MODELING OF VIOLENT CRIME RATES WITH ECONOMIC INDICATORS USING HYBRIDIZATION OF GREY RELATIONAL ANALYSIS AND SUPPORT VECTOR REGRESSION
DOI:
https://doi.org/10.11113/jt.v76.3899Keywords:
Support vector regression, grey relational analysis, particle swarm optimization, violent crime rates, economic indicatorsAbstract
Regression and econometric models are commonly applied in modeling of violent crime rates. However, these models are mainly linear and only capable in modeling linear relationships. Moreover, the econometric models are quite complex to develop. Although time series model is a promising alternative tool, limited historical data of crime rates makes the standard time series models less suitable for modeling the violent crime rates. Thus, in this study, a hybrid model that can handle limited historical data is proposed for modeling the violent crime rates. The proposed hybrid model combines grey relational analysis and support vector regression. Since inaccurate parameters setting leads to inaccuracy of support vector regression model, particle swarm optimization is used to increase the accuracy of the model. The proposed hybrid model is used to model the violent crime rates of United State based on economic indicators. The proposed model also has additional features such as able to choose the data series for economic indicators and significant economic indicators for the violent crime rates. The experimental results showed that the proposed model produces more accurate forecast as compared to multiple linear regression in forecasting the violent crime rates.
References
Yufei, Z. and J. Huifeng. 2010. Using GIS to Analyze and Forecast The Chinese Crime Rate. Information Science and Engineering (ICISE). Hangzhou, China. 4-6 December 2010. 3352-3354.
Tang, C. F. and H. H. Lean. 2007. Will Inflation Increase Crime Rate? New Evidence from Bounds and Modified Wald Tests. Global Crime. 8(4): 311-323.
Tang, C. F. 2011. An Exploration of Dynamic Relationship Between Tourist Arrivals, Inflation, Unemployment and Crime Rates in Malaysia. International Journal of Social Economics. 38(1): 50-69.
Wu, D. and Z. Wu. 2012. Crime, Inequality and Unemployment in England and Wales. Applied Economics. 44(29): 3765-3775.
Chen, P., H. Yuan and X. Shu. 2008. Forecasting Crime Using the ARIMA Model. Fuzzy Systems and Knowledge Discovery (FSKD). Jinan, Shandong, China. 18-20 October 2008. 627-630.
Shrivastav, A. K. and Ekata. 2012. Applicability of Box Jenkins ARIMA Model in Crime Forecasting: A Case Study of Counterfeiting in Gujarat State. International Journal of Advanced Research in Computer Engineering & Technology. 1(4): 494-497.
Noor, N. M. M., A. Retnowardhani, M. L. Abd and M.Y.M. Saman. 2013. Crime Forecasting Using ARIMA Model and Fuzzy Alpha-Cut. Journal of Applied Sciences. 13(1): 167-172.
Rosenfeld, R and R. Fornango. 2007. The Impact of Economic Conditions on Robbery and Property Crime: The Role of Consumer Sentiment. Criminology. 45(4): 735-769.
Andresen, M. A. 2013. Unemployment, Business Cycles, Crime, and the Canadian Provinces. Journal of Criminal Justice. 41(4): 220-227.
dos Santos, M. J. and A. L. Kassouf. 2013. A Cointegration Analysis of Crime, Economic Activity, and Police Performance in São Paulo City. Journal of Applied Statistics. 40(10): 2087-2109.
Kapuscinski, C. A., J. Braithwaite and B. Chapman. 1998. Unemployment and Crime: Toward Resolving the Paradox. Journal of Quantitative Criminology. 14(3): 215-243.
Rattner, A. 1990. Social Indicators and Crime Rate Forecasting. Social Indicators Research. 22(1): 83-95.
Yearwood, D. L., and G. Koinis. 2011. Revisiting Property Crime and Economic Conditions: An Exploratory Study to Identify Predictive Indicators Beyond Unemployment Rates. Social Science Journal. 48(1): 145-158.
Fajnzylber, P., D. Lederman and N. Loayza. 2002. What Causes Violent Crime? European Economic Review. 46(7): 1323-1357.
Han, M., and R. Wei. 2008. Variable Selection for Multivariate Time Series Prediction with Neural Networks. Neural Information Processing (ICONIP). Kitakyushu, Japan. 13-16 November 2007. 415-425.
Song, Q. and M. Shepperd. 2011. Predicting Software Project Effort: A Grey Relational Analysis Based Method. Expert Systems with Applications. 38: 7302-7316.
Deng, J. L. 1982. Control problems of Grey Systems. Systems and Control Letters. 5: 288-294.
Çaydaş, U., and A. Hasçalik. 2008. Use of the Grey Relational Analysis to Determine Optimum Laser Cutting Parameters With Multi-Performance Characteristics. Optics and Laser Technology. 40(7): 987-994.
Dong, F., Q. Tan and X. Li. 2009. The Relationship Between Chinese Energy Consumption and GDP: An Econometric Analysis Based on the Grey Relational Analysis (GRA). Grey Systems and Intelligent Services (GSIS). Nanjing, China. 10-12 November 2009. 153-157.
Sallehuddin, R. 2010. Hybridization of Nonlinear and Linear Model for Time Series Forecasting. Doctor Philosophy, Universiti Teknologi Malaysia.
Zhang, G. P. 2003. Time Series Forecasting Using a Hybrid ARIMA and Neural Network Model. Neurocomputing. 50: 159-175.
Zheng, L., H. Zhou, C. Wang and K. Cen. 2008. Combining Support Vector Regression and Ant Colony Optimization to Reduce Nox Emissions in Coal-Fired Utility Boilers. Energy and Fuels. 22(2): 1034-1040.
Ding, Z. 2012. Application of Support Vector Machine Regression in Stock Price Forecasting. Business, Economics, and Financial Sciences, Management (BEFM). Jeju Island, South Korea. 30-31 December 2011. 359-365.
Wu, J. and L. Jin. 2011. Daily Rainfall Prediction with SVR using a Novel Hybrid PSO-SA Algorithms. High-Performance Networking, Computing and Communications Systems (ICHCC). Singapore, Singapore. 5-6 May 2011. 508-515.
Wu, J. and E. Chen. 2010. A Novel Hybrid Particle Swarm Optimization for Feature Selection and Kernel Optimization in Support Vector Regression. Computational Intelligence and Security (CIS). Nanning, China. 11-14 December 2010. 189-194.
Zhao, S. and L. Wang. 2010. Support Vector Regression Based on Particle Swarm Optimization for Rainfall Forecasting. Computational Sciences and Optimization, (CSO), Theoretical Development and Engineering Practice. Huangshan, Anhui, China. 28-31 May 2010. 484-487.
Liao, R., H. Zheng, S. Grzybowski and L. Yang. 2011. Particle Swarm Optimization-Least Squares Support Vector Regression Based Forecasting Model On Dissolved Gases In Oil-Filled Power Transformers. Electric Power Systems Research. 81(12): 2074-2080.
Makridakis, S. 1993. Accuracy Measures: Theoretical and Practical Concerns. International Journal of Forecasting. 9(4): 527-529.
Kennedy, J. and R. Eberhart. 1995. Particle Swarm Optimization. Neural Networks. Perth, Australia.1942-1948.
Wang, H., H. Sun, C. Li, S. Rahnamayan and J. S. Pan. 2013. Diversity Enhanced Particle Swarm Optimization With Neighborhood Search. Information Sciences. 223: 119-135.
He, G. and N. J. Huang. 2012. A Modified Particle Swarm Optimization Algorithm with Applications. Applied Mathematics and Computation. 219(3): 1053-1060.
Lu, C. J., C. H. Chang, C. Y. Chen, C. C. Chiu and T. S. Lee. 2009. Stock Index Prediction: A Comparison of MARS, BPN and SVR in an Emerging Market. Industrial Engineering and Engineering Management (IEEM). Hong Kong, China. 8-11 December 2009. 2343-2347.
Lins, I. D., M.D.C. Moura, E. Zio, and E.L Droguett. 2012. A Particle Swarm-optimized Support Vector Machine for Reliability Prediction. Quality and Reliability Engineering International. 28(2): 141-158.
Hu, Y., C. Wu and H. Liu. 2011. Prediction of Passenger Flow on the Highway Based on the Least Square Support Vector Machine. Transport. 26(2): 197-203.
Xin, N., X. Gu, H. Wu, Y. Hu and Z. Yang. 2012. Application of Genetic Algorithm-support Vector Regression (GA-SVR) for Quantitative Analysis of Herbal Medicines. Journal of Chemometrics. 26(7): 353-360.
Wang, J., L. Li, D. Niu and Z. Tan. 2012. An Annual Load Forecasting Model Based on Support Vector Regression With Differential Evolution Algorithm. Applied Energy. 94: 65-70.
Cao, H. and M. Ahmed. 2010. Application of Support Vector Regression Trained by Particle Swarm Optimization in Warrant Price Prediction. Industrial Mechatronics and Automation (ICIMA). Wuhan, China. 30-31 May 2010. 358-361.
Min, Z. and T. Huanqi. 2011. Short Term Load Forecasting with Least Square Support Vector Regression and PSO. Applied Informatics and Communication (ICAIC). Xi'an, China. 20-21 August 2011. 124-132.
Lin, Z. and C. Tian. 2013. Soft Measurement Technology and Implementation Based on PSO-SVR. Applied Mechanics and Materials. 392: 774-778.
Lin, S. W., Z. J. Lee, S. C. Chen and T. Y. Tseng. 2008. Parameter Determination of Support Vector Machine and Feature Selection Using Simulated Annealing Approach. Applied Soft Computing Journal. 8(4): 1505-1512.
Zhou, H., J.P. Zhao, L.G. Zheng, C.L. Wang and K.F. Cen. 2012. Modeling NO x Emissions from Coal-Fired Utility Boilers Using Support Vector Regression With Ant Colony Optimization. Engineering Applications of Artificial Intelligence. 25(1): 147-158.
Jiang, H., Z. Yan and X. Liu. 2013. Melt Index Prediction Using Optimized Least Squares Support Vector Machines Based On Hybrid Particle Swarm Optimization Algorithm. Neurocomputing. 119: 469-477.
Wu, J., M. Liu and L. Jin. 2010. A Hybrid Support Vector Regression Approach for Rainfall Forecasting Using Particle Swarm Optimization and Projection Pursuit Technology. International Journal of Computational Intelligence and Applications. 9(2): 87-104.
Safarzadegan Gilan, S., H. Bahrami Jovein and A. A. Ramezanianpour. 2012. Hybrid Support Vector Regression - Particle Swarm Optimization for Prediction of Compressive Strength and RCPT of Concretes Containing Metakaolin. Construction and Building Materials. 34: 321-329.
Deng, J. L. 1989. Introduction to Grey System Theory. The Journal of Grey System. 1: 1-12.
Fu, C., J. Zheng, J. Zhao and W. Xu. 2001. Application of Grey Relational Analysis for Corrosion Failure of Oil Tubes. Corrosion Science. 43(5): 881-889.
Sallehuddin, R., S. M. Shamsuddin and S. Z. M Hashim. 2008. Hybridization Model of Linear and Nonlinear Time Series Data for Forecasting. Modelling and Simulation (AMS). Kuala Lumpur, Malaysia. 13-15 May 2008. 597-602.
Xuerui, T. and L. Yuguang, L. 2004. Using Grey Relational Analysis to Analyze the Medical Data. Kybernetes. 33(2): 355-362.
Huang, Y., H. Wang, G. Xing and D. Sun. 2010. A Hybrid Grey Relational Analysis and Support Vector Machines Approach for Forecasting Consumption of Spare Parts. Artificial Intelligence and Education (ICAIE). Hangzhou, China. 29-30 October 2010. 602-605.
Kung, C. Y., T.M. Yan, S.C. Chuang and J.R. Wang. 2006. Applying Grey Relational Analysis to Assess the Relationship Among Service Quality Customer Satisfaction and Customer Loyalty. Cybernetics and Intelligent Systems. Bangkok, Thailand. 7-9 June 2006.
Cantor, D. and K. C. Land. 2001. Unemployment and Crime Rate Fluctuations: A Comment on Greenberg. Journal of Quantitative Criminology. 17(4): 329-342.
Downloads
Published
Issue
Section
License
Copyright of articles that appear in Jurnal Teknologi belongs exclusively to Penerbit Universiti Teknologi Malaysia (Penerbit UTM Press). This copyright covers the rights to reproduce the article, including reprints, electronic reproductions, or any other reproductions of similar nature.