a multivariate-covariance Gaussian variable, where the variance function is piecewise constant. By applying this new approach to multivariate waveforms, our method provides simultaneous detection of change points in functional time series. The proposed approach can be used as a new picking algorithm in order to automatically identify the arrival times of P- and S-waves in different seismograms that are recording the same seismic event. A seismogram is a record of ground motion at a measuring station as a function of time, and it typically records motions along three orthogonal axes (X, Y, and Z), with the Z-axis being perpendicular to the Earth's surface and the X- and Y-axes being parallel to the surface and generally oriented in North-South and East-West directions, respectively. The proposed method was tested on a dataset of simulated waveforms in order to capture changes in the performance according to the waveform characteristics. In an application to real seismic data, our results demonstrated the ability of the multivariate algorithm to pick the arrival times in quite noisy waveforms coming from seismic events with low magnitudes.
Keywords:
seismogram
seismic phase picking
change points
changes in variation
cumulative segmentation
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