Time Series Analysis in Biomedical Science – What You Really Need to Know

For a few years now I have given a guest lecture on time series analysis in our School's Environmental Epidemiology course. The basic thrust of this lecture is that you should generally ignore what you read about time series modeling, either in papers or in books. The reason is because I find much of the time series literature is not particularly helpful when doing analyses in a biomedical or population health context, which is what I do almost all the time. First, most of the literature on time series models tends to assume that you are interested in doing prediction--forecasting future values in a time series. I almost am never doing this.