This Article Full Text (PDF) References Alert me when this article is cited Alert me if a correction is posted Citation Map Services Email this article to a friend Similar articles in this journal Similar articles in PubMed Alert me to new issues of the journal Add to Saved Citations Download to citation manager Request Permissions Request Reprints Add to My Marked Citations Citing Articles Citing Articles via HighWire Citing Articles via Google Scholar Citing Articles via Scopus Google Scholar Articles by Helfenstein, U. Search for Related Content PubMed PubMed Citation Articles by Helfenstein, U. Social Bookmarking                   What's this?

Box-Jenkins modelling in medical research

Department of Biostatistics, Institute of Social and Preventive Medicine, University of Zurich, Switzerland

Notifications of diseases, entries in a hospital, injuries due to accidents, etc., are frequently collected in fixed equally spaced intervals. Such observations are likely to be dependent. In environmental medicine, where series such as daily concentrations of pollutants are collected and analysed, it is evident that dependence of consecutive measurements may be important. A high concentration of a pollutant today has a certain 'inertia', i.e. a tendency to be high tomorrow as well. Dependence of consecutive obser vations may be equally important when data such as blood glucose are recorded within a single patient. ARIMA models (autoregressive integrated moving average models, Box-Jenkins models), which allow the stochastic dependence of consecutive data to be modelled, have become well established in such fields as economics. This article reviews basic concepts of Box-Jenkins modelling. The methods are illustrated by applications. In particular, the following topics are presented: the ARIMA model, transfer function models (assessment of relations between time series) and intervention analysis (assessment of changes of time series).

Statistical Methods in Medical Research, Vol. 5, No. 1, 3-22 (1996)
DOI: 10.1177/096228029600500102


CiteULike    Connotea    Del.icio.us    Digg    Reddit    Technorati    What's this?

This article has been cited by other articles:

				M Wargon, B Guidet, T D Hoang, and G Hejblum A systematic review of models for forecasting the number of emergency department visits Emerg. Med. J., June 1, 2009; 26(6): 395 - 399. [Abstract] [Full Text] [PDF]

				N. Vernaz, K. Hill, S. Leggeat, D. Nathwani, G. Philips, P. Bonnabry, and P. Davey Temporal effects of antibiotic use and Clostridium difficile infections J. Antimicrob. Chemother., June 1, 2009; 63(6): 1272 - 1275. [Abstract] [Full Text] [PDF]

				M. A. Aldeyab, S. Harbarth, N. Vernaz, M. P. Kearney, M. G. Scott, C. Funston, K. Savage, D. Kelly, M. A. Aldiab, and J. C. McElnay Quasiexperimental Study of the Effects of Antibiotic Use, Gastric Acid-Suppressive Agents, and Infection Control Practices on the Incidence of Clostridium difficile-Associated Diarrhea in Hospitalized Patients Antimicrob. Agents Chemother., May 1, 2009; 53(5): 2082 - 2088. [Abstract] [Full Text] [PDF]

				T Abe, Y Tokuda, S Ohde, S Ishimatsu, T Nakamura, and R B Birrer The influence of meteorological factors on the occurrence of trauma and motor vehicle collisions in Tokyo Emerg. Med. J., November 1, 2008; 25(11): 769 - 772. [Abstract] [Full Text] [PDF]

				D. L. Buckeridge, A. Okhmatovskaia, S. Tu, M. O'Connor, C. Nyulas, and M. A. Musen Understanding Detection Performance in Public Health Surveillance: Modeling Aberrancy-detection Algorithms J. Am. Med. Inform. Assoc., November 1, 2008; 15(6): 760 - 769. [Abstract] [Full Text] [PDF]

				M. A. Aldeyab, D. L. Monnet, J. M. Lopez-Lozano, C. M. Hughes, M. G. Scott, M. P. Kearney, F. A. Magee, and J. C. McElnay Modelling the impact of antibiotic use and infection control practices on the incidence of hospital-acquired methicillin-resistant Staphylococcus aureus: a time-series analysis J. Antimicrob. Chemother., September 1, 2008; 62(3): 593 - 600. [Abstract] [Full Text] [PDF]

				N. Vernaz, H. Sax, D. Pittet, P. Bonnabry, J. Schrenzel, and S. Harbarth Temporal effects of antibiotic use and hand rub consumption on the incidence of MRSA and Clostridium difficile J. Antimicrob. Chemother., September 1, 2008; 62(3): 601 - 607. [Abstract] [Full Text] [PDF]

				P. A. Kurdyak, D. N. Juurlink, and M. M. Mamdani The Effect of Antidepressant Warnings on Prescribing Trends in Ontario, Canada Am J Public Health, April 1, 2007; 97(4): 750 - 754. [Abstract] [Full Text] [PDF]

				D. N. Juurlink, T. A. Stukel, J. Kwong, A. Kopp, A. McGeer, R. E. Upshur, D. G. Manuel, R. Moineddin, and K. Wilson Guillain-Barre Syndrome After Influenza Vaccination in Adults: A Population-Based Study. Arch Intern Med, November 13, 2006; 166(20): 2217 - 2221. [Abstract] [Full Text] [PDF]

				J. M. Paterson, M. Mamdani, D. N. Juurlink, G. Naglie, A. Laupacis, and T. A. Stukel Clinical consequences of generic warfarin substitution: an ecological study. JAMA, October 25, 2006; 296(16): 1969 - 1972. [Full Text] [PDF]

				J. A. Bosso and P. D. Mauldin Using Interrupted Time Series Analysis To Assess Associations of Fluoroquinolone Formulary Changes with Susceptibility of Gram-Negative Pathogens and Isolation Rates of Methicillin-Resistant Staphylococcus aureus. Antimicrob. Agents Chemother., June 1, 2006; 50(6): 2106 - 2112. [Abstract] [Full Text] [PDF]

				P. C. Austin and M. M. Mamdani Impact of the Pravastatin or Atorvastatin Evaluation and Infection Therapy-Thrombolysis In Myocardial Infarction 22/Reversal of Atherosclerosis With Aggressive Lipid Lowering Trials on Trends in Intensive Versus Moderate Statin Therapy in Ontario, Canada Circulation, August 30, 2005; 112(9): 1296 - 1300. [Abstract] [Full Text] [PDF]

				D. N. Juurlink, M. M. Mamdani, D. S. Lee, A. Kopp, P. C. Austin, A. Laupacis, and D. A. Redelmeier Rates of Hyperkalemia after Publication of the Randomized Aldactone Evaluation Study N. Engl. J. Med., August 5, 2004; 351(6): 543 - 551. [Abstract] [Full Text] [PDF]

				W. HU, N. NICHOLLS, M. LINDSAY, P. DALE, A. J. McMICHAEL, J. S. MACKENZIE, and S. TONG DEVELOPMENT OF A PREDICTIVE MODEL FOR ROSS RIVER VIRUS DISEASE IN BRISBANE, AUSTRALIA Am J Trop Med Hyg, August 1, 2004; 71(2): 129 - 137. [Abstract] [Full Text] [PDF]

				C. v. Walraven and A. J. Forster A time series would have been better Can. Med. Assoc. J., June 1, 2001; 164(13): 1835 - 1835. [Full Text] [PDF]

				A. Butler Nattinger, R. G. Hoffmann, A. Howell-Pelz, and J. S. Goodwin Effect of Nancy Reagan's Mastectomy on Choice of Surgery for Breast Cancer by US Women JAMA, March 11, 1998; 279(10): 762 - 766. [Abstract] [Full Text] [PDF]