Held, Leonhard Hofmann, Mathias Höhle, Michael Schmid, Volker
Year of Publication:
Discussion paper // Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München 424
We propose a stochastic model for the analysis of time series of disease counts as collected in typical surveillance systems on notifiable infectious diseases. The model is based on a Poisson or negative binomial observation model with two components: A parameter-driven component relates the disease incidence to latent parameters describing endemic seasonal patterns, which are typical for infectious disease surveillance data. A observationdriven or epidemic component is modeled with an autoregression on the number of cases at the previous time points. The autoregressive parameter is allowed to change over time according to a Bayesian changepoint model with unknown number of changepoints. Parameter estimates are obtained through Bayesian model averaging using Markov chain Monte Carlo (MCMC) techniques. In analyses of simulated and real datasets we obtain promising results.
Bayesian changepoint model epidemic modelling surveillance data reversible jump Markov chain Monte Carlo