The role of parameters in Bayesian Online Changepoint Detection: detecting early warning of mount Merapi eruptions

Indonesia is a country that is surrounded by active volcanoes, which may erupt at any time; therefore, an online early warning system of volcanic eruption is crucial. In this paper, an online early warning system is constructed based on the changepoints detection on earthquake magnitude time series. This online early warning system is built using a Bayesian Online Changepoint Detection (BOCPD) method. One of the method's advantages is that one can customize the parameters (initial hyper-parameters and hazard-rate parameter) of BOCPD to follow a chosen constraint. These parameters determine the time and number of changepoints. An algorithm, called Appropriate Parameters of Bayesian Online Changepoint Detection for Early Warning (APBOCPD-EW), is proposed to get the parameters that lead the detection to the early warning points before eruption. We apply the algorithm for online early warning of mount Merapi eruptions. The results show that the proposed method produces parameters that give good estimation time for early warnings of mount Merapi's eruptions.