滞后
动力系数
自回归模型
计算机科学
计量经济学
报纸
毒物控制
时间序列
统计
机器学习
经济
数学
政治学
法学
医学
环境卫生
作者
Salvador Ramallo,Máximo Camacho,Manuel Ruiz Marín,Maurizio Porfiri
标识
DOI:10.1016/j.jcrimjus.2023.102051
摘要
Research on temporal dynamics of crime in the United States is growing. Yet, mathematical tools to reliably predict homicides with firearm are still lacking, due to delays in the release of official data lagging up to almost two years. This study takes a critical step in this direction by establishing a reliable statistical tool to predict homicides with firearm at a monthly resolution, combining official data and easy-to-access explanatory variables. We propose a dynamic factor model to predict homicides with firearm from 1999 to 2020 using official monthly data released yearly by the Centers for Disease Control and Prevention, provisional quarterly data from the same agencies, media output from newspapers, and crowdsourced information from the Guns Violence Archive. Statistical findings demonstrate that the dynamic factor model outperforms state-of-the-art techniques (AI and classical autoregressive models). The dynamic factor model offers improved ability to backcast, nowcast, and forecast homicides with firearm, and can anticipate sudden changes in the time-series. By decomposing the time-series of homicides with firearm on common and idiosyncratic components, the dynamic factor model successfully captures their complex time-evolution. This approach offers a vantage point to policymakers and practitioners, allowing for timely predictions, otherwise unfeasible.
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