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Modelling seasonal patterns in longitudinal profiles with correlated circular random walks


Riebler, A; Held, L; Rue, H (2011). Modelling seasonal patterns in longitudinal profiles with correlated circular random walks. In: 26th International Workshop on Statistical Modelling, Valencia, 11 July 2011 - 15 July 2011, 503-508.

Abstract

Seasonal patterns, as they occur in time series of infectious disease surveillance counts, are frequently modelled using a superposition of sine and cosine functions. However, in some cases this might be too simple. We propose the use of circular second order random walks instead and extend this approach to multivariate time series of counts. A correlated Gaussian Markov random field
approach combines a uniform correlation matrix with a circular random walk to allow the seasonal pattern to be similar across regions, say, but not identical.
Thus, spatially-varying disease onsets may be accounted for. The methodology is applied to weekly number of deaths from in uenza and pneumonia in nine major regions of the USA.

Abstract

Seasonal patterns, as they occur in time series of infectious disease surveillance counts, are frequently modelled using a superposition of sine and cosine functions. However, in some cases this might be too simple. We propose the use of circular second order random walks instead and extend this approach to multivariate time series of counts. A correlated Gaussian Markov random field
approach combines a uniform correlation matrix with a circular random walk to allow the seasonal pattern to be similar across regions, say, but not identical.
Thus, spatially-varying disease onsets may be accounted for. The methodology is applied to weekly number of deaths from in uenza and pneumonia in nine major regions of the USA.

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Additional indexing

Item Type:Conference or Workshop Item (Paper), not refereed, further contribution
Communities & Collections:04 Faculty of Medicine > Epidemiology, Biostatistics and Prevention Institute (EBPI)
Dewey Decimal Classification:610 Medicine & health
Language:English
Event End Date:15 July 2011
Deposited On:15 Dec 2011 13:14
Last Modified:26 Jan 2017 08:50
Additional Information:In: Proceedings of the 26th International Workshop on Statistical Modelling
Related URLs:http://www.geeitema.org/iwsm2011/

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