Correlations

 Correlation of time series

 Similarity
 Time shitfs

 Applications
 Correlation of rotations/strains and translations
 Ambient noise correlations
 Coda correlations
 Random media: correlation length

Scope: Appreciate that the use of noise (and coda) plus

correlation techniques is one of the most innovative
direction in data analysis at the moment: passive imaging

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Correlations Computational Geophysics and Data Analysis
 Discrete Correlation

Correlation
Correlationplays
playsaacentral
centralrole
roleininthe
thestudy
studyofoftime
timeseries.
series.
In
Ingeneral,
general,correlation
correlationgives
givesaaquantitative
quantitativeestimate
estimateofofthe
the
degree of similarity between two functions.
degree of similarity between two functions.

The
Thecorrelation
correlationof
of functions
functionsggand
andf fboth
bothwith
withNNsamples
samples
isisdefined
definedas:
as:

1 N  k 1
rk  
N i 0
g i f k i

k  0,1,2,  , N  1

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Correlations Computational Geophysics and Data Analysis
 Auto-correlation

Auto-correlation

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Correlations Computational Geophysics and Data Analysis
 Cross-correlation

Cross-correlation

Lag between two functions

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Correlations Computational Geophysics and Data Analysis
 Cross-correlation: Random functions

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Correlations Computational Geophysics and Data Analysis
 Auto-correlation: Random functions

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Correlations Computational Geophysics and Data Analysis
 Auto-correlation: Seismic signal

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Correlations Computational Geophysics and Data Analysis
 Theoretical relation
rotation rate and transverse acceleration
plane-wave propagation

Plane
Planetransversely
transverselypolarized
polarizedwave
wavepropagating
propagatingininx-direction
x-directionwith
withphase
phasevelocity
velocitycc

kxtt))
uuy ((xx,,tt)) ff((kx
y
cc//kk

Acceleration aay ((xx,,tt))uuy ((xx,,tt))22ff((kx

kxtt))
y y

Rotation rate  
( x, t )  11  0, u ,0  0,0, 11kf ( kx  t )

( x, t )    0, uyy ,0 0,0, kf (kx  t )
22 22
 

aa((xx,,tt))//
( x, t )  2c
( x, t )  2c
Rotation
Rotationrate
rateand
andacceleration
accelerationshould
shouldbebeininphase
phaseand
andthe
theamplitudes
amplitudes
scaled by two times the horizontal phase velocity
scaled by two times the horizontal phase velocity

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Correlations Computational Geophysics and Data Analysis
 Mw = 8.3 Tokachi-oki 25.09.2003
transverse acceleration – rotation rate

From Igel et al., GRL, 2005 9

Correlations Computational Geophysics and Data Analysis
 Max. cross-corr. coefficient in sliding time window transverse acceleration –
rotation rate

P-onset
Love waves Aftershock
S-wave

Small tele-seismic event

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Correlations Computational Geophysics and Data Analysis
 M8.3 Tokachi-oki, 25 September 2003
phase velocities ( + observations, o theory)

Horizontal phase velocity in sliding time window

From Igel et al. (GRL, 2005)

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Correlations Computational Geophysics and Data Analysis
 Sumatra M8.3 12.9.2007

P Coda

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Correlations Computational Geophysics and Data Analysis
 … CC as a function of time …
observable for all events!

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Correlations Computational Geophysics and Data Analysis
 Rotational signals in the P-coda?
azimuth dependence

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Correlations Computational Geophysics and Data Analysis
 P-Coda energy direction
… comes from all directions …

Correlations correlations in P-coda

Computational Geophysics window
and Data Analysis
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 Noise correlation - principle

From Campillo et al.

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Correlations Computational Geophysics and Data Analysis
 Uneven noise distribution

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Correlations Computational Geophysics and Data Analysis
 Surface waves and noise

Cross-correlate noise
observed over long
time scales at different
locations
Vary frequency range,
dispersion?

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Correlations Computational Geophysics and Data Analysis
 Surface wave dispersion

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Correlations Computational Geophysics and Data Analysis
 US Array stations

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Correlations Computational Geophysics and Data Analysis
 Recovery of Green‘s function

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Correlations Computational Geophysics and Data Analysis
 Disersion curves

All from Shapiro et al., 2004

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 Tomography without earthquakes!

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 Global scale!

Nishida et al., Nature, 2009.

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Correlations Computational Geophysics and Data Analysis
 Correlations and the coda

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 Velocity changes by CC

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Correlations Computational Geophysics and Data Analysis
 Remote triggering (from CCs)

Taka’aki Taira, Paul G. Silver, Fenglin Niu &

Robert M. Nadeau:
Remote triggering of fault-strength changes
on the San Andreas fault at Parkfield

Nature 461, 636-639 (1 October 2009) | doi:10.1038/nature08395;

Received 25 April 2009; Accepted 6 August 2009

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Correlations Computational Geophysics and Data Analysis
 Seismic network

Remote triggering of fault-strength

changes on the San Andreas
fault at Parkfield

Taka’aki Taira, Paul G. Silver,

Fenglin Niu & Robert M.
Nadeau
Key message:
• Connection between
significant changes in
scattering parameters and fault
strength and dynamic stress

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Correlations Computational Geophysics and Data Analysis
Principle

Method:
• Compare waveforms of
repeating earthquake
sequences
• Quantity: Decorrelation
index D(t) = 1-Cmax(t)
• Insensitive to variations in
near-station environment
(Snieder, Gret, Douma & Scales 2002)

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Correlations Computational Geophysics and Data Analysis
True?

Changes in scatterer
properties:
•Increase in Decorrelation index after 1992
Landers earthquake (Mw=7.3, 65 kPa dyn.
stress)
•Strong increase in Decorrelation index after
2004 Parkfield earthquake (Mw=6.0,
distance ~20 km)
•Increase in Decorrelation index after 2004
Sumatra Earthquake (Mw=9.1, 10kPa dyn.
stress)
•But: No traces of 1999 Hector Mine, 2002
Denali and 2003 San Simeon (dyn. stresses
all two times above 2004 Sumatra)
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Correlations Computational Geophysics and Data Analysis
 Correlations and random media:

Generation of random
media:

 Define spectrum
 Random Phase
 Back transform usig
inverse FFT

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Correlations Computational Geophysics and Data Analysis
 Random media:

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Correlations Computational Geophysics and Data Analysis
 P-SH scattering
simulations with ADER-DG

translations

rotations

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Correlations Computational Geophysics and Data Analysis
 P-SH scattering
simulations with ADER-DG

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Correlations Computational Geophysics and Data Analysis
 Random mantle models

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 Random models

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 Convergence to the right spectrum

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 Mantle models

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 Waves through random models

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Correlations Computational Geophysics and Data Analysis
 Summary

 The simple correlation technique has turned into one of the most
important processing tools for seismograms
 Passive imaging is the process with which noise recordings can be
used to infer information on structure
 Correlation of noisy seismograms from two stations allows in
principle the reconstruction of the Green‘s function between the two
stations
 A whole new family of tomographic tools emerged
 CC techniques are ideal to identify time-dependent changes in the
structure (scattering)
 The ideal tool to quantify similarity (e.g., frequency dependent)
between various signals (e.g., rotations, strains with translations)

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Correlations Computational Geophysics and Data Analysis