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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. 

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. 

Abstract Accurate forecasts can enable more effective public health responses during seasonal influenza epidemics. For the 2021–22 and 2022–23 influenza seasons, 26 forecasting teams provided national and jurisdiction-specific probabilistic predictions of weekly confirmed influenza hospital admissions for one-to-four weeks ahead. Forecast skill is evaluated using the Weighted Interval Score (WIS), relative WIS, and coverage. Six out of 23 models outperform the baseline model across forecast weeks and locations in 2021–22 and 12 out of 18 models in 2022–23. Averaging across all forecast targets, the FluSight ensemble is the 2^ndmost accurate model measured by WIS in 2021–22 and the 5^thmost accurate in the 2022–23 season. Forecast skill and 95% coverage for the FluSight ensemble and most component models degrade over longer forecast horizons. In this work we demonstrate that while the FluSight ensemble was a robust predictor, even ensembles face challenges during periods of rapid change. 

During the COVID-19 pandemic, forecasting COVID-19 trends to support planning and response was a priority for scientists and decision makers alike. In the United States, COVID-19 forecasting was coordinated by a large group of universities, companies, and government entities led by the Centers for Disease Control and Prevention and the US COVID-19 Forecast Hub (https://covid19forecasthub.org). We evaluated approximately 9.7 million forecasts of weekly state-level COVID-19 cases for predictions 1–4 weeks into the future submitted by 24 teams from August 2020 to December 2021. We assessed coverage of central prediction intervals and weighted interval scores (WIS), adjusting for missing forecasts relative to a baseline forecast, and used a Gaussian generalized estimating equation (GEE) model to evaluate differences in skill across epidemic phases that were defined by the effective reproduction number. Overall, we found high variation in skill across individual models, with ensemble-based forecasts outperforming other approaches. Forecast skill relative to the baseline was generally higher for larger jurisdictions (e.g., states compared to counties). Over time, forecasts generally performed worst in periods of rapid changes in reported cases (either in increasing or decreasing epidemic phases) with 95% prediction interval coverage dropping below 50% during the growth phases of the winter 2020, Delta, and Omicron waves. Ideally, case forecasts could serve as a leading indicator of changes in transmission dynamics. However, while most COVID-19 case forecasts outperformed a naïve baseline model, even the most accurate case forecasts were unreliable in key phases. Further research could improve forecasts of leading indicators, like COVID-19 cases, by leveraging additional real-time data, addressing performance across phases, improving the characterization of forecast confidence, and ensuring that forecasts were coherent across spatial scales. In the meantime, it is critical for forecast users to appreciate current limitations and use a broad set of indicators to inform pandemic-related decision making.