Abstract
The main focus of this work is on developing models for the activity profile of a terrorist group, detecting sudden spurts and downfalls in this profile, and, in general, tracking it over a period of time. Toward this goal, a $d$-state hidden Markov model (HMM) that captures the latent states underlying the dynamics of the group and thus its activity profile is developed. The simplest setting of $d=2$ corresponds to the case where the dynamics are coarsely quantized as Active and Inactive, respectively. A state estimation strategy that exploits the underlying HMM structure is then developed for spurt detection and tracking. This strategy is shown to track even nonpersistent changes that last only for a short duration at the cost of learning the underlying model. Case studies with real terrorism data from open-source databases are provided to illustrate the performance of the proposed methodology.
Citation
Vasanthan Raghavan. Aram Galstyan. Alexander G. Tartakovsky. "Hidden Markov models for the activity profile of terrorist groups." Ann. Appl. Stat. 7 (4) 2402 - 2430, December 2013. https://doi.org/10.1214/13-AOAS682
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