A two-state Markov mixture model for a time series of epileptic seizure counts.

This paper discusses a model for a time series of epileptic seizure counts in which the mean of a Poisson distribution changes according to an underlying two-state Markov chain. The EM algorithm (Dempster, Laird, and Rubin, 1977, Journal of the Royal Statistical Society, Series B 39, 1-38) is used to compute maximum likelihood estimators for the parameters of this two-state mixture model and extensions are made allowing for nonstationarity. The model is illustrated using daily seizure counts for patients with intractable epilepsy and results are compared with a simple Poisson distribution and Poisson regressions. Some simulation results are also presented to demonstrate the feasibility of this model.