Intervention Modeling

2017 ◽  
Author(s):  
Richard McCleary ◽  
David McDowall ◽  
Bradley J. Bartos
Keyword(s):  
Time Series ◽  
Autocorrelation Function ◽  
Moving Average ◽  
Intervention Model ◽  
Noise Component ◽  
Autoregressive Integrated Moving Average ◽  
Noise Function ◽  
Modeling Strategy ◽  
The Impact ◽  
True Structure

The general AutoRegressive Integrated Moving Average (ARIMA) model can be written as the sum of noise and exogenous components. If an exogenous impact is trivially small, the noise component can be identified with the conventional modeling strategy. If the impact is nontrivial or unknown, the sample AutoCorrelation Function (ACF) will be distorted in unknown ways. Although this problem can be solved most simply when the outcome of interest time series is long and well-behaved, these time series are unfortunately uncommon. The preferred alternative requires that the structure of the intervention is known, allowing the noise function to be identified from the residualized time series. Although few substantive theories specify the “true” structure of the intervention, most specify the dichotomous onset and duration of an impact. Chapter 5 describes this strategy for building an ARIMA intervention model and demonstrates its application to example interventions with abrupt and permanent, gradually accruing, gradually decaying, and complex impacts.

The Intervention Component: X( It)

2019 ◽  
pp. 98-135
Author(s):  
David McDowall ◽  
Richard McCleary ◽  
Bradley J. Bartos
Keyword(s):  
Time Series ◽  
Transfer Function ◽  
Transfer Functions ◽  
Intervention Model ◽  
Intervention Component ◽  
Noise Component ◽  
Survey Knowledge ◽  
Short Course ◽  
Modeling Strategy ◽  
The Impact

Chapter 4 introduces the full ARIMA intervention model. Most substantive theories specify the intervention as an exogenous dichotomy. A Box-Tiao transfer function then distributes the intervention's response across the endogenous time series to reflect a theoretically specified onset and duration. Transfer functions allow the noise component to be parsed from the residualized time series. Theoretical specification of the intervention model requires at least some sense of the onset and duration of the impact. Detailed analyses of ten time series demonstrate how to handle interventions with abrupt and permanent, gradually accruing, gradually decaying, and complex impacts. One popular version of an ITSA short course ends with Chapter 4. Although statistically adequate ARIMA models can be built using the modeling strategy described in Chapters 3-4, survey knowledge of the auxiliary methods described in Chapter 5 is recommended.

scholarly journals The Impact of Lengths of Time Series on the Accuracy of the ARIMA Forecasting

2019 ◽  
Vol 4 (3) ◽  
pp. 58
Author(s):  
Lu Qin ◽  
Kyle Shanks ◽  
Glenn Allen Phillips ◽  
Daphne Bernard
Keyword(s):  
Time Series ◽  
Historical Data ◽  
Moving Average ◽  
Arima Model ◽  
Forecasting Accuracy ◽  
Autoregressive Integrated Moving Average ◽  
Enrollment Forecasting ◽  
Moving Average Model ◽  
The Impact ◽  
Practical Impact

The Autoregressive Integrated Moving Average model (ARIMA) is a popular time-series model used to predict future trends in economics, energy markets, and stock markets. It has not been widely applied to enrollment forecasting in higher education. The accuracy of the ARIMA model heavily relies on the length of time series. Researchers and practitioners often utilize the most recent - to -years of historical data to predict future enrollment; however, the accuracy of enrollment projection under different lengths of time series has never been investigated and compared. A simulation and an empirical study were conducted to thoroughly investigate the accuracy of ARIMA forecasting under four different lengths of time series. When the ARIMA model completely captured the historical changing trajectories, it provided the most accurate predictions of student enrollment with 20-years of historical data and had the lowest forecasting accuracy with the shortest time series. The results of this paper contribute as a reference to studies in the enrollment projection and time-series forecasting. It provides a practical impact on enrollment strategies, budges plans, and financial aid policies at colleges and institutions across countries.

scholarly journals ANALISIS TIME SERIES DENGAN METODE ARIMA DAN APLIKASINYA

2020 ◽  
Vol 1 (2) ◽  
pp. 26-36
Author(s):  
Fathorrozi Ariyanto ◽  
Moh. Badri Tamam
Keyword(s):  
Time Series ◽  
Autocorrelation Function ◽  
Moving Average ◽  
Autoregressive Integrated Moving Average ◽  
Partial Autocorrelation Function ◽  
Model Time Series

Model time series yang sangat terkenal adalah model Autoregressive Integrated Moving Average (ARIMA) yang dikembangkan oleh George E. P. Box dan Gwilym M. Jangkins. Model time series ARIMA menggunakan teknik-teknik korelasi. Identifikasi model bisa dilihat dari ACF (Autocorrelation Function) dan PACF (Partial Autocorrelation Function) suatu deret waktu. Tujuan model ARIMA dalam penelitian ini adalah untuk menemukan suatu model yang akurat yang mewakili pola masa lalu dan masa depan dari suatu data time series. Pada penelitian ini, Penulis akan menganalisis penurunan algoritma suatu metode peramalan yang disebut metode peramalan ARIMA Kemudian menerapkan metode tersebut pada data riil yaitu data produksi air di PDAM Pamekasan dengan bantuan komputer dan software SPSS, yang nantinya akan diterapkan di dalam memberikan informasi dan analisis yang akurat terhadap perusahaan PDAM Pamekasan.Dari hasil pembahasan diperoleh rumus ARIMA yang berbentuk: Profit=+Y+Z, kemudian dari hasil penerapan data riil yaitu pada data produksi air di PDAM Pamekasan diperoleh model ARIMA (1 0 0) (0 0 1) sebagai model terbaik. Dengan model : 

scholarly journals COVID-19 pandemic control using restrictions and vaccination

2021 ◽  
Vol 19 (2) ◽  
pp. 1355-1372
Author(s):  
Vinicius Piccirillo ◽  
Keyword(s):  
Time Series ◽  
Moving Average ◽  
Real Data ◽  
The United States ◽  
Prevention Policy ◽  
Autoregressive Integrated Moving Average ◽  
Infected People ◽  
Marquardt Algorithm ◽  
The Impact ◽  
Methods Numerical

<abstract><p>This work deals with the impact of the vaccination in combination with a restriction parameter that represents non-pharmaceutical interventions measures applied to the compartmental SEIR model in order to control the COVID-19 epidemic. This restriction parameter is used as a control parameter, and the univariate autoregressive integrated moving average (ARIMA) is used to forecast the time series of vaccination of all individuals of a specific country. Having in hand the time series of the population fully vaccinated (real data + forecast), the Levenberg–Marquardt algorithm is used to fit an analytic function that models this evolution over time. Here, it is used two time series of real data that refer to a slow vaccination obtained from India and Brazil, and two faster vaccination as observed in Israel and the United States of America. Together with vaccination, two different control approaches are presented in this paper, which enable reduces the infected people successfully: namely, the feedback and nonfeedback control methods. Numerical results predict that vaccination can reduce the peaks of infections and the duration of the pandemic, however, a better result is achieved when the vaccination is combined with any restrictions or prevention policy.</p></abstract>

Analysis of Excess Deaths During the COVID-19 Pandemic in the State of Florida

2021 ◽  
Vol 111 (4) ◽  
pp. 704-707 ◽  
Author(s):  
Moosa Tatar ◽  
Amir Habibdoust ◽  
Fernando A. Wilson
Keyword(s):  
Time Series ◽  
Moving Average ◽  
The State ◽  
Time Series Modeling ◽  
Mortality Trends ◽  
Historical Trends ◽  
Autoregressive Integrated Moving Average ◽  
The Impact ◽  
Excess Deaths

Objectives. To determine the number of excess deaths (i.e., those exceeding historical trends after accounting for COVID-19 deaths) occurring in Florida during the COVID-19 pandemic. Methods. Using seasonal autoregressive integrated moving average time-series modeling and historical mortality trends in Florida, we forecasted monthly deaths from January to September of 2020 in the absence of the pandemic. We compared estimated deaths with monthly recorded total deaths (i.e., all deaths regardless of cause) during the COVID-19 pandemic and deaths only from COVID-19 to measure excess deaths in Florida. Results. Our results suggest that Florida experienced 19 241 (15.5%) excess deaths above historical trends from March to September 2020, including 14 317 COVID-19 deaths and an additional 4924 all-cause, excluding COVID-19, deaths in that period. Conclusions. Total deaths are significantly higher than historical trends in Florida even when accounting for COVID-19–related deaths. The impact of COVID-19 on mortality is significantly greater than the official COVID-19 data suggest.

scholarly journals Analyzing the Impact of a State Concussion Law using an Autoregressive Integrated Moving Average Intervention Analysis

2020 ◽  
Author(s):  
Lihong Huang ◽  
Lindsay Sullivan ◽  
Jingzhen (Ginger) Yang
Keyword(s):  
Moving Average ◽  
Spillover Effect ◽  
Claim Data ◽  
Seasonal Trend ◽  
Intervention Analysis ◽  
Care Organization ◽  
Accountable Care ◽  
Intervention Model ◽  
Autoregressive Integrated Moving Average ◽  
The Impact

Abstract Background: Existing studies analyzing the impact of state concussion laws have found an increase in concussion-related healthcare utilization post-law, in some instances, such increases were observed during the pre-law period due to a potential “spillover” effect. However, few studies have accounted for such an effect when assessing the impact of concussion laws. This study aimed to assess the effects of Ohio’s concussion law on monthly rates of concussion-related medical encounters in Medicaid insured children, using autoregressive integrated moving average (ARIMA) analysis. Methods: We analyzed claim data obtained from the Partners For Kids database, a pediatric accountable care organization in Ohio. Concussion-related medical encounters for Medicaid-insured children (ages 0-18 years) treated between April 1, 2008 to December 31, 2016 were selected and analyzed. The pre- and post-law trends in concussion-related medical encounters were assessed using an ARIMA intervention model. Results: A total of 16,943 concussion-related medical encounters sustained by 15,545 unique patients were identified. Three upward breaks in the monthly rates of concussion-related medical encounters were observed during the study period, with two breaks observed during the pre-law period. A seasonal trend was observed with the highest rates in September and October of each year. Conclusions: Using an ARIMA intervention model, we identified three upward breaks in the monthly rate of concussion-related medical encounters between 2009 and 2016 and an associated seasonal trend. Further research is needed to investigate the effect of state concussion laws on concussion-related medical encounters in children with other types of medical insurance.

Noise Modeling

2017 ◽  
Author(s):  
Richard McCleary ◽  
David McDowall ◽  
Bradley J. Bartos
Keyword(s):  
Time Series ◽  
White Noise ◽  
Autocorrelation Function ◽  
Model Building ◽  
Moving Average ◽  
Information Criteria ◽  
Noise Model ◽  
Adequate Model ◽  
Noise Modeling ◽  
Modeling Strategy

Chapter 3 introduces the Box-Jenkins AutoRegressive Integrated Moving Average (ARIMA) noise modeling strategy. The strategy begins with a test of the Normality assumption using a Kolomogov-Smirnov (KS) statistic. Non-Normal time series are transformed with a Box-Cox procedure is applied. A tentative ARIMA noise model is then identified from a sample AutoCorrelation function (ACF). If the sample ACF identifies a nonstationary model, the time series is differenced. Integer orders p and q of the underlying autoregressive and moving average structures are then identified from the ACF and partial autocorrelation function (PACF). Parameters of the tentative ARIMA noise model are estimated with maximum likelihood methods. If the estimates lie within the stationary-invertible bounds and are statistically significant, the residuals of the tentative model are diagnosed to determine whether the model’s residuals are not different than white noise. If the tentative model’s residuals satisfy this assumption, the statistically adequate model is accepted. Otherwise, the identification-estimation-diagnosis ARIMA noise model-building strategy continues iteratively until it yields a statistically adequate model. The Box-Jenkins ARIMA noise modeling strategy is illustrated with detailed analyses of twelve time series. The example analyses include non-Normal time series, stationary white noise, autoregressive and moving average time series, nonstationary time series, and seasonal time series. The time series models built in Chapter 3 are re-introduced in later chapters. Chapter 3 concludes with a discussion and demonstration of auxiliary modeling procedures that are not part of the Box-Jenkins strategy. These auxiliary procedures include the use of information criteria to compare models, unit root tests of stationarity, and co-integration.

COVID-19 ARIMA Model Forecast: Confirmed, Mortality & Recovered Cases in 13 Caribbean Countries (Preprint)

2020 ◽  
Author(s):  
Debjyoti Talukdar ◽  
Dr. Vrijesh Tripathi
Keyword(s):  
Time Series ◽  
Autocorrelation Function ◽  
Moving Average ◽  
Arima Model ◽  
Information Criterion ◽  
Local Health ◽  
Health Administration ◽  
Model Forecast ◽  
Time Period ◽  
The Impact

BACKGROUND Rapid spread of SARS nCoV-2 virus in Caribbean region has prompted heightened surveillance with more than 350,000 COVID-19 confirmed cases in 13 Caribbean countries namely Antigua and Barbados, Bahamas, Barbados, Cuba, Dominica, Dominican Republic, Grenada, Haiti, Jamaica, Saint Kitts and Nevis, Saint Lucia, Saint Vincent and the Grenadines, Trinidad and Tobago. OBJECTIVE The aim of our study is to analyze the impact of coronavirus (SARS nCoV-2) in 13 Caribbean countries in terms of confirmed cases, number of deaths and recovered cases. Current and projected forecasts using advanced autoregressive integrated moving average (ARIMA) models will enable local health organisations to plan future courses of action in terms of lockdown and managing essential public services. METHODS The study uses the auto regressive integrated moving average (ARIMA) model based upon time series pattern as per data retrieved from John Hopkins University, freely accessible on public domain and used for research and academic purposes. The data was analyzed using STATA 14 SE software between the time period - Jan 22, 2020 till May 27, 2020 using ARIMA time series analysis. It involves generalizing an autoregressive moving average model to better understand the data and predict future points in the time series until June 15, 2020. RESULTS The results show the predicted trend in terms of COVID-19 confirmed, mortality and recovered cases for 13 Caribbean countries. The projected ARIMA model forecast for the time period - May 25, 2020 to May 31, 2020 show 20278 (95% CI 19433.21 - 21123.08) confirmed cases, 631 (95% CI 615.90 - 646.51) deaths and 11501 (95% CI 10912.45 - 12089) recovered cases related to SARS nCoV-2 virus. The final ARIMA model chosen for confirmed COVID-19 cases, number of deaths and recovered cases are ARIMA (4,2,2), ARIMA (2,1,2) and ARIMA (4,1,2) respectively. All chosen models were compared with other models in terms of various factors like AIC/BIC (Akaike Information Criterion/Bayesian Information Criterion), log likelihood, p-value significance, coefficient < 1 and 5% significance. The autocorrelation function (ACF) and partial autocorrelation function (PACF) graphs were plotted to reduce bias and select the best fitting model. CONCLUSIONS As per the results of the forecasted COVID-19 models, there is a steady rise in terms of confirmed, recovered and mortality cases during the time period March 1, 2020 until May 27, 2020. It shows an increasing trend for confirmed and recovered COVID-19 cases and slowing of the number of mortality cases over a period of time. The predicted model will help the local health administration to devise public policies in terms of awareness measures, lockdown and essential health services accordingly.

Water Use Trend at Universiti Teknologi Malaysia: Application of ARIMA Model

2012 ◽  
Author(s):  
Ayob Katimon ◽  
Amat Sairin Demun
Keyword(s):  
Time Series ◽  
Water Use ◽  
Autocorrelation Function ◽  
Water Consumption ◽  
Moving Average ◽  
Arima Model ◽  
Information Criterion ◽  
University Campus ◽  
Autoregressive Integrated Moving Average ◽  
Partial Autocorrelation Function

Kertas kerja ini menerangkan aplikasi kaedah permodelan (ARIMA) bagi mewakili perilaku penggunaan air di kampus Universiti Teknologi Malaysia. Menggunakan fungsi–fungsi ACF, PACF dan AIC, siri masa penggunaan air bulanan di kampus UTM boleh dinyatakan dalam model ARIMA (2,0,0). Anggaran parameter model ø1 dan ø2 ialah 0.2747 dan 0.4194. Keadaan tersebut menggambarkan bahawa penggunaan air pada bulan semasa tidak semestinya dipengaruhi dengan tepat oleh kadar penggunaan air pada bulan sebelumnya. Analisis juga menunjukkan model ARIMA (2,0,0) boleh diguna sebagai model ramalan guna air di kampus universiti. Kata kunci: Guna air, kampus universiti, siri masa, model ARIMA The paper describes the application of autoregressive integrated moving average (ARIMA) model to represent water use behaviour at Universiti Teknologi Malaysia (UTM) campus. Using autocorrelation function (ACF), partial autocorrelation function (PACF), and Akaike’s Information Criterion (AIC), monthly campus water use series can be best presented using ARIMA (2,0,0) model. The estimated parameter of the model ø1 and ø2 are 0.2747 and 0.4194 respectively. This implies that water consumption in UTM campus at the present month is not necessarily influenced by water consumption of immediate previous month. Analysis shows that ARIMA (2,0,0) model provides a reasonable forecasting tool for campus water use. Key words: Water use, university campus, time series, ARIMA model

scholarly journals Analyzing the impact of a state concussion law using an autoregressive integrated moving average intervention analysis

2020 ◽  
Vol 20 (1) ◽  
Author(s):  
Lihong Huang ◽  
Lindsay Sullivan ◽  
Jingzhen Yang
Keyword(s):  
Moving Average ◽  
Spillover Effect ◽  
Claim Data ◽  
Care Organization ◽  
Accountable Care ◽  
Intervention Model ◽  
Autoregressive Integrated Moving Average ◽  
Regression Methods ◽  
Study Results ◽  
The Impact

Abstract Background Existing studies analyzing the impact of state concussion laws have found an increase in concussion-related medical encounters post-law, in some instances, such increases were observed during the pre-law period due to a potential “spillover” effect. This study assessed the effects of Ohio’s concussion law, while accounting for such a “spillover” effect, on the trends in monthly rates of concussion-related medical encounters in Medicaid insured children using autoregressive integrated moving average (ARIMA) analysis. Methods We analyzed claim data obtained from the Partners For Kids database, a pediatric accountable care organization in Ohio. Concussion-related medical encounters for Medicaid-insured children (ages 0–18 years) treated between April 1, 2008 to December 31, 2016 were selected and analyzed. We assessed pre- and post-law trends in concussion-related medical encounters using an ARIMA intervention model. We also used traditional regression methods to validate the study results. Results A total of 16,943 concussion-related medical encounters sustained by 15,545 unique patients were included. Monthly rates of concussion-related medical encounters significantly increased from 4.64 per 10,000 member months during the pre-law period to 6.69 per 10,000 member months in the post-law period (P < 0.0001). Three upward breaks in the monthly rates of concussion-related medical encounters were observed between 2009 and 2016, with two breaks observed during the pre-law period. Specifically, the increased breakpoint observed in July 2011 (P = 0.0186) was significantly associated with an estimated 7.3% increase (95% CI: 1.1–13.7) in the rate of concussion-related medical encounters. This finding was confirmed in the Poisson regression and curve fitting models. Furthermore, a seasonal trend in concussion-related medical encounters was observed with the highest rates in September and October of each year. Conclusions Two of the three upward breaks identified in the monthly rate of concussion-related medical encounters occurred before the enactment of Ohio’s concussion law, suggesting a potential “spillover” effect. Further research is needed to confirm such an effect in children with other types of medical insurance.

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