Jx. Li et al., GPS time series modeling by autoregressive moving average method: Application to the crustal deformation in central Japan, EARTH PL SP, 52(3), 2000, pp. 155-162
Autoregressive moving average (ARMA) method is applied to modeling the time
series of position changes of GPS sires, obtained by the Geographical Surv
ey Institute (GSI) of Japan during the period from April 1996 to March 1998
. The present application is focused on denoising of the GPS time series da
ta where only white noise is considered, and detection of data discontinuit
ies and outliers in order to obtain time-averaged velocity and strain field
s in central Japan. The data discontinuities are detected by a typical Kalm
an filter algorithm. The outliers are eliminated by using robust estimation
techniques during the ARMA process. The averaged strain field, calculated
by the least-squares collocation method from the improved two-year time ser
ies data, distinguishes clearly between the tectonically active and inactiv
e regions. Higher maximum shear strain rates were detected in the southern
area of the Kanto district. In the areas with very high seismicities, howev
er, the difference between the maximum shear strain rates, that were estima
ted from the raw time series data and the ARMA-analyzed data, amounted to a
bout 0.2 microstrain/yr. This indicates that the existence of noise and dis
continuities can lead to an over-prediction of the strain field.