Evaluating forecasts of political conflict dynamics

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

Research output: Contribution to journalArticlepeer-review

34 Scopus citations


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.

Original languageEnglish (US)
Pages (from-to)944-962
Number of pages19
JournalInternational Journal of Forecasting
Issue number4
StatePublished - Oct 2014

All Science Journal Classification (ASJC) codes

  • Business and International Management


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