Using Discrete Event Simulations to Evaluate Time Series Forecasting Methods for Security Applications

Abstract

This paper documents the use of a discrete event simulation model to compare the effectiveness of forecasting systems available to support routine forecasts of criminal events in security applications. Military and police units regularly use forecasts of criminal events to divide limited resources, assign and redeploy special details, and conduct unit performance assessment. We use the simulation model to test the performance of available forecasting methods under a variety of conditions, including the presence of trends, seasonality and shocks. We find that, in most situations, a simple forecasting method that fuses the outputs of crime hot-spot maps with the outputs of univariate time series methods both significantly reduces modeling workload and provides significant performance improvement over the three currently used methods: naive forecasts, Holt-Winters smoothing, and ARIMA models.

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Document Details

Document Type
Technical Report
Publication Date
Dec 01, 2013
Accession Number
ADA618370

Entities

People

  • Donald E. Brown
  • Samuel H. Huddleston

Organizations

  • Center for Army Analysis

Tags

DTIC Thesaurus Topics

  • Abstracts
  • Amplitude
  • Crime
  • Engineering
  • Experimental Design
  • Geographic Regions
  • Geography
  • Grids
  • Hot Spots
  • Intensity
  • Operations Research
  • Probability
  • Security
  • Simulations
  • Spatial Distribution
  • Spreadsheet Software
  • Workload

Readers

  • Computational Modeling and Simulation
  • Government and Public Administration Law.
  • Regression Analysis.