J Geograph Syst (2008) 10:141165 DOI 10.

1007/s10109-008-0058-4 ORIGINAL ARTICLE

A bootstrap based spacetime surveillance model with an application to crime occurrences

Youngho Kim Morton OKelly

Received: 21 March 2007 / Accepted: 18 January 2008 / Published online: 9 February 2008 Springer-Verlag 2008

Abstract This study proposes a bootstrap-based spacetime surveillance model. Designed to nd emerging hotspots in near-real time, the bootstrap based model is characterized by its use of past occurrence information and bootstrap permutations. Many existing spacetime surveillance methods, using population at risk data to generate expected values, have resulting hotspots bounded by administrative area units and are of limited use for near-real time applications because of the population data needed. However, this study generates expected values for local hotspots from past occurrences rather than population at risk. Also, bootstrap permutations of previous occurrences are used for signicant tests. Consequently, the bootstrapbased model, without the requirement of population at risk data, (1) is free from administrative area restriction, (2) enables more frequent surveillance for continuously updated registry database, and (3) is readily applicable to criminology and epidemiology surveillance. The bootstrap-based model performs better for space time surveillance than the spacetime scan statistic. This is shown by means of simulations and an application to residential crime occurrences in Columbus, OH, year 2000. Keywords Space-time cluster Surveillance Crime analysis C15

JEL Classication

Y. Kim (&) Department of Geography and Earth Science, The University of North Carolina at Charlotte, Charlotte, NC, USA e-mail: ykim58@uncc.edu M. OKelly Department of Geography, The Ohio State University, Columbus, OH, USA e-mail: okelly.1@osu.edu

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1 Introduction Map presentations and corresponding spatial pattern analyses of crime or disease incidents have a long history. Some key examples include the map of cholera victims and water supply locations by Snow (1857) and locations of high crime areas in Chicago related to attribute features of neighborhood by Shaw and McKay (1942). Following these classical examples, spatial analyses and corresponding cluster/clustering of spatial occurrences have been the subject of many studies. The subject area of spatial cluster/clustering analysis has developed considerably in recent years (Lawson 2005; Waller and Gotway 2004) and has led to greater use of geographical and statistical tools. Recently, combined with wide availability of regularly updated geo-referenced data, interests in spatial cluster/clustering analyses have been extended from a spatial dimension (nding clusters in one time period) to spacetime dimensions (analyzing multiple time periods in space). Considering that spatial patterns of phenomena are the result of continuous occurrences over space and time, studies focusing on the spatial dimension tend to ignore dynamically changing temporal patterns. In the view of the limitations of spatial analyses, cluster analyses on spacetime dimensions have many advantages because they can provide more realistic and exible information on hotspots changing over time. In particular, spacetime cluster analyses enable more specic and detailed interpretations such as times, locations, and constantly changing sizes of hotspots. As a category in spacetime cluster analyses, prospective surveillance analyses aim at quick detection of unusual spatial patterns of occurrences in near-real time (Sonesson and Bock 2003). In particular, Rogerson (1997) describes surveillance as detecting clusters by combining prior data with new information as a sequential and ongoing process. From an application perspective, appropriate surveillance analyses enable rapid medical treatments against outbreaks of infectious diseases and efcient deployments of police resources to crime hotspots. Given the aims and importance of surveillance, a geographical surveillance model needs to provide exact cluster locations and their spatial ranges. In addition, the surveillance model should be applicable in near real-time as new data are collected and registered. However, many currently existing surveillance methods do not necessarily satisfy these needs because of several restrictions as follows. First, the use of population information commonly results in problems in generating expected counts. Many surveillance models (Kulldorff 1997, 2001; Kulldorff and Nagarwalla 1995; Rogerson 1997) use population information, generally updated decennially, to calculate expected counts, likelihood ratio, and signicance. This implies that the surveillance analyses assume xed population estimates and corresponding expected counts for 10 years, which is considerably different from the reality. The problems would be directly reected on the sensitivity of the analyses. Moreover, unmeasured large changes in underlying population may generate biased or unrealistic results. Second, the use of area data involves approximations in the locations and the ranges of hotspots. Many surveillance analyses use area data because most currently available population data are based on Census administrative units. Even when pointbased individual case data are available, the point data must be aggregated based on

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the area units for the use of population statistics and corresponding generation of expected values. The use of area data impose a limit in spatial resolution of results, and identifying precise and true hotspot locations and ranges becomes difcult. Third, some surveillance models (Rogerson 1997; Rogerson and Sun 2001; Rogerson and Yamada 2004) cannot provide locations and ranges of hotspots because they test for global changes of spatial patterns over time. The models measure signicant deviations from prior spatial patterns, signaling alarms when spatially clustered and excessive occurrences are observed. However, global measures of spatial patterns, such as Tangos statistic (Tango 1995) and Nearest Neighbor statistic (Clark and Evans 1954), cannot provide locations and ranges of hotspots. This problem restricts the applications of surveillance analyses, where goals are rapid and efcient responses to emerging hotspots. This study provides a bootstrap-based surveillance model to nd spacetime clusters and an application to residential crime occurrences in Columbus, Ohio. The model aims to handle the limitations of existing surveillance methods in several aspects. First, the number of previous occurrences generates expected values rather than underlying population at risk. For the purpose of surveillance analyses, which detect a sudden increase of a phenomenon, direct comparisons among occurrences over time appear to be more reasonable. In addition, given that limited population data availability from slow updates encumbers surveillance analyses, an analysis free from population data enables continuous and more frequent surveillance analyses. Second, an application of local windows for hotspot identication overcomes the problems of using area data. Particularly, user-dened circular windows are applied. The use of windows provides more precise hotspot locations and ranges by presenting hotspot areas with overlaid multiple windows. Consequently, the shape of hotspots does not have to be bounded by administrative area units. Third, the signicance of the hotspots is tested by previous occurrences of the same area using bootstrap permutation. Doing repeated analyses in an analysis may cause multiple testing problems, which lead to type I error (indentifying false hotspots). A modied Bonferroni adjustment is applied to handle the problem. This study is organized as follows. Section 2 provides a background and reviews of cluster/clustering analyses, focusing on their capabilities and limitations. Section 3 presents a conceptual background of the model, likelihood ratio test, and handling for multiple testing problems. Section 6 presents power comparison of two surveillance models and statistical distributions of the model under null hypothesis using randomly generated spacetime point patterns. Section 9 presents data descriptions and analysis results compared with widely applied surveillance measures such as spacetime scan statistic (Kulldorff 2001), spacetime permutation scan statistic (Kulldorff et al. 2005), and cumulative sum (CUSUM) version of Tangos statistic (Rogerson 1997). The last section provides the conclusion. 2 Background and literature review: from spatial clustering analysis to space time surveillance A cluster indicates a collection of cases inconsistent with a null hypothesis, and clustering implies the overall propensity of cases to cluster together (Besag and

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Newell 1991; Waller and Gotway 2004). Therefore, Waller and Gotway (2004) explain that tests to detect clusters determine which collection of cases represents the most signicant clusters, and a test of clustering provides a single assessment of the statistical signicance of the pattern for the entire area. Cluster/clustering tests can be further distinguished by general and focused tests (Besag and Newell 1991), whereas general tests nd cluster/clustering anywhere in the study area, focused tests nd cluster/clustering around pre-specied factors that have been previously hypothesized to be associated with the phenomenon of interest. Based on the earlier distinctions, general clustering tests include Morans I (1948) and its variants, which provide a single value of the overall spatial patterns of a study area. General cluster tests include Geographical Analysis Machine (Openshaw and Charlton 1987), the cluster evaluation permutation statistic (Turnbull et al. 1990), and the spatial scan statistic (Kulldorff and Nagarwalla 1995) providing specic size and location of clusters. These general cluster tests are characterized by drawing a number of circular windows in a study area. In addition, Local spatial statistics, such as Local Indicators of Spatial Autocorrelation (LISA) (Anselin 1995) and Local Statistics Model (LSM) (Getis and Aldstadt 2004) would also belong to a general cluster test category. The local spatial statistics quantify clusters or spatial autocorrelations by providing similarity in an area (e.g. local Morans I, Anselin 1995) or clusters of high or low values (e.g. local G statistics, Getis and Ord 1992; Ord and Getis 1995). Although both tests are widely used, local G statistics would be more appropriate compared to local Morans I for the purpose of detecting spatial clusters. As pointed out by Zhang and Lin (2006), the use of local Morans I requires additional Moran scatter plot to distinguish between lowand high-value clusters. In addition, it should be noted that the capability of local spatial statistic measures can be extended by applying appropriate spatial weight matrix (Aldstadt and Getis 2006; Getis and Aldstadt 2004). Focused clustering tests measure the effects of pre-specied factors on clustering. Score test (Lawson 1993; Waller et al. 1992) and Stone test (Stone 1988) belong to this category. Score test uses the levels of exposure to the prespecied factors. The levels are approximated by inverse distances (Waller et al. 1992) or other variables (Lawson 1993). Stone test does not require the specication of parametric exposureoccurrence relationship (Waller and Gotway 2004 p. 265). Instead, it tests if the risk remains the same or decreases. In a spatial-temporal perspective, in which observed spacetime patterns are tested against patterns formed by random process, the cluster/clustering tests are divided into retrospective and prospective analyses depending on their use of data and corresponding continuity of analyses (Sonesson and Bock 2003). Retrospective analyses are characterized by a single attempt to nd clusters based on past and xed information. Therefore, the resulting clusters indicate hotspots in a given study area in the past. Retrospective analyses are usually applied to estimate prevalent spatial phenomena in the past and their comparison in different areas and times. Prospective analyses contrast with retrospective analyses by testing newly emerging cluster/clustering and within near-real time with continuously updated data (Rogerson 1997). The emergence of prospective analyses reects needs for repeated analyses designed for regularly updated data over time. Many cities and

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municipalities are maintaining crime or disease registries, continuously collecting information on various occurrences. In particular, incidents are added to the data registry on daily, weekly, or monthly bases, depending on the type of occurrences and capacities of institutions. In spite of the large availability of the dataset, many existing spacetime clustering models have been developed for retrospective analyses for temporally xed data (Farrington and Beale 1998, p. 98; Lawson 2005; Rogerson 1997). These retrospective models have limitations for surveillance applications because they neither provide exact hotspot locations in a timely manner nor help take instant preventive actions. However, prospective analyses handle the problems by detecting newly emerging clusters, so that the analyses offer the opportunity to provide proactive, early detection of raised incidence (Elliott and Wartenberg 2004) and enable ongoing collection, analysis, and interpretation of outcome-specic data for prevention and control (Thacker and Berkelman 1988). Prospective surveillance detects cluster/clustering by combining prior data with continuously updated information. The models for prospective surveillance are categorized by approaches handling spacetime data (Sonesson and Bock 2003). One approach applies (or extends) spatial models to multiple periods to measure changes of spatial patterns over time, allowing sequential updates in the information. Variants of Cumulative Sum (CUSUM) statistics (Rogerson 1997; Rogerson and Sun 2001; Rogerson 2001a, 2001b) and extensions of spatial scan statistics (Kulldorff 2001; Kulldorff et al. 2005) belong to this category. Rogerson (1997) combined CUSUM statistics with a spatial pattern test by Tango (1995). In other literature, the same approach is used for the nearest neighbor statistics (Rogerson and Sun 2001) and the Knox statistic (Rogerson 2001a). Kulldorff (2001) extended his original spatial scan statistic (Kulldorff 1997) to a spacetime scan statistic for prospective surveillance for xed time intervals. In his later work Kulldorff et al. (2005) the spacetime scan statistic is modied to use only count data without population information. An approach by Jarpe (1999) uses global spatial clustering values, which measure spatial interaction, so that changes in spatial clustering statistics over time are detected in the parameters of a generalized linear model. This study, providing a bootstrap based spacetime surveillance model, is categorized as a prospective surveillance model, applying a spatial cluster measure over time. In particular, near past observations are used to generate expected counts and compared to current observed counts, allowing sequential updates in the information. Table 1 presents a summary of spatial (and spacetime) cluster/clustering analysis models cited in the literature review. Specic citations are attached to methods, which were not introduced in the literature review.

3 Methodology 3.1 Conceptual description Many cluster surveillance analysis models (Kulldorff 2001; Kulldorff and Nagarwalla 1995; Openshaw 1994; Openshaw and Charlton 1987; Turnbull

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Table 1 A summary of spatial (and spacetime) cluster/clustering analysis models Space only Spacetime Retrospective Focused General Cluster LISA LSM GAM Spatial scan Turnbull et al. (1990) Besag and Newell (1991) Clustering Score test Morans I Gearys c Stone (1954) test K function (Ripley 1976) Mantel test (1967) Nearest neighbor test (Cuzick and Edwards 1990) Knox test (1964) Variants of CUSUM test Jarpe test Focused General Prospective Focused General Spacetime scan Permutation scan Bootstrap-based surveillance model

et al. 1990) use numerous overlapping circular windows to nd the extent of high-intensity areas. As a result, windows with the signicantly larger number than the expected observed counts become clusters. In the process, the expected values are generated from the underlying population at risk. The generation of expected values assumes that the population size decides the number of occurrences under a null assumption of constant risk for all individuals. Consequently, an area of unusually large occurrencescompared to at risk populationbecomes a cluster. The bootstrap-based surveillance model hypothesizes that an area keeps the same occurrence level over time. Accordingly, the model detects the areas of signicantly increased counts compared to the previous counts. The expected values are generated from previous counts rather than the size of the population at risk. This reects that the bootstrap-based surveillance model is designed for constantly changing spatial pattern of a phenomenon over time. Figures 1 and 2 provide conceptual demonstration about generating expected values. Figures 1 and 2 are composed of point locations of occurrences over a 4-day period. Applying the surveillance model on Date 4, we draw circular windows of a given radius centered on all the occurrence locations on Date 4. For each window, the expected values are the average counts within the same circular window in previous dates. For instance, in Fig. 1 a window in Date 4 has four observed occurrences. The expected value for the window is generated as shown in Fig. 2 by drawing the window at the same location on previous dates and averaging the number of counts:

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Date 1

Date 2

Date 3

Date 4

Fig. 1 Observed count for Date 4

Date 1 Date 2

Date 3

Date 4

Fig. 2 Expected counts for Date 4 using average of previous counts

Expected value for the window in Date 4

1Date 1 3Date 2 5Date 3 3 3 1 2

Observed counts for the window in Date 4 4

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Since the surveillance model uses local windows of a xed size and generates expected values from previous counts, the model requires a spatial parameter, r, and a temporal parameter, q, for implementation. The spatial parameter (r) decides the radius of the circular window, and the temporal parameter (q) species the number of previous time periods in generating expected values. In Fig. 1, q is equal to 3 since three previous days observations are applied to generate expected counts. In deciding reasonable spatial (r) and temporal (q) parameters, users should have a level of understanding in an applied dataset. In particular, the choice of spatial parameters should reect the density of point patterns. Too small spatial parameters tend to have small expected counts. When expected counts are too small, a minor increase in observed counts may make a window signicant cluster, rendering? the result susceptible to minor variations. Using too large spatial parameters have problems as well. These problems are commonly observed in many cluster analysis models, which nd maximum spatial ranges of a cluster using sequentially (and automatically) increasing spatial parameters (e.g. Kulldorff 1997, 2001; Kulldorff et al. 2005; Turnbull et al. 1990). Since the size of spatial parameter is increased as long as the risk in the window is statistically signicant, resulting clusters can be larger than true size. When a window is composed of high and no elevated risk areas, the risk within the window can be statistically signicant because the high risks absorbs no elevated risks, making the corresponding window as a cluster (Tango and Takahashi 2005). This problem may also be observed in the use of local windows with mis-specied spatial parameters because all scan-type statistics assume homogeneity of risk within a scanning window. However, we believe that the use of local windows with a xed spatial parameter size can reduce the problems compared to the use of sequentially increasing windows. The problem of nding clusters is affected not only by a size of the window but also by a shape of the window. Iyengar (2005) proposed a square pyramid shape window instead of circular/cylindrical windows. The square pyramid shape would have an advantage for capturing a diffusion process over time, particularly in lattice data. However, many clusters patterns are neither circular nor square. Therefore, identifying proper shapes of windows in surveillance analyses would require more exible shapes rather than xed circles or squares. Generation of the exible shapes in cluster analysis remains to be further investigated. A selection of temporal parameters should reect temporal trends of data applied. Kleinman et al. (2006) indicate that heavy seasonality would falsely reject a null hypothesis. When data have increasing trends, mis-specied temporal parameters may falsely identify many clusters because relatively small expected counts make observed counts signicant. In other situations, applying very small temporal parameters would make the test vulnerable to random uctuations in both observed and expected counts, making the identied clusters less reliable. Regarding the best choice of spatial and temporal parameters, we should admit that there is currently no absolute rule applicable to any dataset. Because data have their unique characteristics to consider such as point densities, temporal trends, and even study area sizes, we suggest applying combinations of several parameters for preliminary analyses.

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3.2 Likelihood ratio test The likelihood ratio test in this study assumes the Poisson distribution. The Poisson assumption has been applied to many point pattern analyses (Grifth and Haining 2006). Since the number of occurrences in a circular window is very small in the model compared to the number of cases outside the window, the use of the Poisson distribution assumption is reliable. Under the null hypothesis, we assume that the number of observed cases within a circular window is similar to the expected. The alternative hypothesis assumes the larger number of observed cases within a window than the expected: H0 : EN Z lZ ; for all Zs H1 : EN Z [ lZ ; for some Zs 3 4

where N(Z) is the random number of cases within a circular window Z, and l(Z) is the null expected number of cases for the window generated from previous observations. Let Za;t be a window centered on location of a case a at a time t. Then, n Za;t is the number of cases within the window Za;t ; including the case a itself. Since a is a location of an observed case at time t, we might not have a case at the same location a in other times such as t-1 and t-2. However, by locating a circular window centered on location a in other times, we can estimate the expected number of cases. The expected value of a window Za;t is calculated as: 1 5 l Za;t n Za;t1 ::: n Za;tq q The expected values are decided by the cases in near past periods for each location. High values in the past periods result in high expected values, and viceversa. Because the expected values are decided by previous counts, the generation of expected values does not require an independent distribution assumption over time, which is commonly violated in empirical datasets (e.g. Kulldorff et al. 2005). However, it should be noted that the expected values, generated by near past counts, may cause an analysis to miss slowly evolving clusters, which do not clearly show the changing trend. The expected value in Eq. (5) presents a simple average of the observations in past q periods. However, it can be further specied by allowing more weights on recent values and fewer weights on further past values. For example, weighted moving average is applicable for arithmetic trends: l Za;t qnZa;t1 q1nZa;t2 :::1nZa;tq : For geometric trends exponentially weighted qq1:::1 moving average (EWMA) can be considered. However, since the EWMA is a weighted average of all past observations (Montgomery 1996), computational load should be considered in the application. In addition, EWMA requires setting a constant smoothing factor and a starting value. Under the Poisson assumption, the likelihood ratio test, originally derived by Kulldorff (1997, 2001) and Kulldorff et al. (2005), is applied as a test statistic and given by:

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 sup
Z2Z

n Z lZ

nZ 

nG nZ nG lZ

nG nZ   n Z n G n Z [ I l Z nG lZ

The total number of observed cases is n(G); I() is an indicator function. The likelihood ratio value is calculated for every local window, and the window associated with the signicantly higher values than the expected becomes a cluster. It should be noted that all the observed values, such as n(Z) and n(G), are generated from current cases, and expected values are generated from past cases. Even though the likelihood ratio equation (6) has the same form as that of Kulldorff (1997, 2001), its conceptual background and application is different. While Kulldorff uses population at risk to calculate the expected value, l(Z), the method in the study applies past occurrences in the same area to calculate l(Z). Moreover, rather than detecting most likely clusters by nding maximum likelihoods (as in Kulldorff (1997, 2001; Kulldorff et al. 2005), this study calculates the local likelihood ratio in every point location for each period and identies local clusters. The distribution of the test statistics for individual windows does not have a simple analytical form for signicance tests. To overcome this problem, this study adopts the bootstrap permutation to generate an approximate distribution of the test statistic for each individual window. The bootstrap permutation is a widely applied random sampling method from an unknown probability distribution by estimating a parameter of interest on the basis of given observations (Davison and Hinkley 1997; Efron and Tibshirani 1993). The bootstrap permutation can simply be explained as resampling from original data to create a replica of datasets with replacement (Westfall and Young 1989). Given that temporal parameter q is applied in generating an expected value l(Z) in Eq. (5), bootstrap permutation draws new samples of m(G) cases with replacement from the original n(G) case locations for past q time periods. In the permutation, each case has the same probability of being drawn. For the permuted samples m(G), likelihood ratio is calculated by locating the Za;t window on them and counting the number of cases nZa;t the window. In the likelihood inside calculation, the original expected value l Za;t calculated from the past observed data is used. By iterating this procedure for the number of permutations in every local window, each likelihood ratio of the local window is compared to that of the permuted samples. Using the random spatial permutations in near past observations, the bootstrap permutation in this study is different from the permutation approach of Kulldorff et al. (2005), which shufes time with xed case locations. The sample size m(G) has a different number of cases for each time period because the number of occurrences is changing over time. The size of m(G) is calculated as: mG nGt1 ::: n Gtq 7 where nGt1 is the total number of cases at time t-1. When a bootstrap consists of 999 permutations, 1,000 likelihoods (including the actual data) are available for a signicance test for the Za;t window. If the likelihood ratio for the actual data is higher than 50th highest among the permutated likelihood ratio values for the window Za;t ; then the window Za;t becomes a statistically signicant cluster at the 0.05 level. More generally, p-values for hypothesis testing

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are dened as p = r/(1 + sim) where r is the rank and sim is the number of bootstrap permutations. In making multiple inferences (tests) from the limited number of previous observations, multiple testing may become a problem in signicance test (Miller 1981; Tukey 1991), leading to Type I error. In particular, statistics for individual windows will tend to be correlated (Anselin 1995; Ord and Getis 1995). Because many circular windows will have multiple cases in them, nearby windows will have common cases in their counts and statistics, causing the problem of multiple testing. This problem is commonly handled by decreasing the signicance level: Bonferroni (b/g) or Sidak 1-(1-b)1/g adjustment when b is signicant level and g is the number of comparisons. However, as Anselin (1995) points out in the context of local indicators of spatial autocorrelation, these adjustments are too conservative for local measures, which only use and compare local observations rather than global. Moreover, because this study uses bootstrap permutation, conservative adjustments in the signicance level would require a huge number of permutations, causing a serious computational burden. For example, when b is 0.05 with 1,000 comparisons, the Bonferroni adjusted value becomes 0.00005 requiring at least 19,999 bootstrap permutations. This study adjusts the signicance level using a modied Bonferroni adjustment and the approximated correlation level among circular windows. Seeing that the correlations among nearby circular windows are caused by common cases counted in the windows, the level of overall correlation can be approximated by the average number of cases in the windows. In a time period t, if a study area composes of 100 cases, then 100 local windows are tested for their signicance. If all the windows have 1 case (itself) as an observed count, the local counts and statistics are totally independent among each other. However, if all the windows have 2 cases each, then the total number of cases in the 100 windows is 200. This implies that each case is counted twice in the 100 windows. As shown in the example, the multiplicity of tests is decided by the expected number of case counts for a window in the study area. Therefore, the corresponding modied Bonferroni adjustments would be, Modified Bonferroni : b=g; g totalno:ofcountedcasesbyallwindows total number of windows 8

This modication can be identically applied to Sidak adjustment. In a given point pattern, the number of expected counts in a window corresponds to the window size. Large windows tend to have large expected counts, and corresponding g values become large, causing high correlations among windows. Under an extremely small window size, the expected counts, g, for a window would become 1, and the original signicance level would be applied. Regarding the application of the modied Bonferroni adjustment, it should be noted that the multiple testing problem is caused by not only correlation among observations (Anselin 1995) but also other complicated issues such as relatively small sample size (causing spurious signicant results within a type I error rate) (Getis and Ord 1996; Tiefelsdorf 2000). Thus, we acknowledge that the modied Bonferroni adjustment would ameliorate the multiple testing problem rather than perfectly handle it.

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4 Simulation In the simulation section, two types of simulations are implemented. The rst presents the performance of the model in comparison with spacetime scan statistics. The second presents distributions of the model under a null hypothesis. The simulated data were generated using 2000 Census tract-based population statistics of Columbus, OH. Assuming overall occurrence rate is 0.005, the number of cases for an area is generated from a normal distribution with a mean (population multiplied by 0.005) and standard deviation (4) for non-cluster areas and a normal distribution with the same mean and standard deviation (24) for cluster areas. For a non-cluster area, the number of cases was drawn from the central 80% of the normal curve, and for a cluster area, the number of cases was drawn from the positive 5% tail of the normal curve. The cases generated were randomly located within the corresponding areas. With minor variations, the relative risk of cluster areas were generally about 23 times higher than non-cluster areas forming distinct cluster and non-cluster areas.

4.1 Simulation 1: comparison with Spacetime scan statistics Figure 3 presents the simulated spacetime cluster pattern composed of two clusters in two periods. The spacetime patterns of clusters are purposely designed to test prospective spacetime clusters measures with sudden increase of cases in a given

Fig. 3 A randomly simulated spacetime cluster pattern

Fig. 4 The result of spacetime scan statistics

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Fig. 5 The result of the bootstrap based spacetime surveillance model

space and time. Out of total 5 periods, period 2 and 4 have clusters of cases, and the shapes of clusters are elongated and compact. SaTScan software (Kulldorff and Information Management Services, Inc. 2006) was used to apply spacetime scan statistics. The option selected in SaTScan was spacetime prospective analysis based on the Poisson model. To fulll the model requirements, centroids of census tract areas and population size were input. Figure 4 represents the result of spacetime scan analysis. The result shows two sets of spacetime clusters; a large cluster composed of multiple tract areas and a small cluster of one area unit. Seeing that both spatially and temporally proximate noncluster areas are identied as clusters, spacetime scan results have large errors. These large errors are a result of nding maximum spatial ranges of a cluster. The high risks in true cluster areas make the risks in a scan window remain signicantly high even when the window contains non-cluster areas. Figure 5 presents the result of the bootstrap-based model. In the application, a unit temporal parameter and 0.5 km spatial parameter were used. Of course, no population statistics were used. The result shows that the model could identify the entire true clusters in both spatial and temporal dimensions. However, some noncluster areas were identied as clusters. There are two possible explanations about the false clusters. First, these false cluster areas would have been caused by edge effects of true clusters. Cases located at the edge of true clusters are mostly identied as clusters. However, their 0.5 km buffers may cross the boundaries of the true clusters, forming partially false cluster areas. Second, the false cluster, located independently for true clusters, would have been formed by random point process. Given that there are about 2,100 and 3,500 points for random and cluster point patterns respectively, a few limited points might have type I error effects.

4.2 Simulation 2: statistical distributions of the test under the null hypothesis The second simulation was conducted to explore the statistical distribution of the test and the range of the modied Bonferroni adjustment regarding type I error. The same population statistics and occurrence rates as the rst simulation were used. However, all the areas and corresponding points were generated to represent the null hypothesis: the random point patterns for non-cluster areas in Simulation 1. For

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Fig. 6 Raw p-value ranges and corresponding cumulative percentages of randomly simulated data

computational simplicity, each simulation was composed of two temporal periods, with the application of unit temporal parameter and 0.5 and 1 km spatial parameters. Using 200 iterations of the data generation process and corresponding analyses, 100 sets of results were generated. The results provided are the average of the 100 sets. Figure 6 presents the ranges of unadjusted p-values before the modied Bonferroni adjustment and corresponding cumulative percentage of the data. Xaxis is divided into 20 intervals showing p-values increased by 0.05 from 0 to 1. Yaxis presents the corresponding cumulative percentage of observed p-value belonging to each interval. Since the likelihood ratio value of the model is calculated only when observed values are higher (or equal) than expected, when observed values are less than expected, a likelihood ratio of 0.8 was assigned. Consequently, the two at phases in Fig. 6 were formed by likelihood ratio 1 (when an observed is equal to an expected) and 0.8 (when an observed is less than expected). Since Fig. 6 shows the result of unadjusted p-values, the overall distribution patterns show a considerable possibility of type I errors caused by common observations in nearby windows. In particular, the cumulative percentage of observations by p-values between 0 and 0.05 was 0.16 (0.5 km radius) and 0.06 (1 km radius). This result may be counter-intuitive because windows with large radii have the smaller number of cases within type I error rates despite a higher correlation between them. However, it should be noted that not only correlation among windows but also small sample size within a window may result in spurious

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Fig. 7 The effects of the modied Bonferroni adjustments; left (0.5 km radius), right (1.0 km radius)

signicant results (Getis and Ord 1996). In addition, seeing the actual hotspot areas, the result of 1 km radius window presents larger hotspot areas than that of 0.5 km radius window. Figure 7 shows the result of the modied Bonferroni adjustments with g = 8.33 for 0.5 km radius, and g = 30.27 for 1 km radius in Eq. (8). Figure 7 only presents the observations higher or equal to the expected (the left side from the dot-line in Fig. 6). The result shows that the type I error rate is reduced drastically. Under the adjustment, 0.05 signicance level became 0.006 (0.5 km radius) and 0.0017 (1 km radius), and its cumulative percentage became 0.058 from 0.156 (0.5 km radius) and 0.005 from 0.067 (1 km radius). From the result, we admit that the modied Bonferroni adjustment works properly only to the result of 0.5 km radius window because the adjustment to the result of 1.0 km radius window is too conservative, providing the possibility of type II errors (failing in identication of true hotspots). This result implies that the modied Bonferroni adjustment of type I error rates becomes relatively conservative as a spatial parameter gets larger.

5 Application to residential crime occurrences in Columbus, OH 5.1 Data An application of a short-term based continuous surveillance analysis would require rapid and frequent data updates. For this requirement, the crime data made available from the Columbus Police Department for the year 2000 are appropriate for the surveillance application. Organized by Uniform Crime Reporting (UCR) codes of 119 different types of crime, the original data contain specic address and date information of crime occurrences. Even though the original data cover the whole city of Columbus, central city areas are selected for the analysis to avoid possible crime under-reporting (see Fig. 8). Crime cases in the edge areas of the city, near to

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State of Ohio

Study Area & City of Columbus

Legend
Major Roads Study Area City of Columbus

0 1.5 3

12

Kilometers

Fig. 8 Study area

other municipalities such as Upper Arlington, Worthington, and Bexley, are sometimes reported to neighboring municipal police departments, causing underreporting. As a result, edge areas of the city have relatively fewer crime occurrences particularly when the areas are nearby other municipalities. Among various crime types, residential crimes (burglaries and robberies targeted to residential units) are selected for the analysis, as they have a merit of reliable location information in the form of victims addresses. This location information enables a more direct surveillance analysis based on exact occurrence locations when compared to area-based aggregated counts. Overall, the data consists of 31,092 residential crime cases from January 1 to December 31, 2000.

6 Results In this section, we provide the analysis result with comparisons to Kulldorffs scan statistic (Kulldorff et al. 2005; Kulldorff and Nagarwalla 1995) and Rogersons CUSUM version of Tangos test (Rogerson 1997) using the same dataset. Depending on the data features and application purposes, the spatial surveillance methods in this study may be applied with various parameter settings. For the application, we set the spatial parameter (r), which decides the radius of the circular window to 0.5 and 1.0 km. The temporal parameter (q), which species previous observations used for expected values, was set to 3 and 7. The selection of spatial and temporal parameters is justied by the average number of points per window and the temporal trend of the data measured by a temporal autoregressive model. Regarding spatial parameter, average counts per window are 3.23 (for 0.5 km) and

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9.21 (for 1 km), showing adequate observation counts within a window. The temporal autoregressive model of the data shows that the third-order autoregressive model was the best t with all positive coefcient values. Thus, using three temporal lags (q = 3) or more was safe for temporal parameter setting to reect temporal trend of the data. However, it should be noted that the autoregressive model shows global trends. Therefore, individual local trend does not necessarily have the same temporal trend. The original dataset was aggregated by 3-day intervals to reduce computational load and prepare enough occurrence cases. As a result, 366 days for the year 2000 were aggregated to 122 temporal units, and the temporal parameter value 3 (q = 3) presents 9 days, and 7 (q = 7) presents 21 days. For instance, when we have r = 0.5 and q = 3, the past three temporal units (9 days) observations within a circular window of 0.5 km bandwidth are applied to generate expected values. Bootstrap application consists of 999 replicates for individual local windows, each of which involves the null hypothesis with no spacetime clustering. We ordered the collection of 1,000 values coming from the 999 replicates and the data itself by assigning 1 to the highest value, and so forth. This means that the smallest p-value we could obtain is 0.001. Since the circular windows are generated based on crime locations, some circular windows may cross the study area boundary, thereby causing edge effects. The edge effects are handled by excluding the windows, whose extent is beyond the study area boundary. Figures 9 and 10 show the bootstrap based surveillance results for the residential crime occurrences using different sets of spatial and temporal parameters. For two temporal parameters, q = 3 and q = 7, Fig. 9 was generated using a spatial parameter r = 0.5, and Fig. 10 was generated using r = 1.0. In both the gures, the

Fig. 9 Areal proportion of signicant crime hotspots; r = 0.5, and q = 3 and 7

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Fig. 10 Areal proportion of signicant crime hotspots; r = 1.0, and q = 3 and 7

vertical axis indicates the proportion of hotspot area size out of total study area size, and the horizontal axis provides corresponding temporal units. As a result, higher Yvalues indicate larger hotspot areas in a given time. Comparing the two gures, the high spatial parameter (r = 1.0) in Fig. 10 shows larger hotspot area size than the low spatial parameter (r = 0.5) in Fig. 9. The larger area size in Fig. 10 is explained by larger circular windows from the high spatial parameter (r = 1.0) because large circular windows tend to absorb surrounding regions with less crime occurrences. Regarding temporal parameter q, the high temporal parameter (q = 7) results in larger hotspot areas in both Figs. 9 and 10. Intrinsic features of crime data explain the relationship between the hotspot area sizes and temporal parameters. Usually, areas with a high crime risk tend to have high crime occurrences in near past time periods (Sherman 1995), and the result of temporal autoregressive model conrms the idea. Forexample, in analyzing the number of crime occurrences in a given area in a day, n Za;t ; the expected number of crime occurrences generated by the previous 2 days, 1 n Za;t1 n Za;t2 ; isusually more similar to n a;t than the Z 2 expected number generated by 5 days, 1 n Za;t1 ::: n Za;t5 ; or more. 5 Consequently, the expected values generated by the low temporal parameters (q = 3), becomes similar to observed crime occurrences in this study, making the likelihood ratio less signicant. The expected values from the high temporal parameters (q = 7) tend to generate a more signicant likelihood ratio because the longer interval from the high temporal parameter levels off the similar number of crime occurrences in near past crime periods. Overall, the high temporal parameters generate larger hotspot areas with signicantly different expected values compared to the low temporal parameters.

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Map visualization of the spacetime surveillance results is presented in Figs. 11 and 12. A map display of the surveillance result is crucial, as it indicates the locations and ranges of hotspots. Composed of 122 temporal units, this study has 122 spatial hotspot patterns for each combination of spatial and temporal parameters. However, it is not feasible to present all the map patterns in this paper. Therefore, as samples of the resulting map patterns, Figs. 11 and 12 provide

Fig. 11 Locations and spatial patterns of crime hotspots for temporal unit 58 (June 1719)

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Fig. 12 Locations and spatial patterns of crime hotspots for temporal unit 78 (August 1921)

hotspot patterns for temporal unit 58 (June 17th to 19th) and 78 (Aug. 19th to 21st). Temporal units 58 and 78 are characterized by relatively large and small cluster area sizes. Areas of signicant circular windows indicate crime hotspots in both Figs. 11 and 12. With minor differences in their area sizes, the hotspot patterns for each temporal unit are similar, despite different spatial and temporal parameter settings.

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In Figs. 11 and 12 hotspots are located in several different places, so the locations and ranges of the hotspots cannot be identied by one or two large windows. In the perspective, nding maximum spatial ranges of a circular window using sequentially increasing spatial parameters (Kulldorff 1997; Kulldorff et al. 2005; Turnbull et al. 1990) becomes questionable for both spatial hotspot analyses and spacetime surveillance analyses. The largest hotspot does not necessarily provide reliable locations and ranges of hotspots for the purpose of surveillance, which requires instant and pinpointing responses such as medical treatments for infectious diseases or intensied deployments of police resources. Therefore, it is appropriate to select spatial parameters properly, so that the windows can match the hypothesized cluster size. Also, there is no doubt that the power of nding a cluster is maximized when the window, which is circular in this study, is chosen to match the size and shape of the actual cluster (Rosenfeld and Kak 1982). Figures 13 and 14 show the results of two widely applied surveillance methods using the same dataset. The results of the spacetime scan statistic (Kulldorff 2001) and the spacetime permutation scan statistic (Kulldorff et al. 2005) are presented in Fig. 13 and Rogersons CUSUM version of Tangos statistic (Rogerson 1997) in Fig. 14. The spacetime scan statistic (left in Fig. 13) generates expected values based on the number of population at risk, and the spacetime permutation scan statistic (right in Fig. 13) drives expected values by spacetime permutations. The results show the primary cluster observed from 2000/3/31 to 2000/9/29 for the spacetime scan statistic and from 2000/7/2 to 2000/12/31 for the spacetime permutation scan. In both scan statistics, clustering areas are bound by Census block group areal units. In addition, the maximum spatial ranges of the cluster, presented as a primary cluster in Fig. 13, is too large to allow local authorities to determine the

Fig. 13 Kulldorffs spacetime scan statistic and spacetime permutation scan statistic results

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Critical Value Cr cal alue

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3.6 3.2 2.8 2.4 2.0 1.6 1.2 0.8 0.4 0.0
Ja Jan. Mar. May July Sep. Nov.

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Fig. 14 Rogersons spatial CUSUM chart result

areas of greatest need for crime control because its large area size over a long time obscures the exact ranges of true clusters. The spatial CUSUM statistic in Fig. 14 is generated using critical value (h = 4.3), threshold (k = 0.5), risk weight (s = 20), and batch size (n = 1). Critical value (h) decides the level of signicance, signaling an alarm when a test statistic value is higher than h. Threshold (k) adjusts the level of random variations. Thus, test statistic values higher than k are counted in CUSUM. Risk weight (s) adjusts distance effects in Tango statistics. The applied parameters use the same values as Rogersons study (1997) except for batch size. Unit batch size is applied because each temporal unit has plenty of cases. As widely acknowledged, the spatial CUSUM statistic is a general clustering test, in which the statistic is based on an assessment of changes over the entire area (Rogerson 1997). Therefore, even though Tangos statistic accounts for spatial patterns of occurrences in the CUSUM process, the result provides only single values, indicating signicant time units without location information of the hotspots. In Fig. 14, an emergence of signicant crime clusters is observed for a period from September 21 to 24, 2000. Even though several other CUSUM based surveillance statistics were developed (Rogerson 2005; Rogerson and Sun 2001; Rogerson and Yamada 2004), those are often general clustering tests, which lack location information of clusters.

7 Conclusion This paper presents a bootstrap-based surveillance model developed for spacetime surveillance, which uses only case data, overcomes boundary restrictions, provides exact locations and ranges of hotspots, and makes no assumptions about the data

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process. As an application, residential crime occurrences in Columbus, Ohio were analyzed. The model was originally inspired by temporal extension of circular windows to cylinders by Kulldorff (2001) and temporal updates of spatial analyses in spatial CUSUM by Rogerson (1997). In the application section the model was applied to residential crime occurrences as a prospective spacetime cluster measure. However, the surveillance method can be extended and applied to other types of spatial cluster tests. Under consideration of pre-specied factors, the method can be applied as a focused test by locating the circular windows on pre-specied points such as police stations, bars, or recreation centers. Also, combined with spatial CUSUM methods which signal alarm on the dates of signicant clustering, the method can provide specic locations of clusters using adjusted temporal parameter (q) based on CUSUM patterns. In selecting proper values for spatial and temporal parameters r and q, we acknowledge that there is no explicit criterion developed. An appropriate spatial parameter should reect the size of study area and the intensity of occurrences. A dynamically adjustable temporal parameter, which accounts for temporal dependence, would be desirable for further studies. Another limitation of this study is that an area with rapid population size increase would be identied as a cluster even though cases are an outcome of the growth process. However, as long as it is a sudden increase of a phenomenon, we believe that the cluster deserves our attention to determine if the cluster is formed by rapid population increase or other factors. One signicant advantage of using past observations is that the hotspot caused by sudden population increase will not be captured again in the future analysis because expected counts in the future account for the increased counts by population change in the past. As for crime prevention, providing directly digestible spacetime clustering information for law enforcement ofcers who are being asked to do same, or even more, in times of scal constraint (Ratcliffe 2001), is a very attractive contribution spatial analysts can make. We hope that the surveillance model in this study would contribute to crime prevention. However, the applications of the surveillance method presented here are not limited to crime analyses. It is hoped that they contribute to many other elds dealing with spatially referenced point data with time information, by nding spacetime clusters.

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