| Literature DB >> 32501370 |
Matheus Henrique Dal Molin Ribeiro1,2, Ramon Gomes da Silva1, Viviana Cocco Mariani3,4, Leandro Dos Santos Coelho1,4.
Abstract
The new Coronavirus (COVID-19) is an emerging disease responsible for infecting millions of people since the first notification until nowadays. Developing efficient short-term forecasting models allow forecasting the number of future cases. In this context, it is possible to develop strategic planning in the public health system to avoid deaths. In this paper, autoregressive integrated moving average (ARIMA), cubist regression (CUBIST), random forest (RF), ridge regression (RIDGE), support vector regression (SVR), and stacking-ensemble learning are evaluated in the task of time series forecasting with one, three, and six-days ahead the COVID-19 cumulative confirmed cases in ten Brazilian states with a high daily incidence. In the stacking-ensemble learning approach, the CUBIST regression, RF, RIDGE, and SVR models are adopted as base-learners and Gaussian process (GP) as meta-learner. The models' effectiveness is evaluated based on the improvement index, mean absolute error, and symmetric mean absolute percentage error criteria. In most of the cases, the SVR and stacking-ensemble learning reach a better performance regarding adopted criteria than compared models. In general, the developed models can generate accurate forecasting, achieving errors in a range of 0.87%-3.51%, 1.02%-5.63%, and 0.95%-6.90% in one, three, and six-days-ahead, respectively. The ranking of models, from the best to the worst regarding accuracy, in all scenarios is SVR, stacking-ensemble learning, ARIMA, CUBIST, RIDGE, and RF models. The use of evaluated models is recommended to forecasting and monitor the ongoing growth of COVID-19 cases, once these models can assist the managers in the decision-making support systems.Entities:
Keywords: ARIMA; COVID-19; Decision-making; Forecasting; Machine learning; Time-series
Year: 2020 PMID: 32501370 PMCID: PMC7252162 DOI: 10.1016/j.chaos.2020.109853
Source DB: PubMed Journal: Chaos Solitons Fractals ISSN: 0960-0779 Impact factor: 5.944
First and last report dates by state.
| State | Number of observed days | First report | Last report | Cumulative confirmed cases | Cumulative deaths |
|---|---|---|---|---|---|
| AM | 34 | 13/03/2020 | 19/04/2020 | 2044 | 182 |
| BA | 43 | 06/03/2020 | 19/04/2020 | 1249 | 45 |
| CE | 35 | 16/03/2020 | 19/04/2020 | 3306 | 189 |
| MG | 42 | 08/03/2020 | 19/04/2020 | 1154 | 39 |
| PR | 36 | 12/03/2020 | 18/04/2020 | 960 | 49 |
| RJ | 38 | 05/03/2020 | 19/04/2020 | 4675 | 402 |
| RN | 30 | 12/03/2020 | 18/04/2020 | 561 | 26 |
| RS | 38 | 10/03/2020 | 19/04/2020 | 869 | 26 |
| SC | 39 | 12/03/2020 | 19/04/2020 | 1025 | 35 |
| SP | 53 | 25/02/2020 | 19/04/2020 | 14267 | 1015 |
Fig. 1Heatmap of the cumulative confirmed cases of the analyzed states.
Hyperparameters selected by grid-search for each evaluated model.
| State | Model | |||||
|---|---|---|---|---|---|---|
| ARIMA | CUBIST | SVR | RIDGE | RF | ||
| Committees | Neighbors | Cost | Regularization | Number of randomly selected predictors | ||
| AM | (1,2,0) | 10 | 5 | 1 | 3.16E-03 | 2 |
| BA | (0,2,1) | 20 | 9 | 1 | 1E-04 | 2 |
| CE | (2,2,1) | 1 | 9 | 1 | 0 | 4 |
| MG | (0,2,1) | 1 | 9 | 1 | 1E-04 | 2 |
| PR | (0,2,1) | 20 | 5 | 1 | 3.16E-03 | 3 |
| RJ | (0,2,1) | 1 | 9 | 1 | 1E-04 | 3 |
| RN | (1,1,0) | 1 | 9 | 1 | 3.16E-03 | 5 |
| RS | (0,1,0) | 1 | 9 | 1 | 1E-04 | 3 |
| SC | (0,2,1) | 10 | 0 | 1 | 3.16E-03 | 5 |
| SP | (0,2,0) | 20 | 9 | 1 | 1E-04 | 5 |
Fig. 2Proposed forecasting framework.
Performance measures for each evaluated model.
| State | Forecasting Horizon | Criteria | Model | |||||
|---|---|---|---|---|---|---|---|---|
| ARIMA | CUBIST | RF | RIDGE | Stacking | SVR | |||
| AM | ODA | MAE | 95 | 622.17 | 48.17 | 121.5 | 56.33 | |
| sMAPE | 6.61% | 42.50% | 2.83% | 7.13% | 3.18% | |||
| TDA | MAE | 101.33 | 622.17 | 83.67 | 176.67 | 80.5 | ||
| sMAPE | 6.55% | 4.50% | 42.50% | 4.49% | 10.47% | |||
| SDA | MAE | 119.17 | 162.17 | 622.17 | 233.17 | 79.17 | ||
| sMAPE | 6.97% | 9.55% | 42.50% | 13.87% | 4.13% | |||
| BA | ODA | MAE | 93.83 | 366.33 | 45.33 | 107.67 | 42.33 | |
| sMAPE | 9.16% | 42.02% | 4.36% | 10.68% | 4.15% | |||
| TDA | MAE | 70 | 132 | 366.33 | 74.33 | 171.67 | ||
| sMAPE | 8.00% | 12.92% | 42.02% | 7.46% | 17.32% | |||
| SDA | MAE | 155.67 | 152.33 | 366.33 | 152.83 | 215.83 | ||
| sMAPE | 15.41% | 15.08% | 42.02% | 15.16% | 22.25% | |||
| CE | ODA | MAE | 65.17 | 916 | 70.33 | 220.83 | 87.67 | |
| sMAPE | 2.49% | 40.28% | 2.81% | 8.20% | 3.17% | |||
| TDA | MAE | 128.83 | 916 | 149.83 | 382.17 | 136.67 | ||
| sMAPE | 4.48% | 40.28% | 5.39% | 14.48% | 4.78% | |||
| SDA | MAE | 257 | 118.17 | 916 | 484.33 | 164.17 | ||
| sMAPE | 9.34% | 4.11% | 40.28% | 18.78% | 5.77% | |||
| MG | ODA | MAE | 32 | 17.5 | 235.5 | 24.33 | 56.5 | |
| sMAPE | 3.63% | 1.81% | 26.21% | 2.50% | 5.59% | |||
| TDA | MAE | 26 | 21.33 | 235.5 | 21.67 | 78.17 | ||
| sMAPE | 3.08% | 2.20% | 26.21% | 2.13% | 7.81% | |||
| SDA | MAE | 55 | 36.83 | 235.5 | 32.17 | 97.83 | ||
| sMAPE | 5.43% | 3.58% | 26.21% | 3.14% | 9.88% | |||
| PR | ODA | MAE | 31 | 27.33 | 163.5 | 38 | 35.33 | |
| sMAPE | 3.96% | 3.26% | 21.09% | 4.50% | 4.18% | |||
| TDA | MAE | 51.66 | 57.33 | 163.5 | 76.5 | 60.17 | ||
| sMAPE | 6.21% | 6.56% | 21.09% | 8.61% | 6.89% | |||
| SDA | MAE | 73.67 | 118 | 163.5 | 151 | 117.17 | ||
| sMAPE | 8.20% | 12.56% | 21.09% | 15.75% | 12.53% | |||
| RJ | ODA | MAE | 110 | 165.5 | 1305.67 | 273.67 | 360.83 | |
| sMAPE | 3.17% | 3.82% | 37.06% | 6.25% | 8.09% | |||
| TDA | MAE | 120 | 275.67 | 1305.67 | 462.83 | 429.33 | ||
| sMAPE | 3.18% | 6.24% | 37.06% | 10.20% | 9.49% | |||
| SDA | MAE | 158.33 | 532.67 | 1305.67 | 696.17 | 529.5 | ||
| sMAPE | 3.67% | 11.34% | 37.06% | 14.67% | 11.43% | |||
| RN | ODA | MAE | 17 | 152.5 | 24.83 | 30.33 | 18.33 | |
| sMAPE | 3.87% | 39.28% | 5.56% | 6.45% | 4.14% | |||
| TDA | MAE | 30.83 | 152.5 | 37.67 | 54 | 35.5 | ||
| sMAPE | 6.54% | 39.28% | 8.51% | 11.66% | 7.69% | |||
| SDA | MAE | 36.33 | 152.5 | 62 | 54 | 18.5 | ||
| sMAPE | 7.61% | 39.28% | 12.76% | 11.66% | 4.15% | |||
| RS | ODA | MAE | 12 | 12.83 | 146.67 | 11.33 | 45.5 | |
| sMAPE | 1.64% | 1.62% | 19.82% | 1.43% | 5.76% | |||
| TDA | MAE | 24 | 19.17 | 147.33 | 18.67 | 71.33 | ||
| sMAPE | 3.22% | 2.47% | 19.92% | 2.42% | 9.14% | |||
| SDA | MAE | 34.5 | 34.17 | 147.5 | 37.67 | 91.83 | ||
| sMAPE | 4.31% | 4.26% | 19.95% | 4.74% | 11.89% | |||
| SC | ODA | MAE | 93.67 | 179.5 | 180.5 | 33.83 | 177.67 | |
| sMAPE | 9.66% | 20.97% | 17.53% | 3.66% | 17.27% | |||
| TDA | MAE | 44.33 | 100.33 | 179.5 | 277 | 257.33 | ||
| sMAPE | 4.76% | 10.30% | 20.97% | 25.34% | 23.79% | |||
| SDA | MAE | 56 | 102.83 | 179.5 | 338.5 | 330.33 | ||
| sMAPE | 5.65% | 10.53% | 20.97% | 29.95% | 29.23% | |||
| SP | ODA | MAE | 436 | 1587 | 3799 | 537.33 | 1363.83 | |
| sMAPE | 4.65% | 13.47% | 35.85% | 4.44% | 11.44% | |||
| TDA | MAE | 1485.66 | 2471.83 | 3801 | 579.17 | 2243 | ||
| sMAPE | 14.56% | 21.81% | 35.88% | 4.79% | 19.47% | |||
| SDA | MAE | 2779 | 3054.67 | 3801.5 | 591.83 | 2665.83 | ||
| sMAPE | 24.74% | 27.60% | 35.88% | 4.95% | 23.55% | |||
Fig. 3Predicted versus observed cumulative confirmed cases of COVID-19 for AM, BA, CE, and MG states.
Fig. 4Predicted versus observed cumulative confirmed cases of COVID-19 for PR, RJ, RN, RS, SC, and SP states.
Fig. 5Box-plot for absolute error according to model and state for COVID-19 forecasting up to SDA.