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March 2012 Self-exciting hurdle models for terrorist activity
Michael D. Porter, Gentry White
Ann. Appl. Stat. 6(1): 106-124 (March 2012). DOI: 10.1214/11-AOAS513

Abstract

A predictive model of terrorist activity is developed by examining the daily number of terrorist attacks in Indonesia from 1994 through 2007. The dynamic model employs a shot noise process to explain the self-exciting nature of the terrorist activities. This estimates the probability of future attacks as a function of the times since the past attacks. In addition, the excess of nonattack days coupled with the presence of multiple coordinated attacks on the same day compelled the use of hurdle models to jointly model the probability of an attack day and corresponding number of attacks. A power law distribution with a shot noise driven parameter best modeled the number of attacks on an attack day. Interpretation of the model parameters is discussed and predictive performance of the models is evaluated.

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Michael D. Porter. Gentry White. "Self-exciting hurdle models for terrorist activity." Ann. Appl. Stat. 6 (1) 106 - 124, March 2012. https://doi.org/10.1214/11-AOAS513

Information

Published: March 2012
First available in Project Euclid: 6 March 2012

zbMATH: 1316.62186
MathSciNet: MR2951531
Digital Object Identifier: 10.1214/11-AOAS513

Keywords: Hawkes process , hurdle model , Indonesia , point process , probability gain , Riemann zeta , Self-exciting , Shot noise , terrorism

Rights: Copyright © 2012 Institute of Mathematical Statistics

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Vol.6 • No. 1 • March 2012
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