Abstract
The self-exciting point process (SEPP) is a model of the spread of crime in space and time, incorporating background and triggering processes. It shows promising predictive performance and forms the basis of a popular commercial software package, however few detailed case studies describing the application of the SEPP to crime data exist in the scientific literature. Using open crime data from the City of Chicago, USA, we apply the SEPP to crime prediction of assaults and burglaries in nine distinct geographical regions of the city. The results indicate that the algorithm is not robust to certain features of the data, generating unrealistic triggering functions in various cases. A simulation study is used to demonstrate that this outcome is associated with a reduction in predictive accuracy. Analysing the second-order spatial properties of the data demonstrates that the failures in the algorithm are correlated with anisotropy. A modified version of the SEPP model is developed in which triggering is non-directional. We show that this provides improved robustness, both in terms of the triggering structure and the predictive accuracy.
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