Using a Bayesian change-point statistical model with autoregressive terms to study the monthly number of dispensed asthma medications by public health services

IF 0.7 4区数学 Q4 OPERATIONS RESEARCH & MANAGEMENT SCIENCE

Sort-Statistics and Operations Research Transactions Pub Date : 2018-06-19 DOI:10.2436/20.8080.02.66

José André Mota de Queiroz, D. Aragon, L. Mello, I. Previdelli, E. Martinez

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引用次数: 0

Abstract

In this paper, it is proposed a Bayesian analysis of a time series in the presence of a random change-point and autoregressive terms. The development of this model was motivated by a data set related to the monthly number of asthma medications dispensed by the public health services of Ribeirao Preto, Southeast Brazil, from 1999 to 2011. A pronounced increase trend has been observed from 1999 to a specific change-point, with a posterior decrease until the end of the series. In order to obtain estimates for the parameters of interest, a Bayesian Markov Chain Monte Carlo (MCMC) simulation procedure using the Gibbs sampler algorithm was developed. The Bayesian model with autoregressive terms of order 1 fits well to the data, allowing to estimate the change-point at July 2007, and probably reflecting the results of the new health policies and previously adopted programs directed toward patients with asthma. The results imply that the present model is useful to analyse the monthly number of dispensed asthma medications and it can be used to describe a broad range of epidemiological time series data where a change-point is present.

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利用自回归贝叶斯变点统计模型研究公共卫生服务机构每月哮喘药物配药数量

本文提出了存在随机变点和自回归项的时间序列的贝叶斯分析方法。该模型的开发源于1999年至2011年巴西东南部ribeiro Preto公共卫生服务部门每月分配的哮喘药物数量相关的数据集。从1999年到一个特定的变化点，观察到明显的增长趋势，直到该系列的末尾，后验下降。为了获得感兴趣参数的估计，开发了一个使用Gibbs采样器算法的贝叶斯马尔可夫链蒙特卡罗(MCMC)模拟程序。具有1阶自回归项的贝叶斯模型与数据拟合得很好，可以估计2007年7月的变化点，并且可能反映了针对哮喘患者的新卫生政策和先前采用的计划的结果。结果表明，本模型可用于分析每月分配的哮喘药物数量，并可用于描述存在变化点的大范围流行病学时间序列数据。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Sort-Statistics and Operations Research Transactions 管理科学-统计学与概率论

CiteScore

3.10

自引率

0.00%

发文量

审稿时长

>12 weeks

期刊介绍： SORT (Statistics and Operations Research Transactions) —formerly Qüestiió— is an international journal launched in 2003. It is published twice-yearly, in English, by the Statistical Institute of Catalonia (Idescat). The journal is co-edited by the Universitat Politècnica de Catalunya, Universitat de Barcelona, Universitat Autonòma de Barcelona, Universitat de Girona, Universitat Pompeu Fabra i Universitat de Lleida, with the co-operation of the Spanish Section of the International Biometric Society and the Catalan Statistical Society. SORT promotes the publication of original articles of a methodological or applied nature or motivated by an applied problem in statistics, operations research, official statistics or biometrics as well as book reviews. We encourage authors to include an example of a real data set in their manuscripts.