Conflict Management and Peace Science · 2011 · 167 citations · 52 references
Social SciencesConflict StudiesPolitical ScienceConflict AnalysisForecastingTime Series AnalysisArab-israeli ConflictConflict DynamicsInterstate ConflictTime Series ForecastingTime Series ModelingTime Series PredictionBayesian Vector AutoregressionConflict ForecastingGeopolitical ForecastingQuantitative Forecasting ModelsReal-time ProcessingRegional Conflict DynamicsVector AutoregressionVector Autoregression Forecasting
The authors propose a framework for forecasting and analyzing regional and international conflicts. The framework combines the CAMEO event‑coding system with Markov‑switching and Bayesian vector autoregression models to produce accurate, real‑time, uncertainty‑aware forecasts that capture simultaneous actor behaviors and incorporate prior beliefs. The model predicts that material conflict between Israel and Palestine will rise in 2010 compared to 2009.
We propose a framework for forecasting and analyzing regional and international conflicts. It generates forecasts that (1) are accurate but account for uncertainty, (2) are produced in (near) real time, (3) capture actors’ simultaneous behaviors, (4) incorporate prior beliefs, and (5) generate policy contingent forecasts. We combine the CAMEO event-coding framework with Markov-switching and Bayesian vector autoregression models to meet these goals. Our example produces a series of forecasts for material conflict between the Israelis and Palestinians for 2010. Our forecast is that the level of material conflict between these belligerents will increase in 2010, compared to 2009.
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Robert E. Kass, Adrian E. Raftery · Journal of the American Statistical Association · 1995 · 12.3K citations
Natural Sciences, Behavioral Sciences, Bayesian Biostatistics +11
Peter Christoffersen · International Economic Review · 1998 · 2.7K citations
Business, Economics, Risk Management +17