Self-exciting hurdle models for terrorist activity

Details Self-exciting hurdle models for terrorist activity Self-exciting hurdle models for terrorist activity

2012-03-16

arxiv.org/abs/1203.3680v1

Annals of Applied Statistics 2012, Vol. 6, No. 1, 106-124

Statistics

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Published in at http://dx.doi.org/10.1214/11-AOAS513 the Annals of Applied Statistics (http://www.imstat.org/aoas/) by the Ins

Scientific paper

10.1214/11-AOAS513

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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