Use of Markov and semi-Markovian Theory to Model Categorised Level of Terrorist Threat

Result code in IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F60162694%3AG42__%2F19%3A00536688" target="_blank" >RIV/60162694:G42__/19:00536688 - isvavai.cz</a>

Result on the web

—

DOI - Digital Object Identifier

—

Result language

angličtina

Original language name

Use of Markov and semi-Markovian Theory to Model Categorised Level of Terrorist Threat

Original language description

A link can be found between the internal stability of a society and a threat of terrorism for a given country. Two models, that take into account the above mentioned connection by utilising quantitative indicators of the stability of a given society have been presented by the authors thus far. These models both utilise a Markov chain for governing the time development of the categorised level of the terrorist threat. A generalised linear model (GLM), is used in both terrorist threat models to connect the categorised level of terrorist threat with the quantitative indicators of the stability of the society. The difference is in the parameters of the considered GLM. Additionally, a real data comparison of the two models was carried out. This paper summarizes the earlier results of the authors on the non- homogeneous Markov chain models. In the second part of the paper a further course of the research is pioneered. It is supposed that the quality of the modeling and prediction can be improved by using a semi-markovian model. In order to describe the semi-markovian process governing the risk events’ evolution in time it is necessary to estimate the transition matrix of the underlying Markov chain of states the process visits. Furthermore, it is necessary to describe the distribution of times the process stays in given states. A theoretical background and its adaptation to the security applications is provided.

Czech name

—

Czech description

—

Type

D - Article in proceedings

CEP classification

—

OECD FORD branch

10103 - Statistics and probability

Project

—

Continuities

S - Specificky vyzkum na vysokych skolach

Publication year

2019

Confidentiality

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection

14 th PhD Conference Proceedings New Trends in National Security

ISBN

978-80-7582-085-3

ISSN

—

e-ISSN

—

Number of pages

9

Pages from-to

201-209

Publisher name

Univerzita Obrany v Brně

Place of publication

Brno

Event location

Brno

Event date

Feb 6, 2019

Type of event by nationality

EUR - Evropská akce

UT code for WoS article

—