1.2APMay 1, 2023
A comparison of short-term probabilistic forecasts for the incidence of COVID-19 using mechanistic and statistical time series modelsNicolas Banholzer, Thomas Mellan, H Juliette T Unwin et al.
Short-term forecasts of infectious disease spread are a critical component in risk evaluation and public health decision making. While different models for short-term forecasting have been developed, open questions about their relative performance remain. Here, we compare short-term probabilistic forecasts of popular mechanistic models based on the renewal equation with forecasts of statistical time series models. Our empirical comparison is based on data of the daily incidence of COVID-19 across six large US states over the first pandemic year. We find that, on average, probabilistic forecasts from statistical time series models are overall at least as accurate as forecasts from mechanistic models. Moreover, statistical time series models better capture volatility. Our findings suggest that domain knowledge, which is integrated into mechanistic models by making assumptions about disease dynamics, does not improve short-term forecasts of disease incidence. We note, however, that forecasting is often only one of many objectives and thus mechanistic models remain important, for example, to model the impact of vaccines or the emergence of new variants.
Gaussian Process Nowcasting: Application to COVID-19 Mortality ReportingIwona Hawryluk, Henrique Hoeltgebaum, Swapnil Mishra et al.
Updating observations of a signal due to the delays in the measurement process is a common problem in signal processing, with prominent examples in a wide range of fields. An important example of this problem is the nowcasting of COVID-19 mortality: given a stream of reported counts of daily deaths, can we correct for the delays in reporting to paint an accurate picture of the present, with uncertainty? Without this correction, raw data will often mislead by suggesting an improving situation. We present a flexible approach using a latent Gaussian process that is capable of describing the changing auto-correlation structure present in the reporting time-delay surface. This approach also yields robust estimates of uncertainty for the estimated nowcasted numbers of deaths. We test assumptions in model specification such as the choice of kernel or hyper priors, and evaluate model performance on a challenging real dataset from Brazil. Our experiments show that Gaussian process nowcasting performs favourably against both comparable methods, and against a small sample of expert human predictions. Our approach has substantial practical utility in disease modelling -- by applying our approach to COVID-19 mortality data from Brazil, where reporting delays are large, we can make informative predictions on important epidemiological quantities such as the current effective reproduction number.
3.3APJul 13, 2020
A unified machine learning approach to time series forecasting applied to demand at emergency departmentsMichaela A. C. Vollmer, Ben Glampson, Thomas A. Mellan et al.
There were 25.6 million attendances at Emergency Departments (EDs) in England in 2019 corresponding to an increase of 12 million attendances over the past ten years. The steadily rising demand at EDs creates a constant challenge to provide adequate quality of care while maintaining standards and productivity. Managing hospital demand effectively requires an adequate knowledge of the future rate of admission. Using 8 years of electronic admissions data from two major acute care hospitals in London, we develop a novel ensemble methodology that combines the outcomes of the best performing time series and machine learning approaches in order to make highly accurate forecasts of demand, 1, 3 and 7 days in the future. Both hospitals face an average daily demand of 208 and 106 attendances respectively and experience considerable volatility around this mean. However, our approach is able to predict attendances at these emergency departments one day in advance up to a mean absolute error of +/- 14 and +/- 10 patients corresponding to a mean absolute percentage error of 6.8% and 8.6% respectively. Our analysis compares machine learning algorithms to more traditional linear models. We find that linear models often outperform machine learning methods and that the quality of our predictions for any of the forecasting horizons of 1, 3 or 7 days are comparable as measured in MAE. In addition to comparing and combining state-of-the-art forecasting methods to predict hospital demand, we consider two different hyperparameter tuning methods, enabling a faster deployment of our models without compromising performance. We believe our framework can readily be used to forecast a wide range of policy relevant indicators.