Dynamic Attention (DynAttn): Interpretable High-Dimensional Spatio-Temporal Forecasting (with Application to Conflict Fatalities)

Forecasting conflict-related fatalities remains a central challenge in political science and policy analysis due to the sparse, bursty, and highly non-stationary nature of violence data. We introduce DynAttn, an interpretable dynamic-attention forecasting framework for high-dimensional spatio-temporal count processes. DynAttn combines rolling-window estimation, shared elastic-net feature gating, a compact weight-tied self-attention encoder, and a zero-inflated negative binomial (ZINB) likelihood. This architecture produces calibrated multi-horizon forecasts of expected casualties and exceedance probabilities, while retaining transparent diagnostics through feature gates, ablation analysis, and elasticity measures. We evaluate DynAttn using global country-level and high-resolution PRIO-grid-level conflict data from the VIEWS forecasting system, benchmarking it against established statistical and machine-learning approaches, including DynENet, LSTM, Prophet, PatchTST, and the official VIEWS baseline. Across forecast horizons from one to twelve months, DynAttn consistently achieves substantially higher predictive accuracy, with particularly large gains in sparse grid-level settings where competing models often become unstable or degrade sharply. Beyond predictive performance, DynAttn enables structured interpretation of regional conflict dynamics. In our application, cross-regional analyses show that short-run conflict persistence and spatial diffusion form the core predictive backbone, while climate stress acts either as a conditional amplifier or a primary driver depending on the conflict theater.