In clinical monitoring based on quantitative data the identification a
nd interpretation of changes in pattern of time series is important. A
nalysis of such series is difficult due to influence from random biolo
gical and analytical variation. Simple statistical procedures are insu
fficient to describe the series and limited to static situations. The
multiprocess dynamic linear time series model offers an on-line comput
ation of the probability of changes of a patient's health status. In t
he present study of the usefulness of the tumour marker serum neuron s
pecific enolase (S-NSE) in predicting relapse of small cell lung cance
r (SCLC) this model was combined with a statistical procedure, applica
tion of the Kalman filter. This was used to be able to discriminate be
tween changes of clinical significance (i.e. relapse of disease) and v
ariations in the tumour marker baseline level due to random analytical
and biological variations. The alarm criteria set for suspicion of re
lapse were a posterior probability for a transition to the recurrence
phase at present time bigger than 0.5 or a posterior probability of al
ready being in the recurrence phase bigger than 0.5. Time series from
64 patients were divided at random into two groups each comprising 32
cases. The population parameters of the statistical model were estimat
ed in one group and applied in the other and vice versa. The populatio
n parameters did not differ significantly between the two groups (p <
0.05). In cases with clinical relapse the monitoring procedure identif
ied 79 %. The lead time varied from one observation period prior to cl
inically overt recurrence to three periods after. Six clinically unide
ntified relapses with fatal outcome were predicted using the monitorin
g procedure. Besides 7 false negative and 5 false positive cases were
identified. By modulating the criteria set for alarm the method may be
suitable to predict various clinical events such as response to thera
py as well in the introductory phase as after therapy change into seco
ndline treatment, provided they are reflected in the marker level.