Evaluating forecasts of political conflict dynamics

Patrick T. Brandt, John R. Freeman and Philip A. Schrodt

International Journal of Forecasting, 2014, vol. 30, issue 4, 944-962

Abstract: There is considerable interest today in the forecasting of conflict dynamics. Commonly, the root mean square error and other point metrics are used to evaluate the forecasts from such models. However, conflict processes are non-linear, so these point metrics often do not produce adequate evaluations of the calibration and sharpness of the forecast models. Forecast density evaluation improves the model evaluation. We review tools for density evaluation, including continuous rank probability scores, verification rank histograms, and sharpness plots. The usefulness of these tools for evaluating conflict forecasting models is explained. We illustrate this, first, in a comparison of several time series models’ forecasts of simulated data from a Markov-switching process, and second, in a comparison of several models’ abilities to forecast conflict dynamics in the Cross Straits. These applications show the pitfalls of relying on point metrics alone for evaluating the quality of conflict forecasting models. As in other fields, it is more useful to employ a suite of tools. A non-linear vector autoregressive model emerges as the model which is best able to forecast conflict dynamics between China and Taiwan.

Keywords: Conflict dynamics; Bayesian; Time series; Density evaluation; Verification rank histogram; Scoring rules (search for similar items in EconPapers)
Date: 2014
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Citations: View citations in EconPapers (6)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:intfor:v:30:y:2014:i:4:p:944-962

DOI: 10.1016/j.ijforecast.2014.03.014

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