Self-exciting hurdle models for terrorist activity

Porter, Michael D. and White, Gentry (2012) Self-exciting hurdle models for terrorist activity. Annals of Applied Statistics, 6 1: 106-124. doi:10.1214/11-AOAS513

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Author Porter, Michael D.
White, Gentry
Title Self-exciting hurdle models for terrorist activity
Journal name Annals of Applied Statistics   Check publisher's open access policy
ISSN 1932-6157
Publication date 2012-03
Sub-type Article (original research)
DOI 10.1214/11-AOAS513
Open Access Status File (Publisher version)
Volume 6
Issue 1
Start page 106
End page 124
Total pages 21
Place of publication Bethesda, MD, United States
Publisher Institute of Mathematical Statistics
Collection year 2013
Language eng
Formatted 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 non-attack 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 at- tacks on an attack day. Interpretation of the model parameters is discussed and predictive performance of the models is evaluated.
Keyword Self-exciting
Hurdle model
Shot noise
Hawkes process
Riemann zeta
Point process
Probability gain
Q-Index Code C1
Q-Index Status Confirmed Code
Institutional Status UQ

Document type: Journal Article
Sub-type: Article (original research)
Collections: Institute for Social Science Research - Publications
Official 2013 Collection
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Citation counts: TR Web of Science Citation Count  Cited 14 times in Thomson Reuters Web of Science Article | Citations
Scopus Citation Count Cited 0 times in Scopus Article
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Created: Thu, 08 Sep 2011, 16:51:08 EST by Dr Gentry White on behalf of ISSR - Research Groups