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求和自回归滑动平均模型结合圆分布法分析脑卒中死亡率动态规律
引用本文:王德征,江国虹,宋桂德,吴彤宇,潘怡,张颖,张辉. 求和自回归滑动平均模型结合圆分布法分析脑卒中死亡率动态规律[J]. 中华流行病学杂志, 2009, 30(1): 82-84. DOI: 10.3760/cma.j.issn.0254-6450.2009.01.023
作者姓名:王德征  江国虹  宋桂德  吴彤宇  潘怡  张颖  张辉
作者单位:天津市疾病预防控制中心,300011
摘    要:通过1999年1月至2006年12月天津市脑卒中逐月死亡率数据,应用圆分布法探讨脑卒中死亡率的季节分布,动态变化规律,建立监测与预测的时间序列模型.通过模型辨识、参数估计及其检验、白噪声检验、模型的拟合度分析等过程,建立求和自回归滑动平均模型(ARIMA)的季节乘积模型(P,d,q)(P,D,Q)s.脑卒中死亡率以年为周期,一年中1月为高发月份.建立ARIMA(0,1,0)×(0,1,1)12:模型:(1-B)(1-B12)lnx1=0.001+(1-0.537B12)εt.结论:ARIMA乘积模型结合圆分布法是对脑卒中死亡率进行时间序列分析的重要方法;应用该方法可对脑卒中流行趋势及死亡率进行预测,为卫生资源合理分配、公共卫生政策计划制定和防治结果考核提供科学依据.

关 键 词:脑卒中  死亡率  时间序列  求和自回归滑动平均模型模型  圆分布
收稿时间:2008-07-11

Autoregressive integrated moving average model and circle distribution analysis of stroke mortality in Tianjin
WANG De-zheng,JIANG Guo-hong,SONG Gui-de,WU Tong-yu,PAN Yi,ZHANG Ying and ZHANG Hui. Autoregressive integrated moving average model and circle distribution analysis of stroke mortality in Tianjin[J]. Chinese Journal of Epidemiology, 2009, 30(1): 82-84. DOI: 10.3760/cma.j.issn.0254-6450.2009.01.023
Authors:WANG De-zheng  JIANG Guo-hong  SONG Gui-de  WU Tong-yu  PAN Yi  ZHANG Ying  ZHANG Hui
Affiliation:Tianjin Center for Disease Control and Prevention, Tianjin 300011, China;Tianjin Center for Disease Control and Prevention, Tianjin 300011, China;Tianjin Center for Disease Control and Prevention, Tianjin 300011, China;Tianjin Center for Disease Control and Prevention, Tianjin 300011, China;Tianjin Center for Disease Control and Prevention, Tianjin 300011, China;Tianjin Center for Disease Control and Prevention, Tianjin 300011, China;Tianjin Center for Disease Control and Prevention, Tianjin 300011, China
Abstract:To develop a model for forecasting the mortality of stroke in Tianjin,China.The time series of stroke mortality from 1999 Jan.to 2006 Dec.in Tianjin city were subjected.Circle distribution analysis was used to verify the trend of time concentration.Multiple seasonal autoregressive integrated moving average model [ARIMA (p,d,q) (P,D,Q)s],based on model identification,estimation and verification of parameter,and analysis of the fitting of model,was established.Most of the deaths from stroke occurred in January and had a cycle of 12 months.An AR/MA model (0,1,0)×(0,1,1)12 was established(1-B)(1-B12) lnxt=0.001+(1-0.537 B12)εt.Conclusion: ARIMA & Circle Distribution analysis is an important tool for stroke mortality analysis.Potentially it has a high practical value on the surveillance,forecasting and prevention of stroke mortality.
Keywords:Stroke  Mortality  Time Series  Auto regressive integrated moving average model  Circle distribution
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