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Time-series Analysis

Time-series Analysis. Synonyms: repeated measures, longitudinal analysis Origin in economics, insurance, weather, social statistics Epidemiological applications: Surveillance data Monitoring Repeated visits or observation periods. Hallmarks of Time-series.

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Time-series Analysis

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  1. Time-series Analysis • Synonyms: repeated measures, longitudinal analysis • Origin in economics, insurance, weather, social statistics • Epidemiological applications: • Surveillance data • Monitoring • Repeated visits or observation periods

  2. Hallmarks of Time-series • Long string of regular measurements • Aggregated social or physical units • Several related variables • Noisy data, serial correlation • Advantage over discrete observation: detection of trend • Object: usually prediction, less often inference

  3. Fancier Analysis: Time series (6 v 0) MVPA(min/wk) 2 yr (n/2) 2 yr (n/2) Community endpoint: Trend in mean MVPA H0: Trend unchanged Analysis: ...

  4. Techniques for Time-series • Regression (lines, curves, waves) • Autoregressive moving average (ARIMA) • Generalized estimating equations (GEE) • Anything that takes advantage of order and serial correlation to characterize and compare trends and patterns • May provide the most precise picture pre- and post-intervention, boost power to detect change

  5. Example: Impact of DRG’sDerby et al., Stroke 32:1487-91, 2001 • Pawtucket Heart Health Prog surveillance data • Quarterly count of strokes per 10,000 population in MA and RI, 1980-92 • Total and subtypes • Before and after reimbursement by Diagnosis-Related Groups (DRG) • Q:Did implementation of DRG’s affect • Total stroke reporting? • Reporting of subtypes?

  6. Trend in total stroke reports was unaffected by onset of DRG reim-bursement ... Derby et al., Stroke 32:1487-91, 2001

  7. ... but strokes classified as ‘cerebral occlusion’ increased ... Derby et al., Stroke 32:1487-91, 2001

  8. ... while strokes classified as ‘ill-defined’ decreased. Derby et al., Stroke 32:1487-91, 2001

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