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

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 Ribeirão Pret...

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Detalles Bibliográficos
Autores: Mota de Queiroz, José André, Casale Aragon, Davi, Marques de Mello, Luane, Santos Previdelli, Isolde Terezinha, Martinez, Edson
Tipo de recurso: artículo
Fecha de publicación:2018
País:España
Institución:Universitat Politècnica de Catalunya (UPC)
Repositorio:UPCommons. Portal del coneixement obert de la UPC
Idioma:inglés
OAI Identifier:oai:upcommons.upc.edu:2117/178500
Acceso en línea:https://hdl.handle.net/2117/178500
Access Level:acceso abierto
Palabra clave:Time series
regression models
Bayesian methods
change-point model
epidemiological data
Classificació AMS::37 Dynamical systems and ergodic theory::37M Approximation methods and numerical treatment of dynamical systems
Classificació AMS::62 Statistics::62P Applications
Classificació AMS::62 Statistics::62M Inference from stochastic processes
Classificació AMS::62 Statistics::62F Parametric inference
Àrees temàtiques de la UPC::Matemàtiques i estadística::Estadística matemàtica
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spelling Using a Bayesian change-point statistical model with autoregressive terms to study the monthly number of dispensed asthma medications by public health servicesMota de Queiroz, José AndréCasale Aragon, DaviMarques de Mello, LuaneSantos Previdelli, Isolde TerezinhaMartinez, EdsonTime seriesregression modelsBayesian methodschange-point modelepidemiological dataClassificació AMS::37 Dynamical systems and ergodic theory::37M Approximation methods and numerical treatment of dynamical systemsClassificació AMS::62 Statistics::62P ApplicationsClassificació AMS::62 Statistics::62M Inference from stochastic processesClassificació AMS::62 Statistics::62F Parametric inferenceÀrees temàtiques de la UPC::Matemàtiques i estadística::Estadística matemàticaIn 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 Ribeirão 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.Peer ReviewedInstitut d'Estadística de Catalunya20182018-06-1920202020-02-24journal articlehttp://purl.org/coar/resource_type/c_6501NAhttp://purl.org/coar/version/c_be7fb7dd8ff6fe43info:eu-repo/semantics/articleapplication/pdfhttps://hdl.handle.net/2117/178500reponame:UPCommons. Portal del coneixement obert de la UPCinstname:Universitat Politècnica de Catalunya (UPC)Inglésengopen accesshttp://purl.org/coar/access_right/c_abf2Attribution-NonCommercial-NoDerivs 3.0 Spainhttp://creativecommons.org/licenses/by-nc-nd/3.0/es/info:eu-repo/semantics/openAccessoai:upcommons.upc.edu:2117/1785002026-05-27T15:37:01Z
dc.title.none.fl_str_mv Using a Bayesian change-point statistical model with autoregressive terms to study the monthly number of dispensed asthma medications by public health services
title Using a Bayesian change-point statistical model with autoregressive terms to study the monthly number of dispensed asthma medications by public health services
spellingShingle Using a Bayesian change-point statistical model with autoregressive terms to study the monthly number of dispensed asthma medications by public health services
Mota de Queiroz, José André
Time series
regression models
Bayesian methods
change-point model
epidemiological data
Classificació AMS::37 Dynamical systems and ergodic theory::37M Approximation methods and numerical treatment of dynamical systems
Classificació AMS::62 Statistics::62P Applications
Classificació AMS::62 Statistics::62M Inference from stochastic processes
Classificació AMS::62 Statistics::62F Parametric inference
Àrees temàtiques de la UPC::Matemàtiques i estadística::Estadística matemàtica
title_short Using a Bayesian change-point statistical model with autoregressive terms to study the monthly number of dispensed asthma medications by public health services
title_full Using a Bayesian change-point statistical model with autoregressive terms to study the monthly number of dispensed asthma medications by public health services
title_fullStr Using a Bayesian change-point statistical model with autoregressive terms to study the monthly number of dispensed asthma medications by public health services
title_full_unstemmed Using a Bayesian change-point statistical model with autoregressive terms to study the monthly number of dispensed asthma medications by public health services
title_sort Using a Bayesian change-point statistical model with autoregressive terms to study the monthly number of dispensed asthma medications by public health services
dc.creator.none.fl_str_mv Mota de Queiroz, José André
Casale Aragon, Davi
Marques de Mello, Luane
Santos Previdelli, Isolde Terezinha
Martinez, Edson
author Mota de Queiroz, José André
author_facet Mota de Queiroz, José André
Casale Aragon, Davi
Marques de Mello, Luane
Santos Previdelli, Isolde Terezinha
Martinez, Edson
author_role author
author2 Casale Aragon, Davi
Marques de Mello, Luane
Santos Previdelli, Isolde Terezinha
Martinez, Edson
author2_role author
author
author
author
dc.subject.none.fl_str_mv Time series
regression models
Bayesian methods
change-point model
epidemiological data
Classificació AMS::37 Dynamical systems and ergodic theory::37M Approximation methods and numerical treatment of dynamical systems
Classificació AMS::62 Statistics::62P Applications
Classificació AMS::62 Statistics::62M Inference from stochastic processes
Classificació AMS::62 Statistics::62F Parametric inference
Àrees temàtiques de la UPC::Matemàtiques i estadística::Estadística matemàtica
topic Time series
regression models
Bayesian methods
change-point model
epidemiological data
Classificació AMS::37 Dynamical systems and ergodic theory::37M Approximation methods and numerical treatment of dynamical systems
Classificació AMS::62 Statistics::62P Applications
Classificació AMS::62 Statistics::62M Inference from stochastic processes
Classificació AMS::62 Statistics::62F Parametric inference
Àrees temàtiques de la UPC::Matemàtiques i estadística::Estadística matemàtica
description 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 Ribeirão 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.
publishDate 2018
dc.date.none.fl_str_mv 2018
2018-06-19
2020
2020-02-24
dc.type.none.fl_str_mv journal article
http://purl.org/coar/resource_type/c_6501
NA
http://purl.org/coar/version/c_be7fb7dd8ff6fe43
dc.type.openaire.fl_str_mv info:eu-repo/semantics/article
format article
dc.identifier.none.fl_str_mv https://hdl.handle.net/2117/178500
url https://hdl.handle.net/2117/178500
dc.language.none.fl_str_mv Inglés
eng
language_invalid_str_mv Inglés
language eng
dc.rights.none.fl_str_mv open access
http://purl.org/coar/access_right/c_abf2
Attribution-NonCommercial-NoDerivs 3.0 Spain
http://creativecommons.org/licenses/by-nc-nd/3.0/es/
dc.rights.openaire.fl_str_mv info:eu-repo/semantics/openAccess
rights_invalid_str_mv open access
http://purl.org/coar/access_right/c_abf2
Attribution-NonCommercial-NoDerivs 3.0 Spain
http://creativecommons.org/licenses/by-nc-nd/3.0/es/
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv application/pdf
dc.publisher.none.fl_str_mv Institut d'Estadística de Catalunya
publisher.none.fl_str_mv Institut d'Estadística de Catalunya
dc.source.none.fl_str_mv reponame:UPCommons. Portal del coneixement obert de la UPC
instname:Universitat Politècnica de Catalunya (UPC)
instname_str Universitat Politècnica de Catalunya (UPC)
reponame_str UPCommons. Portal del coneixement obert de la UPC
collection UPCommons. Portal del coneixement obert de la UPC
repository.name.fl_str_mv
repository.mail.fl_str_mv
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score 15,301603

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