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Dr Cho-Min-Naing
Medical Officer (Malaria/DHF) The National Vector Borne Diseases Control Project, Yangon, Insein PO, Myanmar
Learning objectives:
At the end of this session, 1. the participant should understand forecasting methods. 2. the participant should know concepts behind forecasting models.
Performance objectives:
1. the participant should be able to develop times series model for forecasting epidemic.
I. Background:
Unaided, subjective judgements to warn of forthcoming events and changes are not as accurate and effective as systematic, explicit approaches to forecasting. This does not mean there is error free forecasts. This does mean explicit systematic forecasting approaching can provide substantial benefits when used properly as all types and forms of forecasting techniques are made available within the existing data.
1. Judgmental method:
Forecasts are made as individual judgements or by committee agreement or decisions.
2. Quantitative method:
To know what will happen, but not why something happens. There are three subcategories of this method 2.1 Times series methods: Seek to identify historical patterns (using time as a reference) and then forecast using a time-based extrapolation of those patterns. 2.2 Explanatory methods: Seek to identify the relationships that lead to observed outcomes in the past and then forecast by applying those relationships to the future. 2.3 Monitoring methods: Seek to identify changes in patterns and relationships.
3. Technological method:
Address long-term issues of a technological, societal, political or economic nature.
3.1 Extrapolative methods: using historical patterns and relationships as a basic for forecasts 3.2 Analogy-based methods: using historical and other analogies to make forecasts 3.3 Expert-based methods: 3.4 Normative-based methods: {using objectives, goals, and desired outcomes as a basic for forecasting, thereby influencing future events}.
Time series forecasting treats the system as black box and makes no attempt to discover the factors affecting its behavior. It explains only what will happen, but not why something happens. The general formula for the time series model is Actual = pattern + randomness The common goal in the application of forecasting techniques is to minimize these deviations or errors in the forecast. The errors are defined as the differences between the actual value and what was predicted.
Additive model
1. We assume that the data is the sum of the time series components.
Multiplicative model
1. We assume that the data is the product of the various components.
Yt = Trt + Snt + Clt + 2. If the data do not contain one of the components (e.g., cycle) the value for that missing component is zero. Suppose there is no cycle, then Yt = Trt + Snt + t
3. The seasonal component is independent of trend, and thus magnitude of the seasonal swing is constant over time.
Yt = Trt * Snt * t
3. The seasonal factor of
multiplicative model is a proportion (ratio) to the trends, and thus the magnitude of the seasonal swing increases or decreases according to the behaviour of trend.
Objectives of modelling : 1) to monitor the malaria situation in the study area and forecast with modelling; 2) to detect seasonal transmission patterns in the distribution of malaria in the study area
Methods:
1. This is a documentary study using time series data covering 1984 to 1992. 2. The dependent variable was the incidence of malaria occurring during a given time including both out-patient and in-patient malaria cases. 3. For a starting point, we demonstrated a simple, two-variable regression model using the independent variable, time factor. 4. For the centred moving average, we computed a four-period moving centred average. 5. The data were processed using MINITAB release 11.12.
Results:
The output for MINITAB program illustrating seasonal indices and centred moving average.
Times series (multiplicative decomposition method) Seasonal Indices
Period Index 1 1.18483 2 0.309150 3 0.738706 4 1.76732 Accuracy of Model MAPE: 494 MAD: 234 MSD: 101789
Fig 1. The multiplic ative dec omposition method: Ac tual ver sus f or ec ast values f or malar ia c ases, 1984- 92
1500
Actual Predicted Forecast Actual Predicted Forecast
1000
Cases
500
0 0 10 20 30 40
1500
1000
cases
500
MAPE: MAD:
0 0 10 20 30
MSD:
T 0.19 2.10
P 0.850 0.043
R-Sq = 11.5%
R-Sq(adj) = 8.9%
1000
s e s a C
500
quarterlytime periods
Discussion:
1.Epidemic of malaria: What?
1.1 Periodical rapid and great increase in malaria morbidity and perhaps mortality, reaching levels above local average endemicity. 1.2 A rapid increase in malaria morbidity and mortality in a given population (independent of seasonal variations) which clearly surpasses. 1.3 The usual levels, or the appearance of the infection in an area where it was not known before. A sharp increase of the incidence of malaria among a population in which disease was unknown.
Points to ponder:
1. Among diverse factors, the selection of independent variables should be judiciously based on theoretical considerations. 2. It is worth emphasizing that the simple, twovariable regression model is limited in information. 3. The preferred approach is to perform regression model for more than one independent Variable. That is, multiple regression analysis: It allows the investigator to assess the separate effects of several unconfounded independent variables on a single dependent variable.
A cautionary note:
For real progress, the mathematical modeller as well as the epidemiologist must have mud on his boots. [Bradley,1982].
References:
1. Armitage P, Berry G. Automatic selection procedures and colinearity. In:Statistical Methods in Medical Research. 3rd ed. Blackwell Scientific Publications, Oxford. 1994; 321-323.
2. Centred for Health Economics, Chulalongkorn University, Bangkok, Thailand. Lecture Notes on Econometrics. (1995/96) (unpublished) 3. Doti JL, Adibi E. Identifying and correcting econometric problems. In: Econometric Analysis: An Application Approach. Prentice-Hall, Inc, New Jersey. 1987; 203-265.
References (cont):
4. Foster DP, Stine RA, Waterman RP. Summary regression case. In:Business Analysis Using Regression: A Case Book. Springer-Verlag New York, Inc. 1998; 227. 5. Gujarati DN. Test of specification errors. In: Basic Econometric. 3rd ed. Mcgraw-Hill, Inc. Singapore. 1995;461. 6. Kleinbaum DG, Kupper LL, Muller KE. Regression diagnostics. In: Applied Regression Analysis and Other Multivariable Methods. 2nd ed. PWS-KENT publishing Company. Boston. 1988: 181-225. 7. Roll Back Malaria. Malaria Early Warning Systems. WHO/CDS/RBM/2001.32. 2001