Self-exciting hurdle models for terrorist activity

Porter, Michael D. & White, Gentry (2012) Self-exciting hurdle models for terrorist activity. The Annals of Applied Statistics, 6(1), pp. 106-124.

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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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ID Code: 68778
Item Type: Journal Article
Refereed: Yes
Additional URLs:
DOI: 10.1214/11-AOAS513
ISSN: 1941-7330
Subjects: Australian and New Zealand Standard Research Classification > MATHEMATICAL SCIENCES (010000) > STATISTICS (010400)
Divisions: Current > Schools > School of Mathematical Sciences
Current > QUT Faculties and Divisions > Science & Engineering Faculty
Deposited On: 19 May 2014 23:22
Last Modified: 21 May 2014 01:47

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