Structural time series models in medicine

Andrew Harvey*, Siem Jan Koopman

*Corresponding author for this work

Research output: Contribution to JournalArticleAcademicpeer-review

Abstract

Structural time series models are formulated in terms of components, such as trends, seasonals and cycles, which have a direct interpretation. This article describes such models and gives examples of how they can be applied in medicine. Univariate models are considered first, and then extended to include explanatory variables and interventions. Multivariate models are then shown to provide a framework for modelling longitudinal data and for carrying out intervention analysis with control groups. The final sections deal with data irregularities and non-Gaussian observations.

Original languageEnglish
Pages (from-to)23-49
Number of pages27
JournalStatistical Methods in Medical Research
Volume5
Issue number1
DOIs
Publication statusPublished - 1 Jan 1996
Externally publishedYes

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