IMA Journal of Management Mathematics Advance Access published online on November 20, 2008
IMA Journal of Management Mathematics, doi:10.1093/imaman/dpn030
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Non-homogeneous Markov models for sequential pattern mining of healthcare data


School of Computing and Information Engineering, University of Ulster, Coleraine, Co. Londonderry, BT52 1SA, UK

School of Engineering, University of Ulster, Jordanstown Campus, Newtownabbey, Co. Antrim, BT37 0QB, UK
St. George's Hospital Medical School, 12 Cornwall Road, Cheam, Sutton, Surrey SM2 6DR, UK
Corresponding author. Email: garg-l{at}ulster.ac.uk
Email: si.mcclean{at}ulster.ac.uk
Email: bj.meenan{at}ulster.ac.uk
¶ Email: phmillard{at}tiscali.co.uk
Received on 1 May 2007. Accepted on 1 May 2008.
Sequential pattern mining has been a popular data mining technique for extracting useful information from large databases and has successfully been used for numerous industrial and commercial problems. This paper presents a new mathematical modelling application to healthcare, providing important information to health service managers and policy makers to help them identify sequential patterns which require attention for efficiently managing scarce healthcare resources and developing effective healthcare management policies. In healthcare, these sequential patterns are analogous to the patient pathways. We present a non-homogeneous Markov model for identifying not only patient pathways which have high probability but also for identifying pathways which incur high cost or time. In order to have a more realistic model, we also consider time-dependent covariates and their impact on the pathways. An algorithm based on branch and bound global optimization is presented which can efficiently extract a required number of such patient pathways of interest. The approach is illustrated using historical data on geriatric patients from an administrative database of a London hospital.
Keywords: sequential patterns; healthcare modelling; interesting patterns; non-homogeneous Markov models; patient pathways; sequential pattern mining