| Literature DB >> 34347175 |
Abstract
The coronavirus disease (COVID-19) is a severe, ongoing, novel pandemic that emerged in Wuhan, China, in December 2019. As of January 21, 2021, the virus had infected approximately 100 million people, causing over 2 million deaths. This article analyzed several time series forecasting methods to predict the spread of COVID-19 during the pandemic's second wave in Italy (the period after October 13, 2020). The autoregressive moving average (ARIMA) model, innovations state space models for exponential smoothing (ETS), the neural network autoregression (NNAR) model, the trigonometric exponential smoothing state space model with Box-Cox transformation, ARMA errors, and trend and seasonal components (TBATS), and all of their feasible hybrid combinations were employed to forecast the number of patients hospitalized with mild symptoms and the number of patients hospitalized in the intensive care units (ICU). The data for the period February 21, 2020-October 13, 2020 were extracted from the website of the Italian Ministry of Health ( www.salute.gov.it ). The results showed that (i) hybrid models were better at capturing the linear, nonlinear, and seasonal pandemic patterns, significantly outperforming the respective single models for both time series, and (ii) the numbers of COVID-19-related hospitalizations of patients with mild symptoms and in the ICU were projected to increase rapidly from October 2020 to mid-November 2020. According to the estimations, the necessary ordinary and intensive care beds were expected to double in 10 days and to triple in approximately 20 days. These predictions were consistent with the observed trend, demonstrating that hybrid models may facilitate public health authorities' decision-making, especially in the short-term.Entities:
Keywords: ARIMA; COVID-19; Hybrid forecasting models; Italy; NNAR; Outbreak; TBATS
Mesh:
Year: 2021 PMID: 34347175 PMCID: PMC8332000 DOI: 10.1007/s10198-021-01347-4
Source DB: PubMed Journal: Eur J Health Econ ISSN: 1618-7598
30 selected international studies that utilized single or hybrid ARIMA, ETS, neural network, and TBATS models.
| Authors | Data | Method | Country/region |
|---|---|---|---|
| Abotaleb [ | Confirmed, deceased, and recovered | ARIMA and EGM | China, Italy, and the US |
| Ala’raj et al. [ | Confirmed, deceased, and recovered | SEIRD-ARIMA | US |
| Alzahrani et al. [ | Confirmed | ARIMA | Saudi Arabia |
| Aslam [ | Active, confirmed, deceased, and recovered | KF-ARIMA, HW, and SutteARIMA | Pakistan |
| Awan and Aslam [ | Confirmed | ARIMA | France, Germany, Italy, and Spain |
| Cao et al. [ | Confirmed | ARIMA, ARIMAX, ETS, and SEIQDR | China |
| Ceylan [ | Confirmed | ARIMA | France, Italy, and Spain |
| Chakraborty and Ghosh [ | Confirmed | ARIMA–WBF | Canada, France, India, and South Korea |
| Dhamodharavadhani et al. [ | Deceased | RBFNN, GRNN, NARNN, and PNN | India |
| Fantazzini [ | Confirmed | ARIMA, ARIMAX, ETS, HVAR, SIR, and VAR | 158 countries |
| Hasan [ | Confirmed | ANN-EEMD | World (aggregate) |
| Ilie et al. [ | Confirmed | ARIMA | nine countries |
| Joseph et al. [ | Confirmed | ARIMA, ETS, INGARCH, and hybrid | nine countries |
| Katoch and Sindhu [ | Confirmed | ARIMA | India |
| Kırbaş et al. [ | Confirmed | ARIMA, LSTM, and NARNN | Eight European countries |
| Melin et al. [ | Confirmed | ME-ANN | Mexico |
| Moftakhar and Seif [ | Confirmed | ARIMA | Iran |
| Papastefanopoulos et al. [ | Confirmed | ARIMA, DeepAR, FB, HWAAS, and N-Beats | 10 countries |
| Perone [ | Confirmed and deceased | ARIMA | Italy, Russia, and the US |
| Ribeiro et al. [ | Confirmed | ARIMA, CUBIST, RF, RIDGE, SVR, and SEL | Brazil |
| Sardar et al. [ | Confirmed | ARIMA, TBATS, hybrid, and mechanistic model | India |
| Sahai et al. [ | Confirmed | ARIMA | Brazil, India, Russia, Spain, and the US |
| Singh et al. [ | Deceased | ARIMA–WBF | France, Italy, Spain, the UK, and the US |
| Wang et al. [ | Confirmed and deceased | ARIMA and ETS | India, Russia, the UK, and the US |
| Wieczorek et al. [ | Confirmed | ANN | Many countries/regions |
| Yonar et al. [ | Confirmed | ARIMA and B/W LES | G8 countries |
| Ganiny and Nisar [ | Confirmed | ARIMA | India |
| Katris [ | Confirmed | ARIMA, ETS, FFANN, MARS, their combinations, and SIR | Greece |
| Lee et al. [ | Confirmed | ARIMA | South Korea |
| Talkhi et al. [ | Confirmed and deceased | ARIMA, BSTS, ELM, HW, MLP, NNAR, Prophet, TBATS, and hybrid | Iran |
ANN artificial neural network, ARIMA autoregressive integrated moving average, ARIMAX ARIMA with exogenous variables, BSTS Bayesian structural time-series, B/W LES Brown/Holt linear exponential smoothing method, CUBIST cubist regression, DeepAR probabilistic forecasting with autoregressive recurrent networks, EEMD ensemble empirical model decomposition, EGM exponential growth model, ELM extreme learning machines, ETS innovations state space models for exponential smoothing, FB Facebook’s prophet, FFANN feed-forward artificial neural network, GRNN generalized regression neural network, HVAR hierarchical vector autoregression, HW Holt–Winters method, HWAAS Holt–Winters additive model, INGARCH integer-valued generalized autoregressive conditional heteroskedastic, KF Kalman filter, LSTM long-short term memory, MARS multivariate adaptive regression splines, ME-ANN multiple ensemble artificial neural network, MLP multilayer perceptron, NARNN nonlinear autoregressive neural network, N-Beats neural basis expansion analysis, NNAR neural network autoregression, PNN probabilistic neural network, RBFNN radial basis function neural network, RF random forest, RIDGE ridge regression, SEIQDR susceptible–infected but undetected–infected quarantined–suspected–discharged, SEIRD susceptible–exposed–infected–recovered–dead, SEL stacking-ensemble learning, SIR susceptible–infected–recovered, SutteARIMA α-Sutte Indicator and ARIMA, SVR support vector regression, TBATS trigonometric exponential smoothing state space model with Box–Cox transformation, ARMA errors trend and seasonal components, VAR vector autoregression, WBF Wavelet-based forecasting
Fig. 1Patients hospitalized with mild symptoms and in the ICU from February 21, 2020 to October 13, 2020.
Source: Italian Ministry of Health [43]
Fig. 2A neural network with four inputs and an intermediate layer with three hidden neurons
Structure of the single models for patients hospitalized with mild symptoms and in the ICU
| Models | AICc | Structure |
|---|---|---|
| Patients hospitalized with mild symptoms | ||
| ARIMA | 3170.61 | Seasonal (1, 2, 3) (0, 0, 1)7 |
| ETS | 3846.92 | (A, Ad, N) |
| NNAR | – | (7, 1, 4)7 |
| TBATS | 3550.91 | (0.428, {2,2}, 1, {< 7,2 >}) |
| Patients hospitalized in the ICU | ||
| ARIMA | 2106.46 | Seasonal (1, 2, 2) (0, 0, 1)7 |
| ETS | 2775.88 | (A, A, N) |
| NNAR | – | (6, 1, 4)7 |
| (T)BATS | 2506.27 | (0.427, {0,0}, 1, –) |
Notes: TBATS models were chosen using AIC metric
Forecast accuracy measures for the single and hybrid models (patients hospitalized with mild symptoms)
| Models | MAE | MAPE | MASE | RMSE | ACF1 |
|---|---|---|---|---|---|
| ARIMA | 116.2616 | 2.6125 | 0.0631 | 204.8225 | − 0.0064 |
| ETS | 121.7029 | 4.3186 | 0.066 | 219.6733 | 0.0787 |
| NNAR | 111.0185 | 1.9759 | 0.0602 | 195.4126 | − 0.051 |
| TBATS | 115.428 | 2.8267 | 0.0626 | 204.2566 | 0.1902 |
| A–E | 115.0882 | 3.4033 | 0.0624 | 207.1205 | 0.0234 |
| A–N | 105.4098 | 2.1634 | 0.0572 | 184.3577 | − 0.0706 |
| A–T | 113.5426 | 2.6625 | 0.0616 | 200.8143 | 0.0803 |
| E–N | 107.3794 | 2.1219 | 0.0583 | 191.0452 | − 0.037 |
| E–T | 114.7241 | 3.4622 | 0.0622 | 204.5928 | 0.0886 |
| N–T | 104.7705 | 2.0966 | 0.0568 | 183.9314 | 0.0228 |
| A–E–N | 108.655 | 2.1419 | 0.059 | 193.672 | − 0.0355 |
| A–E–T | 113.0137 | 3.1372 | 0.0613 | 202.3212 | 0.0553 |
| A–N–T | 106.6527 | 2.1255 | 0.0579 | 189.0073 | 0.0579 |
| E–N–T | 108.3242 | 2.0805 | 0.0588 | 192.7942 | 0.0146 |
| A–E–N–T | 108.8197 | 2.1105 | 0.059 | 194.1662 | 0.006 |
Notes: A ARIMA, E ETS, N NNAR, T TBATS. Hybrid models were combined using equal weights
Forecast accuracy measures for the single and hybrid models (patients hospitalized in the ICU)
| Models | MAE | MAPE | MASE | RMSE | ACF1 |
|---|---|---|---|---|---|
| ARIMA | 12.5828 | 3.5411 | 0.0495 | 21.1697 | 0.0375 |
| ETS | 13.3832 | 3.59 | 0.0527 | 22.8157 | 0.0181 |
| NNAR | 11.6316 | 2.8082 | 0.0458 | 19.2895 | − 0.1636 |
| TBATS | 14.226 | 3.5832 | 0.056 | 24.2076 | 0.3122 |
| A–E | 12.5388 | 3.47 | 0.0493 | 21.5479 | 0.0072 |
| A–N | 11.4917 | 3.0443 | 0.0452 | 18.7476 | − 0.0513 |
| A–T | 12.8579 | 3.4874 | 0.0506 | 21.953 | 0.159 |
| E–N | 11.9035 | 3.064 | 0.0468 | 19.5496 | − 0.0947 |
| E–T | 13.3764 | 3.5436 | 0.0526 | 22.9583 | 0.1504 |
| N–T | 11.9856 | 2.9767 | 0.0472 | 19.695 | 0.0627 |
| A–E–N | 11.8861 | 3.0595 | 0.0468 | 19.8477 | − 0.0521 |
| A–E–T | 12.4876 | 3.3605 | 0.0491 | 21.3983 | 0.1502 |
| A–N–T | 12.0046 | 3.009 | 0.0472 | 19.9841 | 0.0474 |
| E–N–T | 12.383 | 3.0362 | 0.0487 | 20.7628 | 0.0377 |
| A–E–N–T | 12.188 | 3.0256 | 0.048 | 20.538 | 0.0277 |
Notes: A ARIMA, E ETS, N NNAR, T TBATS. Hybrid models were combined using equal weights
Comparison between hybrid models and respective single models considering the minimization of MAE, MAPE, MASE, and RMSE metrics (in percentage), for patients hospitalized with mild symptoms
| Hybrid | Single | MAE | MAPE | MASE | RMSE |
|---|---|---|---|---|---|
| A–E | ARIMA | − 1.01 | 30.26 | − 1.11 | 1.12 |
| ETS | − 5.44 | − 21.19 | − 5.45 | − 5.71 | |
| A–N | ARIMA | − 9.33 | − 17.19 | − 9.35 | − 9.99 |
| NNAR | − 5.05 | 9.49 | − 4.98 | − 5.66 | |
| A–T | ARIMA | − 2.34 | 1.91 | − 2.38 | − 1.96 |
| TBATS | − 1.63 | − 5.81 | − 1.6 | − 1.69 | |
| E–N | ETS | − 11.77 | − 50.87 | − 11.67 | − 13.03 |
| NNAR | − 3.28 | 7.39 | − 3.16 | − 2.23 | |
| E–T | ETS | − 5.73 | − 18.83 | − 5.76 | − 6.86 |
| TBATS | − 0.6 | 22.48 | − 0.64 | 0.16 | |
| N–T | NNAR | − 5.63 | 6.11 | − 5.65 | − 5.88 |
| TBATS | − 9.23 | − 25.83 | − 9.27 | − 9.95 | |
| A–E–N | ARIMA | − 6.54 | − 18.01 | − 6.5 | − 5.44 |
| ETS | − 10.72 | − 50.4 | − 10.61 | − 11.84 | |
| NNAR | − 2.135 | 8.4 | − 1.99 | − 0.89 | |
| A–E–T | ARIMA | − 2.79 | 20.08 | − 2.85 | − 1.22 |
| ETS | − 7.14 | − 27.36 | − 7.12 | − 7.9 | |
| TBATS | − 2.09 | 10.98 | − 2.08 | − 0.95 | |
| A–N–T | ARIMA | − 8.26 | − 18.64 | − 8.24 | − 7.72 |
| NNAR | − 3.93 | 7.57 | − 3.82 | − 3.28 | |
| TBATS | − 7.6 | − 24.81 | − 7.51 | − 7.47 | |
| E–N–T | ETS | − 10.99 | − 51.82 | − 10.91 | − 12.24 |
| NNAR | − 2.43 | 5.29 | − 2.33 | − 1.34 | |
| TBATS | − 6.15 | − 26.4 | − 6.07 | − 5.61 | |
| A–E–N–T | ARIMA | − 6.4 | − 19.22 | − 6.5 | − 5.2 |
| ETS | − 10.59 | − 51.13 | − 10.61 | − 11.61 | |
| NNAR | − 1.98 | 6.81 | − 1.99 | − 0.64 | |
| TBATS | − 5.73 | − 25.34 | − 5.75 | − 4.94 |
Notes: A ARIMA, E ETS, N NNAR, T TBATS. Negative (positive) values show the percentage efficiency gain (loss) from using hybrid models
Comparison between hybrid models and respective single models considering the minimization of MAE, MAPE, MASE, and RMSE metrics (in percentage), for patients hospitalized in the ICU
| Hybrid | Single | MAE | MAPE | MASE | RMSE |
|---|---|---|---|---|---|
| A–E | ARIMA | − 0.35 | − 2.01 | − 0.4 | 1.79 |
| ETS | − 6.31 | − 3.34 | − 6.45 | − 5.56 | |
| A–N | ARIMA | − 8.67 | − 14.03 | − 8.69 | − 11.44 |
| NNAR | − 1.2 | 8.41 | − 1.31 | − 2.81 | |
| A–T | ARIMA | 2.19 | − 1.52 | 2.22 | 3.7 |
| TBATS | − 9.62 | − 2.67 | − 9.64 | − 9.31 | |
| E–N | ETS | − 11.06 | − 14.65 | − 11.2 | − 14.32 |
| NNAR | 2.34 | 9.11 | 2.18 | 1.35 | |
| E–T | ETS | − 0.05 | − 1.29 | − 0.19 | 0.63 |
| TBATS | − 5.97 | − 1.11 | − 6.07 | − 5.16 | |
| N–T | NNAR | 3.04 | 6 | 3.06 | 2.1 |
| TBATS | − 15.75 | − 16.93 | − 15.71 | − 18.64 | |
| A–E–N | ARIMA | − 5.54 | − 13.6 | − 5.45 | − 6.24 |
| ETS | − 11.19 | − 14.78 | − 11.2 | − 13.01 | |
| NNAR | 2.19 | 8.95 | 2.18 | 2.89 | |
| A–E–T | ARIMA | − 0.76 | − 5.1 | − 0.81 | 1.08 |
| ETS | − 6.69 | − 6.39 | − 6.83 | − 6.21 | |
| TBATS | − 12.22 | − 6.22 | − 12.32 | − 11.61 | |
| A–N–T | ARIMA | − 4.6 | − 15.03 | − 4.65 | − 5.6 |
| NNAR | 3.21 | 7.15 | 3.06 | 3.6 | |
| TBATS | − 15.62 | − 16.02 | − 15.71 | − 17.45 | |
| E–N–T | ETS | − 7.47 | − 15.43 | − 7.59 | − 9 |
| NNAR | 6.46 | 8.12 | 6.33 | 7.64 | |
| TBATS | − 12.96 | − 15.27 | − 13.04 | − 14.23 | |
| A–E–N–T | ARIMA | − 3.14 | − 14.56 | − 3.03 | − 2.98 |
| ETS | − 8.93 | − 15.72 | − 8.92 | − 9.98 | |
| NNAR | 4.78 | 7.74 | 4.8 | 6.47 | |
| TBATS | − 14.33 | − 15.56 | − 14.29 | − 15.16 |
Notes: A ARIMA, E ETS, N NNAR, T TBATS. Negative (positive) values show the percentage efficiency gain (loss) from using hybrid models
Fig. 3Models ranked by the MAE and RMSE metrics for patients hospitalized with mild symptoms
Fig. 4Models ranked by the the MAE and RMSE metrics for patients hospitalized in the ICU
Fig. 5The six best forecast models for predicting patients with mild symptoms. Notes: the models were ranked (from first to sixth place) on the MAE metric
Fig. 6The remaining nine forecast models for predicting patients hospitalized with mild symptoms. Notes: The models were ranked (from seventh to fifteenth place) on the MAE metric
Fig. 7The six best forecast models for predicting patients hospitalized in the ICU. Notes: the models were ranked (from first to sixth place) on the MAE metric
Fig. 8The remaining nine forecast models for predicting patients hospitalized in the ICU. Notes: the models were ranked (from seventh to fifteenth place) on the MAE metric
Fig. 9Comparison between forecasts and real data during the period October 14, 2020, to November 12, 2020, for patients hospitalized with mild symptoms (six best models)
Fig. 10Comparison between forecasts and real data during the period October 14, 2020, to November 12, 2020, for patients hospitalized with mild symptoms (nine remaining models)
Fig. 11Comparison between forecasts and real data during the period October 14, 2020, to November 12, 2020, for patients hospitalized in the ICU (six best models)
Fig. 12Comparison between forecasts and real data during the period October 14, 2020, to November 12, 2020, for patients hospitalized in the ICU (nine remaining models)
The parameter values of the ARIMA models for patients hospitalized with mild symptoms and in the ICU
| Parameters | Coefficients | Coefficients |
|---|---|---|
| AR (1) | 0.5963*** [0.1675] | 0.8857*** [0.0542] |
| MA (1) | − 1.0742*** [0.1737] | − 1.4961*** [0.0829] |
| MA (2) | − 0.0392 [0.1492] | 0.6093*** [0.07] |
| MA (3) | 0.3376*** [0.0685] | |
| Seasonal MA (1) | 0.2226*** [0.0742] | 0.2707*** [0.0725] |
Notes: standard errors in brackets. ***p value < 0.01
The parameters values of the ETS models for patients hospitalized with mild symptoms and in the ICU
| Parameters | Coefficients (mild symptoms) | Coefficients (ICU) |
|---|---|---|
| Smoothing parameters | ||
| | 0.9999 | 0.9071 |
| | 0.4553 | 0.5871 |
| | 0.9709 | |
| Initial states | ||
| | − 182.0547 | 20.9541 |
| | 117.7546 | 3.4623 |
The parameters values of the TBATS models for patients hospitalized with mild symptoms and in the ICU
| Parameters | Coefficients (mild symptoms) | Coefficients (ICU) |
|---|---|---|
| λ | 0.428 | 0.4267 |
| α | 0.2345 | 0.8384 |
| Β | 0.0794 | 0.371 |
| Damping parameter | 1 | 1 |
|
| − 0.000198 | |
|
| − 0.000184 | |
| AR (1) | 0.1077 | |
| AR (2) | 0.6249 | |
| MA (1) | 0.8727 | |
| MA (2) | 0.0074 |
Forecast accuracy measures of the single and hybrid models for patients hospitalized with mild symptoms
| Models | MAE | MAPE | RMSE | ACF1 |
|---|---|---|---|---|
| ARIMA–ETS | 115.344 | 3.4616 | 207.6742 | 0.0266 |
| ARIMA–NNAR | 109.0832 | 2.2002 | 191.1117 | − 0.0571 |
| ARIMA–TBATS | 113.3802 | 2.6759 | 200.8599 | 0.0963 |
| ETS–NNAR | 113.8125 | 2.159 | 204.3447 | 0.0091 |
| ETS–TBATS | 114.5352 | 3.396 | 203.9591 | 0.0938 |
| NNAR–TBATS | 110.5257 | 2.0911 | 193.8955 | 0.1055 |
| ARIMA–ETS–NNAR | 111.9864 | 2.1656 | 200.0585 | − 0.0109 |
| ARIMA–ETS–TBATS | 113.0631 | 3.1329 | 202.0993 | 0.0639 |
| ARIMA–NNAR–TBATS | 110.9721 | 2.1299 | 196.0419 | 0.0602 |
| ETS–NNAR–TBATS | 112.0909 | 2.0855 | 199.0529 | 0.0562 |
| ARIMA–ETS–NNAR–TBATS | 111.9338 | 2.1212 | 199.1672 | 0.0369 |
Notes: Models were combined using cross-validation errors. MASE is omitted because “cv.errors” function currently does not support it.
Forecast accuracy measures of the single and hybrid models for patients hospitalized in the ICU
| Models | MAE | MAPE | RMSE | ACF1 |
|---|---|---|---|---|
| ARIMA–ETS | 12.63 | 3.4796 | 21.7734 | 0.0064 |
| ARIMA–NNAR | 11.7107 | 3.0801 | 19.3024 | − 0.0314 |
| ARIMA–TBATS | 13.0852 | 3.4932 | 22.3627 | 0.1946 |
| ETS–NNAR | 12.4014 | 3.112 | 20.7011 | − 0.0554 |
| ETS–TBATS | 13.3746 | 3.5436 | 22.9559 | 0.1498 |
| NNAR–TBATS | 12.8183 | 2.9997 | 21.5416 | 0.1691 |
| ARIMA–ETS–NNAR | 12.2468 | 3.0877 | 20.7276 | − 0.0316 |
| ARIMA–ETS–TBATS | 12.9046 | 3.4813 | 22.2089 | 0.1127 |
| ARIMA–NNAR–TBATS | 12.465 | 3.0191 | 21.0507 | 0.1209 |
| ETS–NNAR–TBATS | 12.7829 | 3.0591 | 21.7172 | 0.0892 |
| ARIMA–ETS–NNAR–TBATS | 12.62 | 3.0555 | 21.4791 | 0.0732 |
Notes: Models were combined using cross-validation errors. MASE is omitted because “cv.errors” function currently does not support it
Comparison between hybrid models derived using equal weights and weighted errors considering minimization of MAE, MAPE and RMSE (patients hospitalized with mild symptoms)
| Models | MAE (%) | MAPE (%) | RMSE (%) |
|---|---|---|---|
| ARIMA–ETS | − 0.22 | − 1.68 | − 0.27 |
| ARIMA–NNAR | − 3.37 | − 1.67 | − 3.53 |
| ARIMA–TBATS |
| − 0.5 | − 0.02 |
| ETS–NNAR | − 5.65 | − 1.72 | − 6.51 |
| ETS–TBATS |
|
|
|
| NNAR–TBATS | − 5.21 |
| − 5.14 |
| ARIMA–ETS–NNAR | − 2.97 | − 1.09 | − 3.19 |
| ARIMA–ETS–TBATS | − 0.04 |
|
|
| ARIMA–NNAR–TBATS | − 3.89 | − 0.21 | − 3.59 |
| ETS–NNAR–TBATS | − 3.36 | − 0.24 | − 3.14 |
| ARIMA–ETS–NNAR–TBATS | − 2.78 | − 0.5 | − 2.51 |
Notes: roman values indicated that equal weights were better, while italic values indicate that weighted errors were better.
Comparison between hybrid models derived using equal weights and weighted errors considering minimization of MAE, MAPE and RMSE (patients hospitalized in the ICU)
| Model | MAE (%) | MAPE (%) | RMSE (%) |
|---|---|---|---|
| ARIMA–ETS | − 0.72 | − 0.28 | − 1.04 |
| ARIMA–NNAR | − 1.87 | − 1.16 | − 2.87 |
| ARIMA–TBATS | − 1.74 | − 0.17 | − 1.83 |
| ETS–NNAR | − 4.01 | − 1.54 | − 5.56 |
| ETS–TBATS | − 0.01 | − |
|
| NNAR–TBATS | − 6.5 | − 0.77 | − 8.57 |
| ARIMA–ETS–NNAR | − 2.95 | − 0.91 | − 4.25 |
| ARIMA–ETS–TBATS | − 3.23 | − 3.47 | − 3.65 |
| ARIMA–NNAR–TBATS | − 3.69 | − 0.33 | − 5.07 |
| ETS–NNAR–TBATS | − 3.13 | − 0.75 | − 4.39 |
| ARIMA–ETS–NNAR–TBATS | − 3.42 | − 0.98 | − 4.38 |
Notes: roman values indicated that equal weights were better, while italic colored values indicated that weighted errors were better.
The Ljung–Box’s test results for autocorrelation in the models (patients hospitalized with mild symptoms)
| Models MILD Symptoms | Lags 2 | Lags 5 | Lags 8 | Lags 10 |
|---|---|---|---|---|
| ARIMA | 0.8093 | 0.437 | 0.6336 | 0.6986 |
| ETS | 0.1105 | 0.0157 | 0.001 | 0.0022 |
| NNAR | 0.0993 | 0.1274 | 0.0003 | 0.001 |
| TBATS | 0.6925 | 0.9045 | 0.5567 | 0.7197 |
| A–E | 0.1102 | 0.1444 | 0.2007 | 0.281 |
| A–N | 0.2038 | 0.2678 | 0.1012 | 0.1296 |
| A–T | 0.2129 | 0.3416 | 0.5749 | 0.6488 |
| E–N | 0.0519 | 0.0991 | 0.0139 | 0.044 |
| E–T | 0.0091 | 0.0398 | 0.0737 | 0.07 |
| N–T | 0.2428 | 0.2627 | 0.1088 | 0.1514 |
| A–N–T | 0.4573 | 0.4601 | 0.3396 | 0.4048 |
| A–E–N | 0.074 | 0.254 | 0.1631 | 0.229 |
| A–E–T | 0.0938 | 0.1763 | 0.2701 | 0.3763 |
| E–N–T | 0.0518 | 0.0986 | 0.0535 | 0.0925 |
| A–E–N–T | 0.1105 | 0.2543 | 0.2225 | 0.3068 |
Notes: A ARIMA, E ETS, N NNAR, T TBATS
The Ljung–Box’s test results for autocorrelation in the models (patients hospitalized in the ICU)
| Models ICU | Lags 2 | Lags 5 | Lags 8 | Lags 10 |
|---|---|---|---|---|
| ARIMA | 0.2477 | 0.3673 | 0.5745 | 0.7385 |
| ETS | 0.1565 | 0.063 | 0.0502 | 0.000 |
| NNAR | 0.0713 | 0.1089 | 0.0004 | 0.0014 |
| TBATS | 0.3775 | 0.5861 | 0.002 | 0.0052 |
| A–E | 0.1415 | 0.2366 | 0.0652 | 0.1353 |
| A–N | 0.0632 | 0.1105 | 0.11 | 0.2279 |
| A–T | 0.0985 | 0.0618 | 0.000 | 0.0000 |
| E–N | 0.0648 | 0.1036 | 0.1591 | 0.001 |
| E–T | 0.0199 | 0.0006 | 0.0000 | 0.0000 |
| N–T | 0.2137 | 0.7283 | 0.8108 | 0.0041 |
| A–N–T | 0.1884 | 0.6286 | 0.0682 | 0.1397 |
| A–E–N | 0.0959 | 0.2094 | 0.0787 | 0.174 |
| A–E–T | 0.1257 | 0.0755 | 0.0002 | 0.0004 |
| E–N–T | 0.1832 | 0.5328 | 0.6055 | 0.0505 |
| A–E–N–T | 0.1807 | 0.5352 | 0.0549 | 0.0673 |
Notes: A ARIMA, E ETS, N NNAR, T TBATS
The predicted values of patients hospitalized with mild symptoms in Italy, from October 14, 2020 to November 12, 2020 (six best models)
| Date | Patients hospitalized with mild symptoms | |||||
|---|---|---|---|---|---|---|
| N–T | A–N | A–N–T | E–N | E–N–T | A–E–N | |
| 14-10-2020 | 5336.86 | 5347.71 | 5337.33 | 5338.38 | 5324.25 | 5336.2 |
| 15-10-2020 | 5651.95 | 5654.09 | 5644.54 | 5619.01 | 5602.82 | 5619.39 |
| 16-10-2020 | 6010.62 | 5990.28 | 5987.29 | 5916.08 | 5906 | 5921.66 |
| 17-10-2020 | 6393.93 | 6361.31 | 6358.13 | 6229.25 | 6218.18 | 6246.44 |
| 18-10-2020 | 6812.83 | 6766.48 | 6750.66 | 6573.92 | 6.548.27 | 6593.6 |
| 19-10-2020 | 7276.66 | 7209.03 | 7183.44 | 6934.69 | 6900.21 | 6965.03 |
| 20-10-2020 | 7779.26 | 7687.39 | 7643.35 | 7324.16 | 7268.47 | 7359.22 |
| 21-10-2020 | 8321.9 | 8209.49 | 8131.61 | 7746.5 | 7653.02 | 7781.47 |
| 22-10-2020 | 8932.9 | 8779.31 | 8668.44 | 8202.94 | 8071.92 | 8233.28 |
| 23-10-2020 | 9624.15 | 9397.23 | 9259.27 | 8698.68 | 8531.95 | 8713.3 |
| 24-10-2020 | 10,357.4 | 10,061.49 | 9877.39 | 9235.54 | 9012.85 | 9218.5 |
| 25-10-2020 | 11,117.49 | 10,764.26 | 10,511.98 | 9805.32 | 9510.84 | 9740.9 |
| 26-10-2020 | 11,917.57 | 11,500.99 | 11,168.61 | 10,401.09 | 10,039.3 | 10,275.97 |
| 27-10-2020 | 12,733.97 | 12,264.65 | 11,834.96 | 11,013.84 | 10,585.59 | 10,819.94 |
| 28-10-2020 | 13,550.94 | 13,047.27 | 12,508.36 | 11,637.78 | 11,139.26 | 11,370.28 |
| 29-10-2020 | 14,406.58 | 13,842.35 | 13,212.81 | 12,272.34 | 11,723.14 | 11,925.53 |
| 30-10-2020 | 15,305.39 | 14,642.62 | 13,942.71 | 12,919.64 | 12,338.97 | 12,482.49 |
| 31-10-2020 | 16,202.31 | 15,439.95 | 14,660.76 | 13,581.66 | 12,955.84 | 13,037.2 |
| 1-11-2020 | 17,093.01 | 16,224.71 | 15,361.98 | 14,252.71 | 13,571 | 13,585.9 |
| 2-11-2020 | 17,999.69 | 16,985.92 | 16,061.7 | 14,919.48 | 14,200.33 | 14,124.03 |
| 3-11-2020 | 18,888.69 | 17,712.48 | 16,739.24 | 15,570.64 | 14,826.46 | 14,645.62 |
| 4-11-2020 | 19,736.72 | 18,393.74 | 17,376.33 | 16,198.52 | 15,435.74 | 15,143.07 |
| 5-11-2020 | 20,573.69 | 19,020.32 | 17,996.11 | 16,794.27 | 16,051.78 | 15,608.2 |
| 6-11-2020 | 21,397.74 | 19,585.29 | 18,602.42 | 17,346.33 | 16,674.35 | 16,033.46 |
| 7-11-2020 | 22,153.42 | 20,085.04 | 19,162.8 | 17,843.65 | 17,265.48 | 16,413.91 |
| 8-11-2020 | 22,837.29 | 20,519.42 | 19,677.54 | 18,279.44 | 17,820.17 | 16,749.2 |
| 9-11-2020 | 23,480.72 | 20,890.96 | 20,169.1 | 18,651.09 | 18,355.65 | 17,041.07 |
| 10-11-2020 | 24,059.64 | 21,203,59 | 20,622.78 | 18,958.25 | 18,852 | 17,291.64 |
| 11-11-2020 | 24,560.39 | 21,461.63 | 21,030.51 | 19,202.09 | 19,296.82 | 17,503.69 |
| 12-11-2020 | 25,038.65 | 21,669.2 | 21,429.73 | 19,385.22 | 19,724.79 | 17,680.5 |
Notes: A ARIMA, E ETS, N NNAR, T TBATS
The predicted values of patients hospitalized in the ICU in Italy, from October 14, 2020 to November 12, 2020 (six best models)
| Date | Patients hospitalized in ICU | |||||
|---|---|---|---|---|---|---|
| A–N | N | A–E–N | E–N | N–T | A–N–T | |
| 14-10-2020 | 561.38 | 552.34 | 560.63 | 560.17 | 556.32 | 558.3 |
| 15-10-2020 | 609.88 | 587.43 | 609.54 | 607.84 | 601.59 | 606.11 |
| 16-10-2020 | 666.55 | 632.77 | 663.35 | 659.77 | 651.81 | 660.22 |
| 17-10-2020 | 724.24 | 678.52 | 717.5 | 714.29 | 705.48 | 715.95 |
| 18-10-2020 | 788.99 | 724.27 | 776.18 | 770.55 | 761.81 | 777.22 |
| 19-10-2020 | 858.45 | 774.31 | 838.26 | 830.93 | 822.91 | 842.98 |
| 20-10-2020 | 935.13 | 822.37 | 905.24 | 892.93 | 885.85 | 915.27 |
| 21-10-2020 | 1011.28 | 870.49 | 971.93 | 956.76 | 950.42 | 988.64 |
| 22-10-2020 | 1091.55 | 921.35 | 1041.7 | 1023.48 | 1017.24 | 1066.22 |
| 23-10-2020 | 1174.99 | 972.36 | 1113.99 | 1092.27 | 1085.73 | 1147.44 |
| 24-10-2020 | 1261.29 | 1023.36 | 1188.17 | 1162.67 | 1157.32 | 1231.88 |
| 25-10-2020 | 1350.75 | 1075.3 | 1264.1 | 1234.94 | 1231.24 | 1319.65 |
| 26-10-2020 | 1442.95 | 1127.25 | 1341.38 | 1308.44 | 1306.6 | 1410.39 |
| 27-10-2020 | 1537.98 | 1179.26 | 1420 | 1382.99 | 1383.99 | 1503.89 |
| 28-10-2020 | 1636.04 | 1231.7 | 1500.11 | 1458.61 | 1463.84 | 1600.11 |
| 29-10-2020 | 1736.85 | 1284.11 | 1581.46 | 1534.79 | 1546.25 | 1698.67 |
| 30-10-2020 | 1840.25 | 1336.37 | 1663.8 | 1611.31 | 1631.76 | 1799.19 |
| 31-10-2020 | 1946.12 | 1388.63 | 1747.01 | 1688.29 | 1720.53 | 1901.4 |
| 1-11-2020 | 2054.19 | 1440.7 | 1830.84 | 1765.57 | 1812.69 | 2004.94 |
| 2-11-2020 | 2164.21 | 1492.51 | 1915.1 | 1843.02 | 1908.64 | 2109.52 |
| 3-11-2020 | 2275.92 | 1544.08 | 1999.58 | 1920.59 | 2008.61 | 2214.94 |
| 4-11-2020 | 2388.88 | 1595.3 | 2083.98 | 1998.12 | 2112.68 | 2320.88 |
| 5-11-2020 | 2502.67 | 1646.09 | 2168.03 | 2075.54 | 2220.81 | 2427.05 |
| 6-11-2020 | 2616.77 | 1696.44 | 2251.46 | 2152.8 | 2332.7 | 2533.12 |
| 7-11-2020 | 2730.57 | 1746.27 | 2334.01 | 2229.78 | 2447.86 | 2638.73 |
| 8-11-2020 | 2843.41 | 1795.51 | 2415.46 | 2306.34 | 2565.64 | 2743.53 |
| 9-11-2020 | 2954.55 | 1844.11 | 2495.56 | 2382.29 | 2685.18 | 2847.15 |
| 10-11-2020 | 3063.22 | 1891.99 | 2574.1 | 2457.4 | 2805.52 | 2949.16 |
| 11-11-2020 | 3168.58 | 1939.08 | 2650.86 | 2531.37 | 2925.64 | 3049.14 |
| 12-11-2020 | 3269.82 | 1985.3 | 2725.65 | 2603.83 | 3044.52 | 3146.65 |
Notes: A ARIMA, E ETS, N NNAR, T TBATS