Forecasting Diabetes Patients Attendance at Al-Baha Hospitals Using Autoregressive Fractional Integrated Moving Average (ARFIMA) Models

Abstract

Diabetes has become a concern in the developed and developing countries with its growing number of patients reported to the ministry of health records. This paper discusses the use of the Autoregressive Fractional Moving Average (ARFIMA) technique to modeling the diabetes patient’s attendance at Al-Baha hospitals using monthly time series data. The data used in the analysis of this paper are monthly readings of diabetes patients data covered the period January 2006-December 2016. The data were collected from the General Directorate of Health Affairs, Al-Baha region. The autoregressive fractional moving average approach was applied to the data through the model identification, estimation, diagnostic checking and forecasting. Hurst test results and ACF confirmed that there is a long memory behavior in diabetic patient’s data. Also, the fractional difference to diabetes series data revealed that (d = 0.44). Moreover, unit root tests indicated that the fractional difference of diabetes series level is stationary. Furthermore, according to AIC and BIC of model selection criteria ARFIMA (1, 0.44, 0) model shown the smallest values, hence this model was chosen as an adequate represents the data. Also, a diagnostic check confirmed that ARFIMA was appropriate and highly recommended in modeling and forecasting this type of data.