Using intervention time series analyses to assess the effects of imperfectly identifiable natural events: a general method and example

Stuart Gilmour,Carolyn Day,Louisa Degenhardt,Wayne Hall

doi:10.1186/1471-2288-6-16

Abstract

BackgroundIntervention time series analysis (ITSA) is an important method for analysing the effect of sudden events on time series data. ITSA methods are quasi-experimental in nature and the validity of modelling with these methods depends upon assumptions about the timing of the intervention and the response of the process to it.MethodThis paper describes how to apply ITSA to analyse the impact of unplanned events on time series when the timing of the event is not accurately known, and so the problems of ITSA methods are magnified by uncertainty in the point of onset of the unplanned intervention.ResultsThe methods are illustrated using the example of the Australian Heroin Shortage of 2001, which provided an opportunity to study the health and social consequences of an abrupt change in heroin availability in an environment of widespread harm reduction measures.ConclusionApplication of these methods enables valuable insights about the consequences of unplanned and poorly identified interventions while minimising the risk of spurious results.

Highlights

Intervention time series analysis (ITSA) is an important method for analysing the effect of sudden events on time series data
We illustrate the method in the context in which it was developed – modeling the health and social consequences of an abrupt decline in heroin availability that occurred in Australia in 2001–2002
It was important to see if the reduction in heroin availability was accompanied by an increase in the number of individuals charged with possession of cocaine and a decline in the number charged with heroin offences

Summary

Introduction

Intervention time series analysis (ITSA) is an important method for analysing the effect of sudden events on time series data. There are occasions when an unexpected event produces major changes in a process that provide an opportunity to investigate its nature and dynamics These unplanned interventions can provide unique insights into environmental, sociological or physical phenomena that would be otherwise impossible to obtain, such as, for example, in the distribution of radioactivity after the Chernobyl disaster and its effect on the human food chain and economic processes [1,2]. Such natural experiments provide important research opportunities for public health, enabling investigations of phenomena which would not otherwise be practical or possible [3]. This event provided a unique opportunity to investigate the impact of supply reduction on indicators of an illegal, largely hidden and poorly understood behaviour: illicit heroin injecting [4]

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