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Law enforcement agencies need to model spatio-temporal patterns of criminal incidents. With well developed models, they can study the causality of crimes and predict future criminal incidents, and they can use the results to help prevent crimes. In this paper, we described our newly developed spatio-temporal generalized additive model (S-T GAM) to discover underlying factors related to crimes and predict future incidents. The model can fully utilize many different types of data, such as spatial, temporal, geographic, and demographic data, to make predictions. We efficiently estimated the parameters for S-T GAM using iteratively re-weighted least squares and maximum likelihood and the resulting estimates provided for model interpretability. In this paper we showed the evaluation of S-T GAM with the actual criminal incident data from Charlottesville, Virginia. The evaluation results showed that S-T GAM outperformed the previous spatial prediction models in predicting future criminal incidents.