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arXiv · 2509.20698

Online Sequential Leveraging Sampling Method for Streaming Autoregressive Time Series with Application to Seismic Data

Rui Xie·T. N. Sriram·Wei Biao Wu·Ping Ma
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Abstract

Seismic data contain complex temporal information that arrives at high speed and has a large, even potentially unbounded volume. The explosion of temporally correlated streaming data from advanced seismic sensors poses analytical challenges due to its sheer volume and real-time nature. Sampling, or data reduction, is a natural yet powerful tool for handling large streaming data while balancing estimation accuracy and computational cost. Currently, data reduction methods and their statistical properties for streaming data, especially streaming autoregressive time series, are not well-studied in the literature. In this article, we propose an online leverage-based sequential data reduction algorithm for streaming autoregressive time series with application to seismic data. The proposed Sequential Leveraging Sampling (SLS) method selects only one consecutively recorded block from the data stream for inference. While the starting point of the SLS block is chosen using a random mechanism based on streaming leverage scores of data, the block size is determined by a sequential stopping rule. The SLS block offers efficient sample usage, as evidenced by our results confirming asymptotic normality for the normalized least squares estimator in both linear and nonlinear autoregressive settings. The SLS method is applied to two seismic datasets: the 2023 Turkey-Syria earthquake doublet data on the macroseismic scale and the Oklahoma seismic data on the microseismic scale. We demonstrate the ability of the SLS method to efficiently identify seismic events and elucidate their intricate temporal dependence structure. Simulation studies are presented to evaluate the empirical performance of the SLS method.

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Rui Xie, T. N. Sriram, Wei Biao Wu, Ping Ma. 2025-09-25. Online Sequential Leveraging Sampling Method for Streaming Autoregressive Time Series with Application to Seismic Data. https://arxiv.org/abs/2509.20698

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