American Journal of Tropical Medicine and Hygiene · 2008 · 207 citations · 41 references
Veterinary MedicineInfectious Disease ControlInfectious DiseasesEpidemiologyInfectious Disease EpidemiologyTime Series AnalysisDisease ForecastingDisease Trend AnalysisTemporal Disease TrendsTime Series EconometricsTime Series ForecastingTime Series ModelingArima ModelsBox-jenkins MethodologyDisease Outbreak ForecastingExternal RegressorsForecasting Disease DynamicsForecasting Infectious Disease IncidenceTime Series Trend AnalysisWilcoxon Signed-rank Test
We use the Box-Jenkins approach to fit an autoregressive integrated moving average (ARIMA) model to dengue incidence in Rio de Janeiro, Brazil, from 1997 to 2004. We find that the number of dengue cases in a month can be estimated by the number of dengue cases occurring one, two, and twelve months prior. We use our fitted model to predict dengue incidence for the year 2005 when two alternative approaches are used: 12-steps ahead versus 1-step ahead. Our calculations show that the 1-step ahead approach for predicting dengue incidence provides significantly more accurate predictions (P value=0.002, Wilcoxon signed-ranks test) than the 12-steps ahead approach. We also explore the predictive power of alternative ARIMA models incorporating climate variables as external regressors. Our findings indicate that ARIMA models are useful tools for monitoring dengue incidence in Rio de Janeiro. Furthermore, these models can be applied to surveillance data for predicting trends in dengue incidence.
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Time Series Analysis: Forecasting and Control
Michael D. Geurts, George E. P. Box, Gwilym M. Jenkins · Journal of Marketing Research · 1977 · 19.3K citations
Computing, Data Science, Forecasting +11
On a measure of lack of fit in time series models
Greta M. Ljung, George E. P. Box · Biometrika · 1978 · 6K citations