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

Kód výsledku v IS VaVaI

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Výsledek na webu

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DOI - Digital Object Identifier

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Jazyk výsledku

angličtina

Název v původním jazyce

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

Popis výsledku v původním jazyce

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.

Název v anglickém jazyce

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

Popis výsledku anglicky

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.

Druh

D - Stať ve sborníku

CEP obor

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OECD FORD obor

10103 - Statistics and probability

Projekt

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Návaznosti

S - Specificky vyzkum na vysokych skolach

Rok uplatnění

2019

Kód důvěrnosti údajů

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

Název statě ve sborníku

14 th PhD Conference Proceedings New Trends in National Security

ISBN

978-80-7582-085-3

ISSN

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e-ISSN

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Počet stran výsledku

9

Strana od-do

201-209

Název nakladatele

Univerzita Obrany v Brně

Místo vydání

Brno

Místo konání akce

Brno

Datum konání akce

6. 2. 2019

Typ akce podle státní příslušnosti

EUR - Evropská akce

Kód UT WoS článku

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