Predicting Social Unrest Events with Hidden Markov Models Using GDELT. (10th May 2017)

• Record Type: Journal Article
• Authors: Qiao, Fengcai; Li, Pei; Zhang, Xin; Ding, Zhaoyun; Cheng, Jiajun; Wang, Hui
• Other Names: Candito Pasquale Academic Editor.
• Is Part Of: Discrete dynamics in nature and society. Volume 2017(2017)
• Publication Date: 2017-05-10
• Subjects: System analysis -- Periodicals; Dynamics -- Periodicals; Chaotic behavior in systems -- Periodicals; Differentiable dynamical systems -- Periodicals; 003.05
• DOI: 10.1155/2017/8180272
• Languages: English
• ISSNs: 1026-0226

Abstract

Abstract : Proactive handling of social unrest events which are common happenings in both democracies and authoritarian regimes requires that the risk of upcoming social unrest event is continuously assessed. Most existing approaches comparatively pay little attention to considering the event development stages. In this paper, we use autocoded events dataset GDELT (Global Data on Events, Location, and Tone) to build a Hidden Markov Models (HMMs) based framework to predict indicators associated with country instability. The framework utilizes the temporal burst patterns in GDELT event streams to uncover the underlying event development mechanics and formulates the social unrest event prediction as a sequence classification problem based on Bayes decision. Extensive experiments with data from five countries in Southeast Asia demonstrate the effectiveness of this framework, which outperforms the logistic regression method by 7% to 27% and the baseline method 34% to 62% for various countries.