International Journal of Engineering Sciences, 2(4) April 2013, Pages: 100-109

TI Journals
ISSN
2306-6474

International Journal of Engineering Sciences

www.waprogramming.com

Model for the Forecasting of Monthly Normal Child-Birth

Delivery in Hospitals
Onwuka G. I. *1, Babayemi A.W. 2
1,2

Dept of Mathematics & Statistics, Kebbi State University of Science and Technology, Aliero, Nigeria..

AR TIC LE INF O

AB STR AC T

Keywords:

Child-birth delivery has been a lingering concern to individuals and various governments across
the globe. With the rising trend in maternal mortality and the population growth rate, emphasis has
been placed on safe and normal delivery. It has been said that normalizing birth results in better
quality, safer care for mothers and their babies. This study investigates the modeling and
forecasting of the normal childbirth at a hospital in North-western Nigeria dedicated to Women and
Children. Monthly data, from January 1998 to December 2010 was examined. The Box and
Jenkins technique was used for the analysis. The result of the analysis reveals ARIMA (0, 1, 2) as
the best model for the data and thus adequate for forecasting.

Child-birth delivery
ARIMA
Normalizing birth results
Forecasting

2013 Int. j. eng. sci. All rights reserved for TI Journals.

Introduction
Childbirth (also called labour, birth, partus or parturition) is the culmination of a human pregnancy or gestation period with the expulsion of
one or more newborn infants from a woman's uterus (Columbia Encyclopedia, 2006) [5]. Birth with minimal intervention or without
technical or medical intervention is considered to be normal (Duff, 2002) [1]. A focus on normalizing birth results in better quality, safer
care for mothers and their babies with an improved experience. Increasing normal births and reducing c-section deliveries is associated with
shorter (or no) hospital stays, fewer adverse incidents and admissions to neonatal units and better health outcomes for mothers. It is also
associated with higher rates of successful breastfeeding and a more positive birth experience. These changes benefit not only women and
their families but also maternity staff. The process of normal human childbirth is categorized in three stages of labour: the shortening and
dilation of the cervix, descent and birth of the infant, and birth of the placenta.
In many cases, with increasing frequency, childbirth is achieved through caesarean section, the removal of the neonate through a surgical
incision in the abdomen, rather than through vaginal birth. The WHO recommends that the caesarean section rate should not be higher than
10% to 15%. The most recent data (2008/09) reports a national c-section rate of 24.6%, a significant rise compared to 12% in 1990. There
is significant variation in the c-section rate across maternity units, ranging from 12.5% to 34.6% (NHS Institute, 2007) [4]. Moreover,
caesarean delivery was associated with high maternal and neonatal complication rates and increased care costs. Medical professional policy
makers find that induced births and elective cesarean can be harmful to the fetus and neonate without benefit to the mother, and have
established strict guidelines for non-medically indicated induced births and elective cesarean before 39 weeks.Although caesarean section
rates vary widely between different facilities and different countries, caesarean section rates have risen consistently over time (Warwick,
2001) [6]. An operative vaginal birth rate of 10.8% in 2000, 10.3% in 2001 and 9.6% in 2002 indicates a normal birth rate of 68.4 % in
2000, 67.6% in 2001, 67.7% in 2002 (Ministry of Health, 2003 & 2004) [3].

Background of Study
The need for this study is necessitated by the need to find an appropriate time series model to forecast normal deliveries with a view to
developing the best model for the series and to use the best chosen model to forecast normal birth in future years.

Materials and Methods

Data for the study
The data used was collected on a monthly basis for a period of 13 years (from January 1999 to December 2011) from Maryam Abacha
Women and Children Hospital Sokoto, North-Western Nigeria.. Focus is placed on ACF, PACF, ARIMA model and time plots.
* Corresponding author.
Email address: gerrieamaka@yahoo.com

Investigating Urban Water Supply Output in Nigeria: The Case Study of Benin City

101

Internat ional Jour nal of Engineeri ng Science s, 2(4) Apri l 2013

Methodology
Statistical methods applied to time series data were originally developed mainly in econometrics, and then used in many other fields, such
as ecology, physics and engineering. In the original application, the focus was in prediction, and the aim was to produce an accurate
forecast of future measurements given an observed series. The standard statistical approaches adopted for this purpose usually rely on
autoregressive moving average (ARIMA) and related models. Recently, the time series design has been exploited also in biomedical data,
due to the availability of routinely collected series of administrative or medical data, such as mortality or morbidity counts, and air
pollution or temperature measurements. The various methods used for the study include, the Box-Jenkins Model Identification to determine
the adequate model from ARIMA family models. Also other Model identification tool were used.

Discussion of Results
Figure 1.1 below shows the time plot of the normal delivery outcome which if we were to draw the mean line; we will have a curve shape
line indicating that the mean is not stationary.
The variability among the swings appears almost the same but to further confirm if the variance is stationary or not, the series would be
subjected to log transformation.
140

120

100

ND

80

60

40

20

0
1998

2000

2002

2004

2006

2008

2010

Figure 1.1. The time plot of the series

From figure 1.1 above, we can conclude that the mean of the data is not stationary.
Figure 1.2 below shows the correlogram of the series (i.e. the autocorrelation and partial autocorrelation plots).
The ACF plot was observed of which can be seen that after finite number of lags, the lag begins to decay.

Onwuka G. I. and Babayemi A.W.

102

Internat ional Journal of Engineeri ng Scie nc es, 2(4) Apri l 2013

ACF for ND
+- 1.96/T^0.5

0.6
0.4
0.2
0
-0.2
-0.4
-0.6
0

10

20

30

40

50

lag

PACF for ND
+- 1.96/T^0.5

0.6
0.4
0.2
0
-0.2
-0.4
-0.6
0

10

20

30

40

50

lag

Figure 1.2. ACF and PACF plots for the data.

Looking at the PACF plot too, it can be seen that after finite number of lags (that is after lag 25), the succeeding lags falls within the
confidence interval, this is indicating a mixed model i.e. has both AR and MA models.
Now to detect the presence of seasonality in the series, the periodogram is plotted. Figure 1.3 below shows the periodogram of the normal
delivery outcome also known as the spectrum of the series.

Spectrum of ND (Bartlett window, length 24)

months
156.0

11.1

5.8

3.9

2.9

2.4

600

500

400

300

200

100

0
0

10

20

30

40

50

scaled frequency

Figure 1.3. periodogram of the series

60

70

Investigating Urban Water Supply Output in Nigeria: The Case Study of Benin City

103

Internat ional Jour nal of Engineeri ng Science s, 2(4) Apri l 2013

By visually observing the spectrum plot above, it can be observed that the plot has no visually significant seasonal plot and therefore it can
be concluded that the series is not periodic in nature.
To further confirm the non-stationarity of the series, the unit root tests are applied and the result obtained from the tests are shown in tables
1.1 and 1.2
Table 1.1. KPSS results of the series

Lag order
4

10%
0.119

5%
0.146

1%
0.216

Test statistics
0.467539

The KPSS test shows that at lag order 4, we reject the null hypothesis and conclude that the series is not stationary since the test statistics is
greater than the critical values.
Table 1.2. ADF results of the series

Lag order
4

10%
-2.64

5%
-2.93

1%
-3.46

Test statistics
-2.49372

The ADF test also shows that at lag order 4, we reject the null hypothesis and conclude that the series is not stationary since the test
statistics is greater than the critical values.
The time plot of the series log is shown in figure 1.4 below. This is done in order to stabilize the variance of the series.
5

4.5

l_ND

3.5

2.5
1998

2000

2002

2004

2006

2008

2010

Figure 1.4. log difference of the series.

By visually inspecting the above plot, it was not necessary to transform the series as it was not helpful in stabilizing the variance.
Therefore, we discard the log transformation.
The ACF and PACF plot for the series log is displayed in figure 1.5 below.

Onwuka G. I. and Babayemi A.W.

104

Internat ional Journal of Engineeri ng Scie nc es, 2(4) Apri l 2013

ACF for l_ND

0.6

+- 1.96/T^0.5

0.4
0.2
0
-0.2
-0.4
-0.6
0

10

15

20

25

30

35

40

lag

PACF for l_ND

0.6

+- 1.96/T^0.5

0.4
0.2
0
-0.2
-0.4
-0.6
0

10

15

20

25

30

35

40

lag

Figure 1.5. ACF and PACF plot of the series log

Now, we need to stabilize the mean of the series, this can be done by taking the first difference of the original series and the time plot is
shown in figure 1.6. Upon visual inspection it can be seen that the time plot has changed indicating that it has undergone differencing.
60

40

20

d_ND

-20

-40

-60

-80
1998

2000

2002

2004

2006

Figure 1.6. time plot of the first difference of the series.

2008

2010

Investigating Urban Water Supply Output in Nigeria: The Case Study of Benin City

105

Internat ional Jour nal of Engineeri ng Science s, 2(4) Apri l 2013

In further comparison with figure 1.1 and 1.4, it is discovered that the series appears to be stationary in both mean and variance as the mean
line appears straight and the variability of the swings appears to be equal.
The figure 1.7 below shows the autocorrelation and the partial autocorrelation function plots for the data after taking the first difference.
ACF for d_ND
+- 1.96/T^0.5

0.3
0.2
0.1
0
-0.1
-0.2
-0.3
0

10

15

20

25

30

35

40

lag

PACF for d_ND

0.3

+- 1.96/T^0.5

0.2
0.1
0
-0.1
-0.2
-0.3
0

10

15

20

25

30

35

40

lag

Figure 1.7. ACF and PACF plot for the first difference of the series log.

From this, we can conclude that at this stage that the data series is stationary.
To confirm that the series is stationary after the first difference, ADF and KPSS test were conducted again at lag 4 in order to test for the
stationarity. The results are shown in the tables 1.3 and 1.4 below.
Table 1.3. KPSS results of the series first difference

Lag order
4

1%
0.739

5%
0.463

10%
0.347

Test statistics
0.031848

Decision
Stationary

5%
-2.93

10%
-2.64

Test statistics
-7.92814

Decision
Stationary

Table 1.4. ADF results of the series first difference

Lag order
4

1%
-3.46

DECISION:
At this level, it can be finally said that that both the KPSS and the ADF test confirm that the data is stationary at lag 4 since the test statistic
is less than the critical values.

Model selection techniques

Here, two modes of selection are used, the automatic model selection using the information criteria.

Onwuka G. I. and Babayemi A.W.

106

Internat ional Journal of Engineeri ng Scie nc es, 2(4) Apri l 2013

AUTOMATIC ARIMA MODEL SELECTION

The result for the Automatic ARIMA model selection is shown below
Maximum order for regular ARMA parameters : 2
Maximum order for seasonal ARMA parameters : 1
Maximum order for regular differencing : 2
Maximum order for seasonal differencing : 1
Results of Unit Root Test for identifying orders of differencing:
Regular difference order : 0
Seasonal difference order : 0
Automatic model choice : (1 0 2)
Final automatic model choice : (0 1 2)
End of automatic model selection procedure.
Average absolute percentage error in within-sample forecasts:
Last year: 22.33 Last-1 year: 29.71 Last-2 year: 22.52
Last three years: 24.85
Estimation converged in 2 ARMA iterations, 7 function evaluations.
ARIMA Model: (0 1 2)
Nonseasonal differences: 1

Model Selection using Information criteria

Since we know that the series is stationary at first differencing, our d=1 that is the optimal lag lengths for both the order of the AR and MA
are selected using the information criterion and the maximum likelihood method. Using p= 0, 1, 2; q= 0, 1, 2; nine possible model
combinations were analyzed. The result of the model search is shown in table 1.5 below.

Table 1.5. search result for ARIMA model.

MODEL

AIC

LOG LIKELIHOOD

Since the ARIMA

(0, 1, 2)
nine model combinations but ARIMA
(2, 1, 2) has an AIC value that is very close to that of A
ARIMA(0,
1, has
0) the lowest AIC out of the
1333.465
-664.7327
Checking the Model
ARIMA(0, 1, 1)
1315.501
-654.7503
ARIMA(0, 1, 2)

1299.397

-645.6987

ARIMA(1, 1, 0)

1327.209

-660.6045

ARIMA(2, 1, 0)

1315.540

-653.7700

ARIMA(1, 1, 1)

1302.158

-647.0790

ARIMA(2, 1, 2)

1299.486

-643.7431

ARIMA(1, 1, 2)

1300.492

-645.2458

ARIMA(2, 1, 1)

1302.544

-646.2719

To check whether the selected model is adequate for its purpose, the residual ACF, PACF and normality test and ARCH test in order to
show that the residual is normally distributed with constant mean and variance.

Investigating Urban Water Supply Output in Nigeria: The Case Study of Benin City

107

Internat ional Jour nal of Engineeri ng Science s, 2(4) Apri l 2013

Residual ACF
0.2

+- 1.96/T^0.5

0.15
0.1
0.05
0
-0.05
-0.1
-0.15
-0.2
0

10

15

20

25

30

35

40

lag

Residual PACF
0.2

+- 1.96/T^0.5

0.15
0.1
0.05
0
-0.05
-0.1
-0.15
-0.2
0

10

15

20

25

30

35

40

lag

Figure 1.8. residual ACF and PACF plot of ARIMA (0, 1, 2) model.

It can be seen from the residual plot that all the lags are found within the confidence interval at 5% level of significance hence we conclude
that the residual is a white noise.
To test the normality of the residual, we use the Q-Q plot of the residual which can be seen in figure 1.9.
Q-Q plot for uhat1
50
y = x
40

30

20

10

-10

-20

-30

-40

-50

-60
-50

-40

-30

-20

-10

10

Normal quantiles

Figure 1.9. Q-Q plot of residual.

20

30

40

50

Onwuka G. I. and Babayemi A.W.

108

Internat ional Journal of Engineeri ng Scie nc es, 2(4) Apri l 2013

Looking at the Q-Q plot it is discovered that the points lie close to the diagonal line and so we conclude that the residuals are normally
distributed.
The normality test of residual is carried out and the result is shown in table 1.6
Table 1.6. result of normality test

P-value
0.22533

Critical value
0.05

DECISION: since the p-value is greater than the critical, we accept H0 and conclude that the error term is normally distributed
The result for the ARCH test is displayed in table 1.7 which is tested at 5% level of significance.
Table 1.7. ARCH test result.

P- value

Critical value

0.100653

0.05

DECISION: Since the p-value is greater than the critical value, we accept H0 and conclude that ARCH effect is absent.
Hence we conclude that the model selected i.e. ARIMA (0, 1, 2) is adequate for its purpose.

Estimation of the Parameter

The parameters of our model are estimated below
Function evaluations: 22
Evaluations of gradient: 8
Model 15: ARIMA, using observations 1998:02-2010:12 (T = 155)
Estimated using Kalman filter (exact ML)
Dependent variable: (1-L) ND
Standard errors based on Hessian
Coefficient std. error t-ratio p-value
-------------------------------------------------------Const
0.0514976 0.283593 0.1816 0.8559
theta_1 -0.412113 0.0815960 -5.051 4.40e-07 ***
theta_2 -0.371871 0.0833974 -4.459 8.23e-06 ***
Mean dependent var -0.135484 S.D. dependent var 17.68816
Mean of innovations -0.053524 S.D. of innovations 15.55036
Log-likelihood
-645.6987 Akaike criterion 1299.397
Schwarz criterion 1311.571 Hannan-Quinn
1304.342

Forecasting
The selected model i.e. ARIMA (0, 1, 2) is then used to forecast the data for the next two years and the result for the forecasted data is
shown in the table 1.8.

Conclusion
From our analysis, the model that best fits our data is ARIMA (0, 1, 2), that is because it has the lowest AIC value and on further testing
passed the ADF and KPSS tests of unit root. It was observed from the residual ACF and PACF plots that that the lags are found within the
confidence interval and Q-Q plot showed that the residual is normally distributed. On observation of the forecasted values, a steady
increase in normal birth can be seen for the next two years and so on.

Investigating Urban Water Supply Output in Nigeria: The Case Study of Benin City

109

Internat ional Jour nal of Engineeri ng Science s, 2(4) Apri l 2013

Table 1.8. result of two years forecast of the normal delivery outcome using ARIMA (0, 1, 2) model.
OBSERVATIONS

PREDICTIONS

STANDARD ERROR

CONFIDENCE INTERVAL

2011:01

75.66

15.550

45.18 - 106.14

2011:02

83.34

18.038

47.99 - 118.70

2011:03

83.39

18.201

47.72 - 119.07

2011:04

83.45

18.361

47.46 - 119.43

2011:05

83.50

18.520

47.20 - 119.80

2011:06

83.55

18.678

46.94 - 120.16

2011:07

83.60

18.835

46.68 - 120.52

2011:08

83.65

18.990

46.43 - 120.87

2011:09

83.70

19.144

46.18 - 121.22

2011:10

83.75

19.297

45.93 - 121.58

2011:11

83.81

19.449

45.69 - 121.92

2011:12

83.86

19.599

45.44 - 122.27

2012:01

83.91

19.748

45.20 - 122.61

2012:02

83.96

19.897

44.96 - 122.96

2012:03

84.01

20.044

44.73 - 123.30

2012:04

84.06

20.190

44.49 - 123.63

2012:05

84.11

20.335

44.26 - 123.97

2012:06

84.17

20.478

44.03 - 124.30

2012:07

84.22

20.621

43.80 - 124.64

2012:08

84.27

20.763

43.57 - 124.96

2012:09

84.32

20.904

43.35 - 125.29

2012:10

84.37

21.044

43.13 - 125.62

2012:11

84.42

21.183

42.91 - 125.94

2012:12

84.48

21.322

42.69 - 126.26

References
[1]
[2]
[3]
[4]
[5]
[6]
[7]

Duff, E. (2002). Normal birth: Commonplace, according to rule or well adjusted? MIDIRS Midwifery Digest, 12 (3), 313-314.
Healthcare Commission (2008), Towards Better Births: A review of maternity services in England
Ministry of Health (2003). Health Practitioners competence assurance Act (HPCA). Wellington, New Zealand: Ministry of Health. Accessed at
http://www.moh.govt.nz retrieved 3/21/04.
NHS Institute (2007) Focus On: Caesarean Section.
The Columbia Encyclopedia (2006). Sixth edition. Columbia University Press.
Warwick, C. (2001). A midwifery perception of the caesarean rate. MIDIRS Midwifery Digest, 11 (3), 152-156.
World Health Organization (1996). Care in normal birth: a practical guide. Geneva: World Health Organization.