scholarly journals Network Autoregressive Model for the Prediction of COVID-19 Considering the Disease Interaction in Neighboring Countries

Entropy ◽  
2021 ◽  
Vol 23 (10) ◽  
pp. 1267
Author(s):  
Arash Sioofy Khoojine ◽  
Mahdi Shadabfar ◽  
Vahid Reza Hosseini ◽  
Hadi Kordestani
Keyword(s):  
Correlation Matrix ◽  
Policy Making ◽  
Control Strategies ◽  
Moving Average ◽  
Likelihood Estimation ◽  
Point Estimation ◽  
Model Parameters ◽  
Forecasting Accuracy ◽  
Autoregressive Integrated Moving Average ◽  
The Impact

Predicting the way diseases spread in different societies has been thus far documented as one of the most important tools for control strategies and policy-making during a pandemic. This study is to propose a network autoregressive (NAR) model to forecast the number of total currently infected cases with coronavirus disease 2019 (COVID-19) in Iran until the end of December 2021 in view of the disease interactions within the neighboring countries in the region. For this purpose, the COVID-19 data were initially collected for seven regional nations, including Iran, Turkey, Iraq, Azerbaijan, Armenia, Afghanistan, and Pakistan. Thenceforth, a network was established over these countries, and the correlation of the disease data was calculated. Upon introducing the main structure of the NAR model, a mathematical platform was subsequently provided to further incorporate the correlation matrix into the prediction process. In addition, the maximum likelihood estimation (MLE) was utilized to determine the model parameters and optimize the forecasting accuracy. Thereafter, the number of infected cases up to December 2021 in Iran was predicted by importing the correlation matrix into the NAR model formed to observe the impact of the disease interactions in the neighboring countries. In addition, the autoregressive integrated moving average (ARIMA) was used as a benchmark to compare and validate the NAR model outcomes. The results reveal that COVID-19 data in Iran have passed the fifth peak and continue on a downward trend to bring the number of total currently infected cases below 480,000 by the end of 2021. Additionally, 20%, 50%, 80% and 95% quantiles are provided along with the point estimation to model the uncertainty in the forecast.

scholarly journals Maximum Likelihood Estimation of the VAR(1) Model Parameters with Missing Observations

2013 ◽  
Vol 2013 ◽  
pp. 1-13 ◽  
Author(s):  
Helena Mouriño ◽  
Maria Isabel Barão
Keyword(s):  
Stochastic Process ◽  
Missing Data ◽  
Maximum Likelihood ◽  
Moving Average ◽  
Practical Importance ◽  
Likelihood Estimation ◽  
Model Parameters ◽  
Missing Observations ◽  
Data Set ◽  
The Impact

Missing-data problems are extremely common in practice. To achieve reliable inferential results, we need to take into account this feature of the data. Suppose that the univariate data set under analysis has missing observations. This paper examines the impact of selecting an auxiliary complete data set—whose underlying stochastic process is to some extent interdependent with the former—to improve the efficiency of the estimators for the relevant parameters of the model. The Vector AutoRegressive (VAR) Model has revealed to be an extremely useful tool in capturing the dynamics of bivariate time series. We propose maximum likelihood estimators for the parameters of the VAR(1) Model based on monotone missing data pattern. Estimators’ precision is also derived. Afterwards, we compare the bivariate modelling scheme with its univariate counterpart. More precisely, the univariate data set with missing observations will be modelled by an AutoRegressive Moving Average (ARMA(2,1)) Model. We will also analyse the behaviour of the AutoRegressive Model of order one, AR(1), due to its practical importance. We focus on the mean value of the main stochastic process. By simulation studies, we conclude that the estimator based on the VAR(1) Model is preferable to those derived from the univariate context.

scholarly journals The Impact of Lengths of Time Series on the Accuracy of the ARIMA Forecasting

2019 ◽  
Vol 4 (3) ◽  
pp. 58
Author(s):  
Lu Qin ◽  
Kyle Shanks ◽  
Glenn Allen Phillips ◽  
Daphne Bernard
Keyword(s):  
Time Series ◽  
Historical Data ◽  
Moving Average ◽  
Arima Model ◽  
Forecasting Accuracy ◽  
Autoregressive Integrated Moving Average ◽  
Enrollment Forecasting ◽  
Moving Average Model ◽  
The Impact ◽  
Practical Impact

The Autoregressive Integrated Moving Average model (ARIMA) is a popular time-series model used to predict future trends in economics, energy markets, and stock markets. It has not been widely applied to enrollment forecasting in higher education. The accuracy of the ARIMA model heavily relies on the length of time series. Researchers and practitioners often utilize the most recent - to -years of historical data to predict future enrollment; however, the accuracy of enrollment projection under different lengths of time series has never been investigated and compared. A simulation and an empirical study were conducted to thoroughly investigate the accuracy of ARIMA forecasting under four different lengths of time series. When the ARIMA model completely captured the historical changing trajectories, it provided the most accurate predictions of student enrollment with 20-years of historical data and had the lowest forecasting accuracy with the shortest time series. The results of this paper contribute as a reference to studies in the enrollment projection and time-series forecasting. It provides a practical impact on enrollment strategies, budges plans, and financial aid policies at colleges and institutions across countries.

Intervention Modeling

2017 ◽  
Author(s):  
Richard McCleary ◽  
David McDowall ◽  
Bradley J. Bartos
Keyword(s):  
Time Series ◽  
Autocorrelation Function ◽  
Moving Average ◽  
Intervention Model ◽  
Noise Component ◽  
Autoregressive Integrated Moving Average ◽  
Noise Function ◽  
Modeling Strategy ◽  
The Impact ◽  
True Structure

The general AutoRegressive Integrated Moving Average (ARIMA) model can be written as the sum of noise and exogenous components. If an exogenous impact is trivially small, the noise component can be identified with the conventional modeling strategy. If the impact is nontrivial or unknown, the sample AutoCorrelation Function (ACF) will be distorted in unknown ways. Although this problem can be solved most simply when the outcome of interest time series is long and well-behaved, these time series are unfortunately uncommon. The preferred alternative requires that the structure of the intervention is known, allowing the noise function to be identified from the residualized time series. Although few substantive theories specify the “true” structure of the intervention, most specify the dichotomous onset and duration of an impact. Chapter 5 describes this strategy for building an ARIMA intervention model and demonstrates its application to example interventions with abrupt and permanent, gradually accruing, gradually decaying, and complex impacts.

scholarly journals Evolution of disease transmission during the COVID-19 pandemic: patterns and determinants

2021 ◽  
Vol 11 (1) ◽  
Author(s):  
Jie Zhu ◽  
Blanca Gallego
Keyword(s):  
Public Health ◽  
Disease Transmission ◽  
Clustering Algorithm ◽  
Health Interventions ◽  
Transmission Model ◽  
Model Parameters ◽  
Public Health Interventions ◽  
Forecasting Accuracy ◽  
Time Lagged ◽  
The Impact

AbstractEpidemic models are being used by governments to inform public health strategies to reduce the spread of SARS-CoV-2. They simulate potential scenarios by manipulating model parameters that control processes of disease transmission and recovery. However, the validity of these parameters is challenged by the uncertainty of the impact of public health interventions on disease transmission, and the forecasting accuracy of these models is rarely investigated during an outbreak. We fitted a stochastic transmission model on reported cases, recoveries and deaths associated with SARS-CoV-2 infection across 101 countries. The dynamics of disease transmission was represented in terms of the daily effective reproduction number ($$R_t$$ R t ). The relationship between public health interventions and $$R_t$$ R t was explored, firstly using a hierarchical clustering algorithm on initial $$R_t$$ R t patterns, and secondly computing the time-lagged cross correlation among the daily number of policies implemented, $$R_t$$ R t , and daily incidence counts in subsequent months. The impact of updating $$R_t$$ R t every time a prediction is made on the forecasting accuracy of the model was investigated. We identified 5 groups of countries with distinct transmission patterns during the first 6 months of the pandemic. Early adoption of social distancing measures and a shorter gap between interventions were associated with a reduction on the duration of outbreaks. The lagged correlation analysis revealed that increased policy volume was associated with lower future $$R_t$$ R t (75 days lag), while a lower $$R_t$$ R t was associated with lower future policy volume (102 days lag). Lastly, the outbreak prediction accuracy of the model using dynamically updated $$R_t$$ R t produced an average AUROC of 0.72 (0.708, 0.723) compared to 0.56 (0.555, 0.568) when $$R_t$$ R t was kept constant. Monitoring the evolution of $$R_t$$ R t during an epidemic is an important complementary piece of information to reported daily counts, recoveries and deaths, since it provides an early signal of the efficacy of containment measures. Using updated $$R_t$$ R t values produces significantly better predictions of future outbreaks. Our results found variation in the effect of early public health interventions on the evolution of $$R_t$$ R t over time and across countries, which could not be explained solely by the timing and number of the adopted interventions.

scholarly journals Modelling the spread of American foulbrood in honeybees

2013 ◽  
Vol 10 (88) ◽  
pp. 20130650 ◽  
Author(s):  
Samik Datta ◽  
James C. Bull ◽  
Giles E. Budge ◽  
Matt J. Keeling
Keyword(s):  
Monte Carlo ◽  
Markov Chain ◽  
Control Strategies ◽  
Sir Model ◽  
Model Parameters ◽  
American Foulbrood ◽  
Inspection Period ◽  
Stochastic Sir ◽  
Stochastic Sir Model ◽  
The Impact

We investigate the spread of American foulbrood (AFB), a disease caused by the bacterium Paenibacillus larvae , that affects bees and can be extremely damaging to beehives. Our dataset comes from an inspection period carried out during an AFB epidemic of honeybee colonies on the island of Jersey during the summer of 2010. The data include the number of hives of honeybees, location and owner of honeybee apiaries across the island. We use a spatial SIR model with an underlying owner network to simulate the epidemic and characterize the epidemic using a Markov chain Monte Carlo (MCMC) scheme to determine model parameters and infection times (including undetected ‘occult’ infections). Likely methods of infection spread can be inferred from the analysis, with both distance- and owner-based transmissions being found to contribute to the spread of AFB. The results of the MCMC are corroborated by simulating the epidemic using a stochastic SIR model, resulting in aggregate levels of infection that are comparable to the data. We use this stochastic SIR model to simulate the impact of different control strategies on controlling the epidemic. It is found that earlier inspections result in smaller epidemics and a higher likelihood of AFB extinction.

scholarly journals Estimating COVID-19 cases in Makkah region of Saudi Arabia: Space-time ARIMA modeling

PLoS ONE ◽  
2021 ◽  
Vol 16 (4) ◽  
pp. e0250149
Author(s):  
Fuad A. Awwad ◽  
Moataz A. Mohamoud ◽  
Mohamed R. Abonazel
Keyword(s):  
Saudi Arabia ◽  
Moving Average ◽  
Arima Model ◽  
Daily Basis ◽  
World Health ◽  
Arima Models ◽  
Autoregressive Integrated Moving Average ◽  
First Case ◽  
Novel Coronavirus ◽  
The Impact

The novel coronavirus COVID-19 is spreading across the globe. By 30 Sep 2020, the World Health Organization (WHO) announced that the number of cases worldwide had reached 34 million with more than one million deaths. The Kingdom of Saudi Arabia (KSA) registered the first case of COVID-19 on 2 Mar 2020. Since then, the number of infections has been increasing gradually on a daily basis. On 20 Sep 2020, the KSA reported 334,605 cases, with 319,154 recoveries and 4,768 deaths. The KSA has taken several measures to control the spread of COVID-19, especially during the Umrah and Hajj events of 1441, including stopping Umrah and performing this year’s Hajj in reduced numbers from within the Kingdom, and imposing a curfew on the cities of the Kingdom from 23 Mar to 28 May 2020. In this article, two statistical models were used to measure the impact of the curfew on the spread of COVID-19 in KSA. The two models are Autoregressive Integrated Moving Average (ARIMA) model and Spatial Time-Autoregressive Integrated Moving Average (STARIMA) model. We used the data obtained from 31 May to 11 October 2020 to assess the model of STARIMA for the COVID-19 confirmation cases in (Makkah, Jeddah, and Taif) in KSA. The results show that STARIMA models are more reliable in forecasting future epidemics of COVID-19 than ARIMA models. We demonstrated the preference of STARIMA models over ARIMA models during the period in which the curfew was lifted.

scholarly journals Effectiveness and Forecasting of Interest Rate Reversal BI 7-Day Repo Rate in Indonesia: Lower Bound on Monetary Policy?

2018 ◽  
Vol 9 (1) ◽  
pp. 171-180
Author(s):  
I Gede Sanica ◽  
I Ketut Nurcita ◽  
I Made Mastra ◽  
Desak Made Sukarnasih
Keyword(s):  
Monetary Policy ◽  
Interest Rate ◽  
Time Series Data ◽  
Moving Average ◽  
Series Data ◽  
Autoregressive Integrated Moving Average ◽  
Implementation Of Monetary Policy ◽  
Repo Rate ◽  
The Right ◽  
The Impact

AbstractThis study aims to analyze effectivity and forecast of interest rate BI 7-Day Repo Rate as policy reference in the implementation of monetary policy. The method was used in this study contains Vector Autoregression (VAR) to estimate effectivity of BI 7-Day Repo Rate and Autoregressive Integrated Moving Average (ARIMA) to forecast of BI 7-Day Repo Rate. Period of observation in this study used time series data during 2016.4 until 2017.6. The result of this research shows that the transformation of the BI Rate to BI 7-Day Repo Rate is the right step in the monetary policy operation in the effort to reach deepening of the financial market and strengthen the interbank money market structure so that it will decrease loan interest rate and encourage credit growth. The effectiveness of the use of BI 7 Day-Repo Rate on price stability is indicated by the positive relationship between the benchmark interest rate and inflation compared to the BI Rate. The impact of BI 7-Day Repo Rate on economic growth that tends to be positive. Forecasting the use of BI 7-Day Repo Rate shows good results with declining value levels, so this will encourage deepening the financial markets.

Estimating the Impact of Non-pharmaceutical Interventions Against COVID-19 on Mumps Incidence in Sichuan, China

2021 ◽  
Author(s):  
Wenqiang Zhang ◽  
Rongsheng Luan
Keyword(s):  
Public Health ◽  
Respiratory Virus ◽  
Moving Average ◽  
Sarima Model ◽  
Potential Reduction ◽  
Autoregressive Integrated Moving Average ◽  
Health Measures ◽  
Virus Incidence ◽  
The Impact ◽  
Pharmaceutical Interventions

Abstract Background: A series of social and public health measures have been implemented to contain coronavirus disease 2019 (COVID-19) in China. We examined the impact of non-pharmaceutical interventions against COVID-19 on mumps incidence as an agent to determine the potential reduction in other respiratory virus incidence.Methods: We modelled mumps incidence per month in Sichuan using a seasonal autoregressive integrated moving average (SARIMA) model, based on the reported number of mumps cases per month from 2017-2020. Results: The epidemic peak of mumps in 2020 is lower than in the preceding years. Whenever compared with the projected cases or the average from corresponding periods in the preceding years (2017-2019), the reported cases in 2020 markedly declined (P<0.001). From January to December, the number of mumps cases was estimated to decrease by 36.3% (33.9% - 38.8%), 34.3% (31.1% - 37.8%), 68.9% (66.1% - 71.6%), 76.0% (73.9% - 77.9%), 67.0% (65.0% - 69.0%), 59.6% (57.6% - 61.6%), 61.1% (58.8% - 63.3%), 49.2% (46.4% - 52.1%), 24.4% (22.1% - 26.8%), 30.0% (27.5% - 32.6%), 42.1% (39.6% - 44.7%), 63.5% (61.2% - 65.8%), respectively. The total number of mumps cases in 2020 was estimated to decrease by 53.6% (52.9% - 54.3%).Conclusion: Our study shows that non-pharmaceutical interventions against COVID-19 have had an effective impact on mumps incidence in Sichuan, China.

Driver Reactions to Uphill Grades: Inference from a Stochastic Car-Following Model

2020 ◽  
Vol 2674 (11) ◽  
pp. 343-351 ◽  
Author(s):  
Tu Xu ◽  
Jorge Laval
Keyword(s):  
Maximum Likelihood ◽  
Likelihood Estimation ◽  
Truck Drivers ◽  
Model Parameters ◽  
Gravitational Effects ◽  
Car Following ◽  
Car Following Model ◽  
Operational Impacts ◽  
The Impact ◽  
Engine Power

This paper analyzes the impact of uphill grades on the acceleration drivers choose to impose on their vehicles. Statistical inference is made based on the maximum likelihood estimation of a two-regime stochastic car-following model using Next Generation SIMulation (NGSIM) data. Previous models assume that the loss in acceleration on uphill grades is given by the effects of gravity. We find evidence that this is not the case for car drivers, who tend to overcome half of the gravitational effects by using more engine power. Truck drivers only compensate for 5% of the loss, possibly because of limited engine power. This indicates not only that current models are severely overestimating the operational impacts that uphill grades have on regular vehicles, but also underestimating their environmental impacts. We also find that car-following model parameters are significantly different among shoulder, median and middle lanes but more data is needed to understand clearly why this happens.

scholarly journals Forecasting Primary Energy Requirements of Territories by Autoregressive Integrated Moving Average and Backpropagation Neural Network Models

2019 ◽  
Vol 2019 ◽  
pp. 1-14
Author(s):  
Ning-Kang Pan ◽  
Chunwan Lv
Keyword(s):  
Neural Network ◽  
Policy Making ◽  
Energy Requirement ◽  
Moving Average ◽  
Network Models ◽  
Primary Energy ◽  
Backpropagation Neural Network ◽  
Neural Network Models ◽  
Autoregressive Integrated Moving Average ◽  
Primary Energy Requirement

Forecasting energy data, especially the primary energy requirement, is the key part of policy-making. For those territories of different developing types, seeking a knowledge-based and dependable forecasting model is an essential prerequisite for the prosperous development of policy-making. In this paper, both autoregressive integrated moving average and backpropagation neural network models which have been proved to be very efficient in forecasting are applied to the forecasts of the primary energy consumption of three different developing types of territories. It is shown that the average relative errors between the actual data and simulated value are from 4.5% to 5.9% by the autoregressive integrated moving average and from 0.04% to 0.47% by the backpropagation neural network. Specially, this research shows that the backpropagation neural network model presents a better prediction of primary energy requirement when considering gross domestic product, population, and the particular values as predictors. Furthermore, we indicate that the single-input backpropagation neural network model can still work when the particular values have contributed most to the energy consumption.

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