Deep Learning for Real Time Crime Forecasting
نویسندگان
چکیده
Accurate real time crime prediction is a fundamental issue for public safety, but remains a challenging problem for the scientific community. Crime occurrences depend on many complex factors. Compared to many predictable events, crime is sparse. At different spatiotemporal scales, crime distributions display dramatically different patterns. These distributions are of very low regularity in both space and time. In this work, we adapt the state-of-the-art deep learning spatio-temporal predictor, ST-ResNet [Zhang et al, AAAI, 2017], to collectively predict crime distribution over the Los Angeles area. Our models are two staged. First, we preprocess the raw crime data. This includes regularization in both space and time to enhance predictable signals. Second, we adapt hierarchical structures of residual convolutional units to train multifactor crime prediction models. Experiments over a half year period in Los Angeles reveal highly accurate predictive power of our models.
منابع مشابه
Deep Learning for Real-Time Crime Forecasting and its Ternarization
Real-time crime forecasting is important. However, accurate prediction of when and where the next crime will happen is difficult. No known physical model provides a reasonable approximation to such a complex system. Historical crime data are sparse in both space and time and the signal of interests is weak. In this work, we first present a proper representation of crime data. We then adapt the ...
متن کاملGraph-Based Deep Modeling and Real Time Forecasting of Sparse Spatio-Temporal Data
We present a generic framework for spatio-temporal (ST) data modeling, analysis, and forecasting, with a special focus on data that is sparse in both space and time. Our multi-scaled framework is a seamless coupling of two major components: a self-exciting point process that models the macroscale statistical behaviors of the ST data and a graph structured recurrent neural network (GSRNN) to dis...
متن کاملP-V-L Deep: A Big Data Analytics Solution for Now-casting in Monetary Policy
The development of new technologies has confronted the entire domain of science and industry with issues of big data's scalability as well as its integration with the purpose of forecasting analytics in its life cycle. In predictive analytics, the forecast of near-future and recent past - or in other words, the now-casting - is the continuous study of real-time events and constantly updated whe...
متن کاملImproving Stock Return Forecasting by Deep Learning Algorithm
Improving return forecasting is very important for both investors and researchers in financial markets. In this study we try to aim this object by two new methods. First, instead of using traditional variable, gold prices have been used as predictor and compare the results with Goyal's variables. Second, unlike previous researches new machine learning algorithm called Deep learning (DP) has bee...
متن کاملNonlinear Model Improves Stock Return Out of Sample Forecasting (Case Study: United State Stock Market)
Improving out-of-sample forecasting is one of the main issues in financial research. Previous studies have achieved this objective by increasing the number of input variables or changing the kind of input variables. Changing the forecasting model is another possible approach to improve out-of-sample forecasting. Most researches have focused on linear models, while few have studied nonlinear mod...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید
ثبت ناماگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید
ورودعنوان ژورنال:
- CoRR
دوره abs/1707.03340 شماره
صفحات -
تاریخ انتشار 2017