Phase-Informed Bayesian Ensemble Models Improve Performance of COVID-19 Forecasts

Abstract

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.