ARIMA模型在婴儿死亡率预测中的应用  

Application of ARIMA model in the prediction of infant mortality rate

作　　者：黄晶[1] 戴帅[2] 仇丽霞[2] 

机构地区：[1]山西省妇幼保健院,山西太原030013 [2]山西医科大学公共卫生学院

出　　处：《中国预防医学杂志》2014年第3期256-259,共4页Chinese Preventive Medicine

摘　　要：目的探讨应用自回归滑动平均混合模型(autoregressive integrated moving average,ARIMA)预测婴儿死亡率的可行性。方法运用SPSS 16.0对1991-2012年山西省妇幼卫生年报婴儿死亡率建立ARIMA模型,用所建模型比较预测值与实际值差异,并预测2013-2015年山西省婴儿死亡率。结果模型ARIMA(1,2,0)较好地拟合了既往时间段的婴儿死亡率的时间序列,模型自回归参数AR1=-0.754,P<0.01,有统计学意义,赤池信息准则(AIC)=68.213,许瓦兹贝叶斯准则(SBC)=70.204,模型残差为白噪声(P>0.05),模型数学函数式为^Yt=0.067+1.246Yt-1+0.508Yt-2-0.754Yt-3,利用模型预测2013-2015年婴儿死亡率分别为4.77‰、4.32‰、3.96‰。结论 ARIMA模型能够较好地拟合婴儿死亡率的时间变化趋势,并用于短期预测未来婴儿死亡率。Objective To assess the feasibility of autoregressive integrated moving average（ARIMA）model in predicting the infant mortality rate（IMR）. Methods ARIMA model was established based on data of infant mortality rate analyzed by SPSS16.0and collected from Women and Children Health Statistic Report database during 1991to 2012in Shanxi.The predicted and actual IMR was compared and the model was used to predict IMR in 2013to 2015. Results The model of ARIMA（1,2,0）could better fit the time series of IMR in the study period.The autoregressive coefficient was statistically significant（AR1=-0.754,P〈0.01）（AIC =68.213,SBC=70.204）and the residuals was a white noise sequence（P〉0.05）.The mathematic function formula was^Yt=0.067＋1.246Yt-1＋0.508Yt-2-0.754Yt-3.The predicted IMRs for 2013,2014and 2015 were 4.77‰,4.32‰ and 3.96‰. Conclusions The ARIMA model can better fit the annual dynamic change of IMR,and may be used to predict IMR in the short-term.

关 键 词：婴儿死亡率 时间序列 ARIMA模型 

分 类 号：R195[医药卫生—卫生统计学]