Segmented Regression Analysis of Interrupted Time Series Studies in Medication Use Research
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How to Assess the Impact of Quality and Patient Safety Interventions with Routinely Collected Longitudinal Data
How to Assess the Impact of Quality and Patient Safety Interventions with Routinely Collected Longitudinal Data Diego A. Martinez, PhD, Assistant Professor of Emergency Medicine, Johns Hopkins University School of Medicine, Baltimore, MD Mehdi Jalalpour, PhD, Assistant Professor of Civil and Environmental Engineering, Cleveland State University, Cleveland, Ohio, USA. David T. Efron, MD, FACS, Professor of Surgery, Johns Hopkins University School of Medicine, Baltimore, MD Scott R. Levin, PhD, Associate Professor of Emergency Medicine, Johns Hopkins University School of Medicine, Baltimore, MD ABSTRACT Objectives: Measuring the effect of patient safety improvement efforts is needed to determine their value but is difficult due to the inherent complexities of hospital operations. In this paper, we show by case study how interrupted time series design can be used to isolate and measure the impact of interventions while accounting for confounders often present in complex health delivery systems. Methods: We searched for time-stamped data from electronic medical records and operating room information systems associated with perioperative patient flow in a large, urban, academic hospital in Baltimore, Maryland. We limited the searched to those adult cases performed between January 2015 and March 2017. We used segmented regression and Box-Jenkins methods to measure the effect of perioperative throughput improvement efforts and account for the loss of high volume surgeons, surgical volume, and occupancy. Results: We identified a significant decline of operating room exit delays of about 50%, achieved in 6 months and sustained over 14 months. Conclusions: By longitudinal assessment of intervention effects, rather than cross-sectional comparison, our measurement tool estimated and provided inferences of change-points over time while taking into account the magnitude of other latent systems factors. -
Process Control Charts and ITS Analysis of Epworth MEER Trial
Supplementary material BMJ Open Qual Process control charts and ITS analysis of Epworth MEER trial Contents Introduction 2 References............................................. 2 Load R packages 3 Useful functions 3 Import .csv data file for standard 5 incident counts 4 Read in the standard 5 data and add field for incident rate: . 4 Display the data . 5 Summarise the data . 7 View the data 8 Plot patient activity levels . 8 Plot RiskMan incident rates for standard 5 . 9 Probablity distributions for the culpcount data 10 Poisson distribution . 10 Negative binomial distribution . 11 CHART AND ANALYSIS FUNCTIONS 12 Process control chart . 12 Segmented regression model function . 13 Segmented regression full analysis function . 13 ANALYSIS & FIGURES 15 ED+4G vs Other . 15 glm analyses . 15 Residual & autocorrelation plots for negative binomial analysis . 17 Generate u-charts and ITS plot . 19 1 Curtin AG, et al. BMJ Open Qual 2020; 9:e000741. doi: 10.1136/bmjoq-2019-000741 Supplementary material BMJ Open Qual Introduction This notebook file provides R code and results for process control charts (u-charts) and Interrupted Time Series (ITS) analyses of an intervention trial at the Epworth Richmond hospital in Melbourne which was applied to two units at the Epworth hospital in Richmond, 4 Gray (4G) and Emergency (ED), from Jan 2018 to Oct 2018. The intervention was the application of a quality improvement approach called MEER. The effectiveness of the MEER intervention was gauged by its influence on reported adverse adverse incidents at the Epworth Richmond hospital as recorded by an electronic reporting system called RiskMan. The RiskMan incidents analysed in this study can be categorised according to which of five National Safety and Quality Health Standards (NSQHS) they pertain to. -
Kalman and Particle Filtering
Abstract: The Kalman and Particle filters are algorithms that recursively update an estimate of the state and find the innovations driving a stochastic process given a sequence of observations. The Kalman filter accomplishes this goal by linear projections, while the Particle filter does so by a sequential Monte Carlo method. With the state estimates, we can forecast and smooth the stochastic process. With the innovations, we can estimate the parameters of the model. The article discusses how to set a dynamic model in a state-space form, derives the Kalman and Particle filters, and explains how to use them for estimation. Kalman and Particle Filtering The Kalman and Particle filters are algorithms that recursively update an estimate of the state and find the innovations driving a stochastic process given a sequence of observations. The Kalman filter accomplishes this goal by linear projections, while the Particle filter does so by a sequential Monte Carlo method. Since both filters start with a state-space representation of the stochastic processes of interest, section 1 presents the state-space form of a dynamic model. Then, section 2 intro- duces the Kalman filter and section 3 develops the Particle filter. For extended expositions of this material, see Doucet, de Freitas, and Gordon (2001), Durbin and Koopman (2001), and Ljungqvist and Sargent (2004). 1. The state-space representation of a dynamic model A large class of dynamic models can be represented by a state-space form: Xt+1 = ϕ (Xt,Wt+1; γ) (1) Yt = g (Xt,Vt; γ) . (2) This representation handles a stochastic process by finding three objects: a vector that l describes the position of the system (a state, Xt X R ) and two functions, one mapping ∈ ⊂ 1 the state today into the state tomorrow (the transition equation, (1)) and one mapping the state into observables, Yt (the measurement equation, (2)). -
Lecture 19: Wavelet Compression of Time Series and Images
Lecture 19: Wavelet compression of time series and images c Christopher S. Bretherton Winter 2014 Ref: Matlab Wavelet Toolbox help. 19.1 Wavelet compression of a time series The last section of wavelet leleccum notoolbox.m demonstrates the use of wavelet compression on a time series. The idea is to keep the wavelet coefficients of largest amplitude and zero out the small ones. 19.2 Wavelet analysis/compression of an image Wavelet analysis is easily extended to two-dimensional images or datasets (data matrices), by first doing a wavelet transform of each column of the matrix, then transforming each row of the result (see wavelet image). The wavelet coeffi- cient matrix has the highest level (largest-scale) averages in the first rows/columns, then successively smaller detail scales further down the rows/columns. The ex- ample also shows fine results with 50-fold data compression. 19.3 Continuous Wavelet Transform (CWT) Given a continuous signal u(t) and an analyzing wavelet (x), the CWT has the form Z 1 s − t W (λ, t) = λ−1=2 ( )u(s)ds (19.3.1) −∞ λ Here λ, the scale, is a continuous variable. We insist that have mean zero and that its square integrates to 1. The continuous Haar wavelet is defined: 8 < 1 0 < t < 1=2 (t) = −1 1=2 < t < 1 (19.3.2) : 0 otherwise W (λ, t) is proportional to the difference of running means of u over successive intervals of length λ/2. 1 Amath 482/582 Lecture 19 Bretherton - Winter 2014 2 In practice, for a discrete time series, the integral is evaluated as a Riemann sum using the Matlab wavelet toolbox function cwt. -
Alternative Tests for Time Series Dependence Based on Autocorrelation Coefficients
Alternative Tests for Time Series Dependence Based on Autocorrelation Coefficients Richard M. Levich and Rosario C. Rizzo * Current Draft: December 1998 Abstract: When autocorrelation is small, existing statistical techniques may not be powerful enough to reject the hypothesis that a series is free of autocorrelation. We propose two new and simple statistical tests (RHO and PHI) based on the unweighted sum of autocorrelation and partial autocorrelation coefficients. We analyze a set of simulated data to show the higher power of RHO and PHI in comparison to conventional tests for autocorrelation, especially in the presence of small but persistent autocorrelation. We show an application of our tests to data on currency futures to demonstrate their practical use. Finally, we indicate how our methodology could be used for a new class of time series models (the Generalized Autoregressive, or GAR models) that take into account the presence of small but persistent autocorrelation. _______________________________________________________________ An earlier version of this paper was presented at the Symposium on Global Integration and Competition, sponsored by the Center for Japan-U.S. Business and Economic Studies, Stern School of Business, New York University, March 27-28, 1997. We thank Paul Samuelson and the other participants at that conference for useful comments. * Stern School of Business, New York University and Research Department, Bank of Italy, respectively. 1 1. Introduction Economic time series are often characterized by positive -
Time Series: Co-Integration
Time Series: Co-integration Series: Economic Forecasting; Time Series: General; Watson M W 1994 Vector autoregressions and co-integration. Time Series: Nonstationary Distributions and Unit In: Engle R F, McFadden D L (eds.) Handbook of Econo- Roots; Time Series: Seasonal Adjustment metrics Vol. IV. Elsevier, The Netherlands N. H. Chan Bibliography Banerjee A, Dolado J J, Galbraith J W, Hendry D F 1993 Co- Integration, Error Correction, and the Econometric Analysis of Non-stationary Data. Oxford University Press, Oxford, UK Time Series: Cycles Box G E P, Tiao G C 1977 A canonical analysis of multiple time series. Biometrika 64: 355–65 Time series data in economics and other fields of social Chan N H, Tsay R S 1996 On the use of canonical correlation science often exhibit cyclical behavior. For example, analysis in testing common trends. In: Lee J C, Johnson W O, aggregate retail sales are high in November and Zellner A (eds.) Modelling and Prediction: Honoring December and follow a seasonal cycle; voter regis- S. Geisser. Springer-Verlag, New York, pp. 364–77 trations are high before each presidential election and Chan N H, Wei C Z 1988 Limiting distributions of least squares follow an election cycle; and aggregate macro- estimates of unstable autoregressive processes. Annals of Statistics 16: 367–401 economic activity falls into recession every six to eight Engle R F, Granger C W J 1987 Cointegration and error years and follows a business cycle. In spite of this correction: Representation, estimation, and testing. Econo- cyclicality, these series are not perfectly predictable, metrica 55: 251–76 and the cycles are not strictly periodic. -
Original Research Article Analysing Interrupted Time Series with A
Original Research Article Analysing interrupted time series with a control Authors Bottomley C 1,2* , Scott JAG 2,3 , Isham V 4 Institutions 1. MRC Tropical Epidemiology Group, London School of Hygiene & Tropical Medicine, London, UK 2. Department of Infectious Disease Epidemiology, London School of Hygiene & Tropical Medicine, London, UK 3. KEMRI-Wellcome Trust Research Programme, Kilifi, Kenya 4. Department of Statistical Science, University College London, London, UK * Corresponding Author: [email protected] London School of Hygiene & Tropical Medicine, Keppel Street, London, UK Tel: +44 207 927 2533 1 Abstract Interrupted time series are increasingly being used to evaluate the population-wide implementation of public health interventions. However, the resulting estimates of intervention impact can be severely biased if underlying disease trends are not adequately accounted for. Control series offer a potential solution to this problem, but there is little guidance on how to use them to produce trend-adjusted estimates. To address this lack of guidance, we show how interrupted time series can be analysed when the control and intervention series share confounders, i.e., when they share a common trend. We show that the intervention effect can be estimated by subtracting the control series from the intervention series and analysing the difference using linear regression or, if a log-linear model is assumed, by including the control series as an offset in a Poisson regression with robust standard errors. The methods are illustrated with two examples. Key words: interrupted time series, segmented regression, common trend model 2 Introduction Interrupted time series (ITS) analysis is an increasingly popular method for evaluating public health interventions [1]. -
Generating Time Series with Diverse and Controllable Characteristics
GRATIS: GeneRAting TIme Series with diverse and controllable characteristics Yanfei Kang,∗ Rob J Hyndman,† and Feng Li‡ Abstract The explosion of time series data in recent years has brought a flourish of new time series analysis methods, for forecasting, clustering, classification and other tasks. The evaluation of these new methods requires either collecting or simulating a diverse set of time series benchmarking data to enable reliable comparisons against alternative approaches. We pro- pose GeneRAting TIme Series with diverse and controllable characteristics, named GRATIS, with the use of mixture autoregressive (MAR) models. We simulate sets of time series using MAR models and investigate the diversity and coverage of the generated time series in a time series feature space. By tuning the parameters of the MAR models, GRATIS is also able to efficiently generate new time series with controllable features. In general, as a costless surrogate to the traditional data collection approach, GRATIS can be used as an evaluation tool for tasks such as time series forecasting and classification. We illustrate the usefulness of our time series generation process through a time series forecasting application. Keywords: Time series features; Time series generation; Mixture autoregressive models; Time series forecasting; Simulation. 1 Introduction With the widespread collection of time series data via scanners, monitors and other automated data collection devices, there has been an explosion of time series analysis methods developed in the past decade or two. Paradoxically, the large datasets are often also relatively homogeneous in the industry domain, which limits their use for evaluation of general time series analysis methods (Keogh and Kasetty, 2003; Mu˜nozet al., 2018; Kang et al., 2017). -
An Exact Algorithm for Estimating Breakpoints in Segmented Generalized Linear Models
Küchenhoff: An exact algorithm for estimating breakpoints in segmented generalized linear models Sonderforschungsbereich 386, Paper 27 (1996) Online unter: http://epub.ub.uni-muenchen.de/ Projektpartner An exact algorithm for estimating breakp oints in segmented generalized linear mo dels Helmut Kuc henho University of Munich Institute of Statistics Akademiestrasse D Munc hen Summary We consider the problem of estimating the unknown breakp oints in seg mented generalized linear mo dels Exact algorithms for calculating maxi mum likeliho o d estimators are derived for dierenttyp es of mo dels After discussing the case of a GLM with a single covariate having one breakp oint a new algorithm is presented when further covariates are included in the mo del The essential idea of this approach is then used for the case of more than one breakp oint As further extension an algorithm for the situation of two regressors eachhaving a breakp oint is prop osed These techniques are applied for analysing the data of the Munichrental table It can b e seen that these algorithms are easy to handle without to o much computational eort The algorithms are available as GAUSSprograms Keywords Breakp oint generalized linear mo del segmented regression Intro duction In many practical regressiontyp e problems we cannot t one uniform re gression function to the data since the functional relationship b etween the resp onse Y and the regressor X changes at certain p oints of the domain of X These p oints are usually called breakp oints or changep oints One imp -
Fitting Segmented Regression Curves
University of Montana ScholarWorks at University of Montana Graduate Student Theses, Dissertations, & Professional Papers Graduate School 1968 Fitting segmented regression curves Kenneth P. Johnson The University of Montana Follow this and additional works at: https://scholarworks.umt.edu/etd Let us know how access to this document benefits ou.y Recommended Citation Johnson, Kenneth P., "Fitting segmented regression curves" (1968). Graduate Student Theses, Dissertations, & Professional Papers. 8324. https://scholarworks.umt.edu/etd/8324 This Thesis is brought to you for free and open access by the Graduate School at ScholarWorks at University of Montana. It has been accepted for inclusion in Graduate Student Theses, Dissertations, & Professional Papers by an authorized administrator of ScholarWorks at University of Montana. For more information, please contact [email protected]. FITTING SEGMENTED REGRESSION CURVES By Kenneth P. Johnson B.A., University of Montana, l965 Presented in partial fulfillment of the requirements for the degree of Master of Arts UNIVERSITY OF MONTANA 1968 Approved by: Chairman, Board of Examiners /C'..,,_^ De ^ , Graduate' School Date Reproduced with permission of the copyright owner. Further reproduction prohibited without permission. UMI Number: EP39125 All rights reserved INFORMATION TO ALL USERS The quality of this reproduction is dependent upon the quality of the copy submitted. In the unlikely event that the author did not send a complete manuscript and there are missing pages, these will be noted. Also, if material had to be removed, a note will indicate the deletion. UMT DMSsdation PublisNng UMI EP39125 Published by ProQuest LLC (2013). Copyright in the Dissertation held by the Author. Microform Edition © ProQuest LLC. -
Monte Carlo Smoothing for Nonlinear Time Series
Monte Carlo Smoothing for Nonlinear Time Series Simon J. GODSILL, Arnaud DOUCET, and Mike WEST We develop methods for performing smoothing computations in general state-space models. The methods rely on a particle representation of the filtering distributions, and their evolution through time using sequential importance sampling and resampling ideas. In particular, novel techniques are presented for generation of sample realizations of historical state sequences. This is carried out in a forward-filtering backward-smoothing procedure that can be viewed as the nonlinear, non-Gaussian counterpart of standard Kalman filter-based simulation smoothers in the linear Gaussian case. Convergence in the mean squared error sense of the smoothed trajectories is proved, showing the validity of our proposed method. The methods are tested in a substantial application for the processing of speech signals represented by a time-varying autoregression and parameterized in terms of time-varying partial correlation coefficients, comparing the results of our algorithm with those from a simple smoother based on the filtered trajectories. KEY WORDS: Bayesian inference; Non-Gaussian time series; Nonlinear time series; Particle filter; Sequential Monte Carlo; State- space model. 1. INTRODUCTION and In this article we develop Monte Carlo methods for smooth- g(yt+1|xt+1)p(xt+1|y1:t ) p(xt+1|y1:t+1) = . ing in general state-space models. To fix notation, consider p(yt+1|y1:t ) the standard Markovian state-space model (West and Harrison 1997) Similarly, smoothing can be performed recursively backward in time using the smoothing formula xt+1 ∼ f(xt+1|xt ) (state evolution density), p(xt |y1:t )f (xt+1|xt ) p(x |y ) = p(x + |y ) dx + . -
Measuring Complexity and Predictability of Time Series with Flexible Multiscale Entropy for Sensor Networks
Article Measuring Complexity and Predictability of Time Series with Flexible Multiscale Entropy for Sensor Networks Renjie Zhou 1,2, Chen Yang 1,2, Jian Wan 1,2,*, Wei Zhang 1,2, Bo Guan 3,*, Naixue Xiong 4,* 1 School of Computer Science and Technology, Hangzhou Dianzi University, Hangzhou 310018, China; [email protected] (R.Z.); [email protected] (C.Y.); [email protected] (W.Z.) 2 Key Laboratory of Complex Systems Modeling and Simulation of Ministry of Education, Hangzhou Dianzi University, Hangzhou 310018, China 3 School of Electronic and Information Engineer, Ningbo University of Technology, Ningbo 315211, China 4 Department of Mathematics and Computer Science, Northeastern State University, Tahlequah, OK 74464, USA * Correspondence: [email protected] (J.W.); [email protected] (B.G.); [email protected] (N.X.) Tel.: +1-404-645-4067 (N.X.) Academic Editor: Mohamed F. Younis Received: 15 November 2016; Accepted: 24 March 2017; Published: 6 April 2017 Abstract: Measurement of time series complexity and predictability is sometimes the cornerstone for proposing solutions to topology and congestion control problems in sensor networks. As a method of measuring time series complexity and predictability, multiscale entropy (MSE) has been widely applied in many fields. However, sample entropy, which is the fundamental component of MSE, measures the similarity of two subsequences of a time series with either zero or one, but without in-between values, which causes sudden changes of entropy values even if the time series embraces small changes. This problem becomes especially severe when the length of time series is getting short. For solving such the problem, we propose flexible multiscale entropy (FMSE), which introduces a novel similarity function measuring the similarity of two subsequences with full-range values from zero to one, and thus increases the reliability and stability of measuring time series complexity.