Real-time forecasting of non-stationary time series is a challenging problem, especially when the time series evolves rapidly. For such cases, it has been observed that ensemble models consisting of a diverse set of model classes can perform consistently better than individual models. In order to account for the nonstationarity of the data and the lack of availability of training examples, the models are retrained in real-time using the most recent observed data samples. Motivated by the robust performance properties of ensemble models, we developed a Bayesian model averaging ensemble technique consisting of statistical, deep learning, and compartmental models for fore-casting epidemiological signals, specifically, COVID-19 signals. We observed the epidemic dynamics go through several phases (waves). In our ensemble model, we observed that different model classes performed differently during the various phases. Armed with this understanding, in this paper, we propose a modification to the ensembling method to employ this phase information and use different weighting schemes for each phase to produce improved forecasts. However, predicting the phases of such time series is a significant challenge, especially when behavioral and immunological adaptations govern the evolution of the time series. We explore multiple datasets that can serve as leading indicators of trend changes and employ transfer entropy techniques to capture the relevant indicator. We propose a phase prediction algorithm to estimate the phases using the leading indicators. Using the knowledge of the estimated phase, we selectively sample the training data from similar phases. We evaluate our proposed methodology on our currently deployed COVID-19 forecasting model and the COVID-19 ForecastHub models. The overall performance of the proposed model is consistent across the pandemic. More importantly, it is ranked second during two critical rapid growth phases in cases, regimes where the performance of most models from the ForecastHub dropped significantly.
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Examining Deep Learning Models with Multiple Data Sources for COVID-19 Forecasting
The COVID-19 pandemic represents the most significant public health disaster since the 1918 influenza pandemic. During pandemics such as COVID-19, timely and reliable spatiotemporal forecasting of epidemic dynamics is crucial. Deep learning-based time series models for forecasting have recently gained popularity and have been successfully used for epidemic forecasting. Here we focus on the design and analysis of deep learning-based models for COVID-19 forecasting. We implement multiple recurrent neural network-based deep learning models and combine them using the stacking ensemble technique. In order to incorporate the effects of multiple factors in COVID-19 spread, we consider multiple sources such as COVID-19 confirmed and death case count data and testing data for better predictions. To overcome the sparsity of training data and to address the dynamic correlation of the disease, we propose clustering-based training for high-resolution forecasting.
The methods help us to identify the similar trends of certain groups of regions due to various spatio-temporal effects. We examine the proposed method for forecasting weekly COVID-19 new confirmed cases at county-, state-, and country-level. A comprehensive comparison between different time series models in COVID-19 context is conducted and analyzed. The results show that simple deep learning models can achieve comparable or better performance when compared with more complicated models. We are currently integrating our methods as a part of our weekly forecasts that we provide state and federal authorities.
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- NSF-PAR ID:
- 10213736
- Date Published:
- Journal Name:
- ArXivorg
- ISSN:
- 2331-8422
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
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Background: Short-term forecasts of infectious disease burden can contribute to situational awareness and aid capacity planning. Based on best practice in other fields and recent insights in infectious disease epidemiology, one can maximise the predictive performance of such forecasts if multiple models are combined into an ensemble. Here, we report on the performance of ensembles in predicting COVID-19 cases and deaths across Europe between 08 March 2021 and 07 March 2022.
Methods: We used open-source tools to develop a public European COVID-19 Forecast Hub. We invited groups globally to contribute weekly forecasts for COVID-19 cases and deaths reported by a standardised source for 32 countries over the next 1–4 weeks. Teams submitted forecasts from March 2021 using standardised quantiles of the predictive distribution. Each week we created an ensemble forecast, where each predictive quantile was calculated as the equally-weighted average (initially the mean and then from 26th July the median) of all individual models’ predictive quantiles. We measured the performance of each model using the relative Weighted Interval Score (WIS), comparing models’ forecast accuracy relative to all other models. We retrospectively explored alternative methods for ensemble forecasts, including weighted averages based on models’ past predictive performance.
Results: Over 52 weeks, we collected forecasts from 48 unique models. We evaluated 29 models’ forecast scores in comparison to the ensemble model. We found a weekly ensemble had a consistently strong performance across countries over time. Across all horizons and locations, the ensemble performed better on relative WIS than 83% of participating models’ forecasts of incident cases (with a total N=886 predictions from 23 unique models), and 91% of participating models’ forecasts of deaths (N=763 predictions from 20 models). Across a 1–4 week time horizon, ensemble performance declined with longer forecast periods when forecasting cases, but remained stable over 4 weeks for incident death forecasts. In every forecast across 32 countries, the ensemble outperformed most contributing models when forecasting either cases or deaths, frequently outperforming all of its individual component models. Among several choices of ensemble methods we found that the most influential and best choice was to use a median average of models instead of using the mean, regardless of methods of weighting component forecast models.
Conclusions: Our results support the use of combining forecasts from individual models into an ensemble in order to improve predictive performance across epidemiological targets and populations during infectious disease epidemics. Our findings further suggest that median ensemble methods yield better predictive performance more than ones based on means. Our findings also highlight that forecast consumers should place more weight on incident death forecasts than incident case forecasts at forecast horizons greater than 2 weeks.
Funding: AA, BH, BL, LWa, MMa, PP, SV funded by National Institutes of Health (NIH) Grant 1R01GM109718, NSF BIG DATA Grant IIS-1633028, NSF Grant No.: OAC-1916805, NSF Expeditions in Computing Grant CCF-1918656, CCF-1917819, NSF RAPID CNS-2028004, NSF RAPID OAC-2027541, US Centers for Disease Control and Prevention 75D30119C05935, a grant from Google, University of Virginia Strategic Investment Fund award number SIF160, Defense Threat Reduction Agency (DTRA) under Contract No. HDTRA1-19-D-0007, and respectively Virginia Dept of Health Grant VDH-21-501-0141, VDH-21-501-0143, VDH-21-501-0147, VDH-21-501-0145, VDH-21-501-0146, VDH-21-501-0142, VDH-21-501-0148. AF, AMa, GL funded by SMIGE - Modelli statistici inferenziali per governare l'epidemia, FISR 2020-Covid-19 I Fase, FISR2020IP-00156, Codice Progetto: PRJ-0695. AM, BK, FD, FR, JK, JN, JZ, KN, MG, MR, MS, RB funded by Ministry of Science and Higher Education of Poland with grant 28/WFSN/2021 to the University of Warsaw. BRe, CPe, JLAz funded by Ministerio de Sanidad/ISCIII. BT, PG funded by PERISCOPE European H2020 project, contract number 101016233. CP, DL, EA, MC, SA funded by European Commission - Directorate-General for Communications Networks, Content and Technology through the contract LC-01485746, and Ministerio de Ciencia, Innovacion y Universidades and FEDER, with the project PGC2018-095456-B-I00. DE., MGu funded by Spanish Ministry of Health / REACT-UE (FEDER). DO, GF, IMi, LC funded by Laboratory Directed Research and Development program of Los Alamos National Laboratory (LANL) under project number 20200700ER. DS, ELR, GG, NGR, NW, YW funded by National Institutes of General Medical Sciences (R35GM119582; the content is solely the responsibility of the authors and does not necessarily represent the official views of NIGMS or the National Institutes of Health). FB, FP funded by InPresa, Lombardy Region, Italy. HG, KS funded by European Centre for Disease Prevention and Control. IV funded by Agencia de Qualitat i Avaluacio Sanitaries de Catalunya (AQuAS) through contract 2021-021OE. JDe, SMo, VP funded by Netzwerk Universitatsmedizin (NUM) project egePan (01KX2021). JPB, SH, TH funded by Federal Ministry of Education and Research (BMBF; grant 05M18SIA). KH, MSc, YKh funded by Project SaxoCOV, funded by the German Free State of Saxony. Presentation of data, model results and simulations also funded by the NFDI4Health Task Force COVID-19 (
https://www.nfdi4health.de/task-force-covid-19-2 ) within the framework of a DFG-project (LO-342/17-1). LP, VE funded by Mathematical and Statistical modelling project (MUNI/A/1615/2020), Online platform for real-time monitoring, analysis and management of epidemic situations (MUNI/11/02202001/2020); VE also supported by RECETOX research infrastructure (Ministry of Education, Youth and Sports of the Czech Republic: LM2018121), the CETOCOEN EXCELLENCE (CZ.02.1.01/0.0/0.0/17-043/0009632), RECETOX RI project (CZ.02.1.01/0.0/0.0/16-013/0001761). NIB funded by Health Protection Research Unit (grant code NIHR200908). SAb, SF funded by Wellcome Trust (210758/Z/18/Z). -
Abstract This project is funded by the US National Science Foundation (NSF) through their NSF RAPID program under the title “Modeling Corona Spread Using Big Data Analytics.” The project is a joint effort between the Department of Computer & Electrical Engineering and Computer Science at FAU and a research group from LexisNexis Risk Solutions. The novel coronavirus Covid-19 originated in China in early December 2019 and has rapidly spread to many countries around the globe, with the number of confirmed cases increasing every day. Covid-19 is officially a pandemic. It is a novel infection with serious clinical manifestations, including death, and it has reached at least 124 countries and territories. Although the ultimate course and impact of Covid-19 are uncertain, it is not merely possible but likely that the disease will produce enough severe illness to overwhelm the worldwide health care infrastructure. Emerging viral pandemics can place extraordinary and sustained demands on public health and health systems and on providers of essential community services. Modeling the Covid-19 pandemic spread is challenging. But there are data that can be used to project resource demands. Estimates of the reproductive number (R) of SARS-CoV-2 show that at the beginning of the epidemic, each infected person spreads the virus to at least two others, on average (Emanuel et al. in N Engl J Med. 2020, Livingston and Bucher in JAMA 323(14):1335, 2020). A conservatively low estimate is that 5 % of the population could become infected within 3 months. Preliminary data from China and Italy regarding the distribution of case severity and fatality vary widely (Wu and McGoogan in JAMA 323(13):1239–42, 2020). A recent large-scale analysis from China suggests that 80 % of those infected either are asymptomatic or have mild symptoms; a finding that implies that demand for advanced medical services might apply to only 20 % of the total infected. Of patients infected with Covid-19, about 15 % have severe illness and 5 % have critical illness (Emanuel et al. in N Engl J Med. 2020). Overall, mortality ranges from 0.25 % to as high as 3.0 % (Emanuel et al. in N Engl J Med. 2020, Wilson et al. in Emerg Infect Dis 26(6):1339, 2020). Case fatality rates are much higher for vulnerable populations, such as persons over the age of 80 years (> 14 %) and those with coexisting conditions (10 % for those with cardiovascular disease and 7 % for those with diabetes) (Emanuel et al. in N Engl J Med. 2020). Overall, Covid-19 is substantially deadlier than seasonal influenza, which has a mortality of roughly 0.1 %. Public health efforts depend heavily on predicting how diseases such as those caused by Covid-19 spread across the globe. During the early days of a new outbreak, when reliable data are still scarce, researchers turn to mathematical models that can predict where people who could be infected are going and how likely they are to bring the disease with them. These computational methods use known statistical equations that calculate the probability of individuals transmitting the illness. Modern computational power allows these models to quickly incorporate multiple inputs, such as a given disease’s ability to pass from person to person and the movement patterns of potentially infected people traveling by air and land. This process sometimes involves making assumptions about unknown factors, such as an individual’s exact travel pattern. By plugging in different possible versions of each input, however, researchers can update the models as new information becomes available and compare their results to observed patterns for the illness. In this paper we describe the development a model of Corona spread by using innovative big data analytics techniques and tools. We leveraged our experience from research in modeling Ebola spread (Shaw et al. Modeling Ebola Spread and Using HPCC/KEL System. In: Big Data Technologies and Applications 2016 (pp. 347-385). Springer, Cham) to successfully model Corona spread, we will obtain new results, and help in reducing the number of Corona patients. We closely collaborated with LexisNexis, which is a leading US data analytics company and a member of our NSF I/UCRC for Advanced Knowledge Enablement. The lack of a comprehensive view and informative analysis of the status of the pandemic can also cause panic and instability within society. Our work proposes the HPCC Systems Covid-19 tracker, which provides a multi-level view of the pandemic with the informative virus spreading indicators in a timely manner. The system embeds a classical epidemiological model known as SIR and spreading indicators based on causal model. The data solution of the tracker is built on top of the Big Data processing platform HPCC Systems, from ingesting and tracking of various data sources to fast delivery of the data to the public. The HPCC Systems Covid-19 tracker presents the Covid-19 data on a daily, weekly, and cumulative basis up to global-level and down to the county-level. It also provides statistical analysis for each level such as new cases per 100,000 population. The primary analysis such as Contagion Risk and Infection State is based on causal model with a seven-day sliding window. Our work has been released as a publicly available website to the world and attracted a great volume of traffic. The project is open-sourced and available on GitHub. The system was developed on the LexisNexis HPCC Systems, which is briefly described in the paper.more » « less
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null (Ed.)Abstract The objective of this study is to examine the transmission risk of COVID-19 based on cross-county population co-location data from Facebook. The rapid spread of COVID-19 in the United States has imposed a major threat to public health, the real economy, and human well-being. With the absence of effective vaccines, the preventive actions of social distancing, travel reduction and stay-at-home orders are recognized as essential non-pharmacologic approaches to control the infection and spatial spread of COVID-19. Prior studies demonstrated that human movement and mobility drove the spatiotemporal distribution of COVID-19 in China. Little is known, however, about the patterns and effects of co-location reduction on cross-county transmission risk of COVID-19. This study utilizes Facebook co-location data for all counties in the United States from March to early May 2020 for conducting spatial network analysis where nodes represent counties and edge weights are associated with the co-location probability of populations of the counties. The analysis examines the synchronicity and time lag between travel reduction and pandemic growth trajectory to evaluate the efficacy of social distancing in ceasing the population co-location probabilities, and subsequently the growth in weekly new cases across counties. The results show that the mitigation effects of co-location reduction appear in the growth of weekly new confirmed cases with one week of delay. The analysis categorizes counties based on the number of confirmed COVID-19 cases and examines co-location patterns within and across groups. Significant segregation is found among different county groups. The results suggest that within-group co-location probabilities (e.g., co-location probabilities among counties with high numbers of cases) remain stable, and social distancing policies primarily resulted in reduced cross-group co-location probabilities (due to travel reduction from counties with large number of cases to counties with low numbers of cases). These findings could have important practical implications for local governments to inform their intervention measures for monitoring and reducing the spread of COVID-19, as well as for adoption in future pandemics. Public policy, economic forecasting, and epidemic modeling need to account for population co-location patterns in evaluating transmission risk of COVID-19 across counties.more » « less
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Despite hundreds of methods published in the literature, forecasting epidemic dynamics remains challenging yet important. The challenges stem from multiple sources, including: the need for timely data, co-evolution of epidemic dynamics with behavioral and immunological adaptations, and the evolution of new pathogen strains. The ongoing COVID-19 pandemic highlighted these challenges; in an important article, Reich et al. did a comprehensive analysis highlighting many of these challenges.In this paper, we take another step in critically evaluating existing epidemic forecasting methods. Our methods are based on a simple yet crucial observation - epidemic dynamics go through a number of phases (waves). Armed with this understanding, we propose a modification to our deployed Bayesian ensembling case time series forecasting framework. We show that ensembling methods employing the phase information and using different weighting schemes for each phase can produce improved forecasts. We evaluate our proposed method with both the currently deployed model and the COVID-19 forecasthub models. The overall performance of the proposed model is consistent across the pandemic but more importantly, it is ranked third and first during two critical rapid growth phases in cases, regimes where the performance of most models from the CDC forecasting hub dropped significantly.
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