Hybrid Support Vector Regression and Autoregressive Integrated Moving Average Models Improved by Particle Swarm Optimization for Property Crime Rates Forecasting with Economic Indicators

Crimes forecasting is an important area in the field of criminology. Linear models, such as regression and econometric models, are commonly applied in crime forecasting. However, in real crimes data, it is common that the data consists of both linear and nonlinear components. A single model may not...

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Main Authors: Razana Alwee, Siti Mariyam Hj Shamsuddin, Roselina Sallehuddin
Format: Article
Language:English
Published: Wiley 2013-01-01
Series:The Scientific World Journal
Online Access:http://dx.doi.org/10.1155/2013/951475
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author Razana Alwee
Siti Mariyam Hj Shamsuddin
Roselina Sallehuddin
author_facet Razana Alwee
Siti Mariyam Hj Shamsuddin
Roselina Sallehuddin
author_sort Razana Alwee
collection DOAJ
description Crimes forecasting is an important area in the field of criminology. Linear models, such as regression and econometric models, are commonly applied in crime forecasting. However, in real crimes data, it is common that the data consists of both linear and nonlinear components. A single model may not be sufficient to identify all the characteristics of the data. The purpose of this study is to introduce a hybrid model that combines support vector regression (SVR) and autoregressive integrated moving average (ARIMA) to be applied in crime rates forecasting. SVR is very robust with small training data and high-dimensional problem. Meanwhile, ARIMA has the ability to model several types of time series. However, the accuracy of the SVR model depends on values of its parameters, while ARIMA is not robust to be applied to small data sets. Therefore, to overcome this problem, particle swarm optimization is used to estimate the parameters of the SVR and ARIMA models. The proposed hybrid model is used to forecast the property crime rates of the United State based on economic indicators. The experimental results show that the proposed hybrid model is able to produce more accurate forecasting results as compared to the individual models.
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spelling doaj-art-a06ee93c60704c13b65d1e64f19247cc2025-08-20T02:20:52ZengWileyThe Scientific World Journal1537-744X2013-01-01201310.1155/2013/951475951475Hybrid Support Vector Regression and Autoregressive Integrated Moving Average Models Improved by Particle Swarm Optimization for Property Crime Rates Forecasting with Economic IndicatorsRazana Alwee0Siti Mariyam Hj Shamsuddin1Roselina Sallehuddin2Soft Computing Research Group, Faculty of Computing, Universiti Teknologi Malaysia, 81310 Skudai, Johor, MalaysiaSoft Computing Research Group, Faculty of Computing, Universiti Teknologi Malaysia, 81310 Skudai, Johor, MalaysiaSoft Computing Research Group, Faculty of Computing, Universiti Teknologi Malaysia, 81310 Skudai, Johor, MalaysiaCrimes forecasting is an important area in the field of criminology. Linear models, such as regression and econometric models, are commonly applied in crime forecasting. However, in real crimes data, it is common that the data consists of both linear and nonlinear components. A single model may not be sufficient to identify all the characteristics of the data. The purpose of this study is to introduce a hybrid model that combines support vector regression (SVR) and autoregressive integrated moving average (ARIMA) to be applied in crime rates forecasting. SVR is very robust with small training data and high-dimensional problem. Meanwhile, ARIMA has the ability to model several types of time series. However, the accuracy of the SVR model depends on values of its parameters, while ARIMA is not robust to be applied to small data sets. Therefore, to overcome this problem, particle swarm optimization is used to estimate the parameters of the SVR and ARIMA models. The proposed hybrid model is used to forecast the property crime rates of the United State based on economic indicators. The experimental results show that the proposed hybrid model is able to produce more accurate forecasting results as compared to the individual models.http://dx.doi.org/10.1155/2013/951475
spellingShingle Razana Alwee
Siti Mariyam Hj Shamsuddin
Roselina Sallehuddin
Hybrid Support Vector Regression and Autoregressive Integrated Moving Average Models Improved by Particle Swarm Optimization for Property Crime Rates Forecasting with Economic Indicators
The Scientific World Journal
title Hybrid Support Vector Regression and Autoregressive Integrated Moving Average Models Improved by Particle Swarm Optimization for Property Crime Rates Forecasting with Economic Indicators
title_full Hybrid Support Vector Regression and Autoregressive Integrated Moving Average Models Improved by Particle Swarm Optimization for Property Crime Rates Forecasting with Economic Indicators
title_fullStr Hybrid Support Vector Regression and Autoregressive Integrated Moving Average Models Improved by Particle Swarm Optimization for Property Crime Rates Forecasting with Economic Indicators
title_full_unstemmed Hybrid Support Vector Regression and Autoregressive Integrated Moving Average Models Improved by Particle Swarm Optimization for Property Crime Rates Forecasting with Economic Indicators
title_short Hybrid Support Vector Regression and Autoregressive Integrated Moving Average Models Improved by Particle Swarm Optimization for Property Crime Rates Forecasting with Economic Indicators
title_sort hybrid support vector regression and autoregressive integrated moving average models improved by particle swarm optimization for property crime rates forecasting with economic indicators
url http://dx.doi.org/10.1155/2013/951475
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AT sitimariyamhjshamsuddin hybridsupportvectorregressionandautoregressiveintegratedmovingaveragemodelsimprovedbyparticleswarmoptimizationforpropertycrimeratesforecastingwitheconomicindicators
AT roselinasallehuddin hybridsupportvectorregressionandautoregressiveintegratedmovingaveragemodelsimprovedbyparticleswarmoptimizationforpropertycrimeratesforecastingwitheconomicindicators