Journal of the Royal Statistical Society Series C (Applied Statistics) · 2014 · 28 citations · 22 references
Natural SciencesEarth SciencesGeophysicsSeismologyStatistical ModelingTime Series AnalysisGeneralized Linear ModelsGeostatistical ModelingSimulation-based InferenceTemporal Dependence ModelingTime Series ForecastingTime Series ModelingAutoregressive Distributed Lag ModelsB-spline ApproximationDistributed Lag ModelsEarthquake SwarmsLag SpecificationLongitudinal Data ModelingPenalty MechanismsSeismic Swarms
Summary Heavy long-lasting rainfall can trigger earthquake swarms. We are interested in the specific shape of lagged rain influence on the occurrence of earthquakes at different depths at Mount Hochstaufen, Bavaria. We present a novel penalty structure for interpretable and flexible estimates of lag coefficients based on spline representations. We provide an easy-to-use implementation of our flexible distributed lag approach that can be used directly in the established R package mgcv for estimation of generalized additive models. This allows our approach to be immediately included in complex additive models for generalized responses even in hierarchical or longitudinal data settings, making use of established stable and well-tested inference algorithms. The benefit of flexible distributed lag modelling is shown in a detailed simulation study.
22
R: A Language and Environment for Statistical Computing
R Core Team · 2000 · 353K citations · Full text
Natural Sciences, Computer Science, Statistical Computing +10
Flexible smoothing with B-splines and penalties
Paul H.C. Eilers, Brian D. Marx · Statistical Science · 1996 · 3.7K citations · Full text
Distributed lag non‐linear models
Antonio Gasparrini, Ben Armstrong, Michael G. Kenward · Statistics in Medicine · 2010 · 2.5K citations · Full text