| ARIMA模型在杭州市中小学生咳嗽症状监测中的应用 |
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| 引用本文： | 杨娟,戚建江,沈毅.ARIMA模型在杭州市中小学生咳嗽症状监测中的应用[J].生物数学学报,2011(3):563-568. |
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| 作者姓名： | 杨娟 戚建江 沈毅 |
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| 作者单位： | 浙江大学医学院公共卫生系流行病与卫生统计教研室;浙江省杭州市疾病预防控制中心; |
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| 基金项目： | 2009年浙江省医药卫生科学研究基金计划(A类)(2009A175) |
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| 摘 要： | 目的：探讨时间序列ARIMA模型在时间序列资料分析中的应用,建立咳嗽症状监测数据的预测模型.方法：采用条件最小二乘方法估计模型参数.通过对数转换及差分方法使原始序列平稳,按照残差不相关原则、简洁原则确定模型结构,依据AIC和SBC准则确定模型阶数,最终建立起ARIMA预测模型.结果：ARIMA（1,1,1）模型拟合效果较好,方差估计值为0.7361,AIC=95.6092,SBC=98.8310,对模型进行白噪声残差检验,提示残差为白噪声.结论：症状监测这种具有时间序列特点的资料可以用ARIMA模型来进行拟合估计.本文中预测结果可信区间比较宽,可能是因为时间序列比较短,还未能考虑到季节趋势.另外,所用监测数据是在中小学生在校发生症状的人数,故在节假日会出现缺失值,样本量和时间长度均有限,可能影响模型估计的准确性,本研究的结论还有待于将来资料积累后进行修正和深化.
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| 关 键 词： | ARIMA模型 时间序列 症状监测 预测 |
Applications of ARIMA Model on Syndromic Surveillance of Elementary and Middle-School Students in Hangzhou City |
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| YANG Juan QI Jian-jiang SHEN Yi.Applications of ARIMA Model on Syndromic Surveillance of Elementary and Middle-School Students in Hangzhou City[J].Journal of Biomathematics,2011(3):563-568. |
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| Authors: | YANG Juan QI Jian-jiang SHEN Yi |
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| Institution: | YANG Juan~1 QI Jian-jiang~2 SHEN Yi~1 (1 Department of Epidemiology and Biostatistics,Zhejiang University School of Public Health,Hangzhou Zhejiang 310058 China) (2 Hangzhou Center for Disease Control and Prevention,Hangzhou Zhejiang 310021 China) |
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| Abstract: | Objective To discuss the application of ARIMA model on data of time series and fit predictive model on syndromic surveillance.Methods Parameter of model was estimated based on conditional least squares.The structure was determined according to criteria of residual un-correlation and concision.ARIMA predictive model was fitted and the order of model was confirmed through Akaiake Information Criterion and Schwarz Bayesian Criterion.Results The effect of ARIMA(1,1,1) model was better than others.The estimation... |
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| Keywords: | ARIMA model Time series Syndromic surveillance Prediction |
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