A Spatially Correlated Model with Generalized Autoregressive Conditionally Heteroskedastic Structure for Counts of Crimes

Entropy (Basel). 2022 Jun 29;24(7):892. doi: 10.3390/e24070892.

Abstract

Crime is a negative phenomenon that affects the daily life of the population and its development. When modeling crime data, assumptions on either the spatial or the temporal relationship between observations are necessary if any statistical analysis is to be performed. In this paper, we structure space-time dependency for count data by considering a stochastic difference equation for the intensity of the space-time process rather than placing structure on a latent space-time process, as Cox processes would do. We introduce a class of spatially correlated self-exciting spatio-temporal models for count data that capture both dependence due to self-excitation, as well as dependence in an underlying spatial process. We follow the principles in Clark and Dixon (2021) but considering a generalized additive structure on spatio-temporal varying covariates. A Bayesian framework is proposed for inference of model parameters. We analyze three distinct crime datasets in the city of Riobamba (Ecuador). Our model fits the data well and provides better predictions than other alternatives.

Keywords: B-splines; Bayesian inference; MCMC; autoregressive structure; crimes; self-exciting models; spatio-temporal patterns.