使用自回归求和移动平均 (ARIMA) 模型的中断时间序列分析:评估大规模卫生干预措施的指南。

Interrupted time series analysis using autoregressive integrated moving average (ARIMA) models: a guide for evaluating large-scale health interventions.

机构信息

Centre for Big Data Research in Health, UNSW Sydney, Level 2, AGSM Building, Sydney, Australia.

School of Public Health and Community Medicine, UNSW Sydney, Sydney, Australia.

出版信息

BMC Med Res Methodol. 2021 Mar 22;21(1):58. doi: 10.1186/s12874-021-01235-8.

Abstract

BACKGROUND

Interrupted time series analysis is increasingly used to evaluate the impact of large-scale health interventions. While segmented regression is a common approach, it is not always adequate, especially in the presence of seasonality and autocorrelation. An Autoregressive Integrated Moving Average (ARIMA) model is an alternative method that can accommodate these issues.

METHODS

We describe the underlying theory behind ARIMA models and how they can be used to evaluate population-level interventions, such as the introduction of health policies. We discuss how to select the shape of the impact, the model selection process, transfer functions, checking model fit, and interpretation of findings. We also provide R and SAS code to replicate our results.

RESULTS

We illustrate ARIMA modelling using the example of a policy intervention to reduce inappropriate prescribing. In January 2014, the Australian government eliminated prescription refills for the 25 mg tablet strength of quetiapine, an antipsychotic, to deter its prescribing for non-approved indications. We examine the impact of this policy intervention on dispensing of quetiapine using dispensing claims data.

CONCLUSIONS

ARIMA modelling is a useful tool to evaluate the impact of large-scale interventions when other approaches are not suitable, as it can account for underlying trends, autocorrelation and seasonality and allows for flexible modelling of different types of impacts.

摘要

背景

间断时间序列分析越来越多地用于评估大规模卫生干预措施的影响。 虽然分段回归是一种常用的方法,但它并不总是足够的,特别是在存在季节性和自相关性的情况下。 自回归综合移动平均 (ARIMA) 模型是一种替代方法,可以解决这些问题。

方法

我们描述了 ARIMA 模型背后的基本理论,以及如何将其用于评估人群干预措施,例如卫生政策的引入。 我们讨论了如何选择影响的形状、模型选择过程、传递函数、检查模型拟合度以及解释发现。 我们还提供了 R 和 SAS 代码来复制我们的结果。

结果

我们使用一项旨在减少不适当处方的政策干预措施的示例来说明 ARIMA 建模。 2014 年 1 月,澳大利亚政府取消了 25 毫克规格的喹硫平(一种抗精神病药)的处方续方,以阻止其用于未经批准的适应症。我们使用配药数据来检查这项政策干预对喹硫平配药的影响。

结论

当其他方法不适用时,ARIMA 建模是评估大规模干预措施影响的有用工具,因为它可以考虑到潜在趋势、自相关性和季节性,并允许对不同类型的影响进行灵活建模。

https://cdn.ncbi.nlm.nih.gov/pmc/blobs/036b/7986567/bf91b4c9a5e5/12874_2021_1235_Fig1_HTML.jpg

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