Assessing Extreme Value Analysis to Predict Rare Events from the Global Terrorism Database

• Activity Number: 366 - Contributed Poster Presentations: Section on Statistics in Defense and National Security
• Type: Contributed
• Date/Time: Wednesday, August 5, 2020 : 10:00 AM to 2:00 PM
• Sponsor: Section on Statistics in Defense and National Security
• Author(s): Gabriel Huerta and Lekha Patel* and Lyndsay Shand and Derek Tucker and William Miller
• Companies: Sandia National Laboratories and Sandia National Laboratories and Sandia National Laboratories and Sandia National Lab and Sandia National Laboratories
• Keywords: Extreme values analysis; Global terrorism database; Generalized Pareto distribution; Generalized Extreme Value

Abstract

Extreme value methods have commonly been used to predict and quantify uncertainty around environmental or climatological events that could have high impact on human casualties or costs (e.g. earthquakes, hurricanes, flooding, wildfires). In this work, our focus is to study the number of casualties as the variable of interest, from the Global Terrorism Database (GTD) for a particular region and time frame and characterize events via finding extreme observations and fitting both a Generalized Extreme Value (GEV) and Generalized Pareto Distribution (GPD) to this data. We assess whether the goodness of fit of the GEV and GPD parameters are adequate for our framework. For the latter, we also provide graphical representations of predicted 95% and 99% quantiles based on our models and compare these to the actual data. The results of these analyses are a building block into the development of a representative Bayesian hierarchical model that fully characterizes the spatial-temporal relationships present in extreme events from the GTD.