Search

We report on a course project in which students submit weekly probabilistic forecasts of two weather variables and one financial variable. This real-time format allows students to engage in practical forecasting, which requires a diverse set of skills in data science and applied statistics. We describe the context and aims of the course, and discuss design parameters like the selection of target variables, the forecast submission process, the evaluation of forecast performance, and the feedback provided to students. Furthermore, we describe empirical properties of students' probabilistic forecasts, as well as some lessons learned on our part. [ABSTRACT FROM AUTHOR]

In many forecasting settings, there is a specific interest in predicting the sign of an outcome variable correctly in addition to its magnitude. For instance, when forecasting armed conflicts, positive and negative log-changes in monthly fatalities represent escalation and de-escalation, respectively, and have very different implications. In the ViEWS forecasting challenge, a prediction competition on state-based violence, a novel evaluation score called targeted absolute deviation with direction augmentation (TADDA) has therefore been suggested, which accounts for both for the sign and magnitude of log-changes. While it has a straightforward intuitive motivation, the empirical results of the challenge show that a no-change model always predicting a log-change of zero outperforms all submitted forecasting models under the TADDA score. We provide a statistical explanation for this phenomenon. Analyzing the properties of TADDA, we find that in order to achieve good scores, forecasters often have an incentive to predict no or only modest log-changes. In particular, there is often an incentive to report conservative point predictions considerably closer to zero than the forecaster's actual predictive median or mean. In an empirical application, we demonstrate that a no-change model can be improved upon by tailoring predictions to the particularities of the TADDA score. We conclude by outlining some alternative scoring concepts. [ABSTRACT FROM AUTHOR]

For practical reasons, many forecasts of case, hospitalization, and death counts in the context of the current Coronavirus Disease 2019 (COVID-19) pandemic are issued in the form of central predictive intervals at various levels. This is also the case for the forecasts collected in the COVID-19 Forecast Hub (https://covid19forecasthub.org/). Forecast evaluation metrics like the logarithmic score, which has been applied in several infectious disease forecasting challenges, are then not available as they require full predictive distributions. This article provides an overview of how established methods for the evaluation of quantile and interval forecasts can be applied to epidemic forecasts in this format. Specifically, we discuss the computation and interpretation of the weighted interval score, which is a proper score that approximates the continuous ranked probability score. It can be interpreted as a generalization of the absolute error to probabilistic forecasts and allows for a decomposition into a measure of sharpness and penalties for over- and underprediction. Author summary: During the COVID-19 pandemic, model-based probabilistic forecasts of case, hospitalization, and death numbers can help to improve situational awareness and guide public health interventions. The COVID-19 Forecast Hub (https://covid19forecasthub.org/) collects such forecasts from numerous national and international groups. Systematic and statistically sound evaluation of forecasts is an important prerequisite to revise and improve models and to combine different forecasts into ensemble predictions. We provide an intuitive introduction to scoring methods, which are suitable for the interval/quantile-based format used in the Forecast Hub, and compare them to other commonly used performance measures. [ABSTRACT FROM AUTHOR]

Forecasts based on epidemiological modelling have played an important role in shaping public policy throughout the COVID-19 pandemic. This modelling combines knowledge about infectious disease dynamics with the subjective opinion of the researcher who develops and refines the model and often also adjusts model outputs. Developing a forecast model is difficult, resource- and time-consuming. It is therefore worth asking what modelling is able to add beyond the subjective opinion of the researcher alone. To investigate this, we analysed different real-time forecasts of cases of and deaths from COVID-19 in Germany and Poland over a 1-4 week horizon submitted to the German and Polish Forecast Hub. We compared crowd forecasts elicited from researchers and volunteers, against a) forecasts from two semi-mechanistic models based on common epidemiological assumptions and b) the ensemble of all other models submitted to the Forecast Hub. We found crowd forecasts, despite being overconfident, to outperform all other methods across all forecast horizons when forecasting cases (weighted interval score relative to the Hub ensemble 2 weeks ahead: 0.89). Forecasts based on computational models performed comparably better when predicting deaths (rel. WIS 1.26), suggesting that epidemiological modelling and human judgement can complement each other in important ways. Author Summary: Mathematical models of COVID-19 have played a key role in informing governments across the world. While mathematical models are informed by our knowledge of infectious disease dynamics, they are ultimately developed and iteratively adjusted by the researchers and shaped by their subjective opinions. To investigate what modelling is able to add beyond the subjective opinion of the researcher alone, we compared human forecasts with model-based predictions of COVID-19 cases and deaths submitted to the so-called German/Polish Forecast Hub (which collates a variety of models from a range of teams). | We found that our human forecasts consistently outperformed an aggregate of all available model-based forecasts when predicting cases, but not when predicting deaths. Our findings suggest that human insight may be most valuable when forecasting highly uncertain quantities, which depend on many factors that are hard to model using equations, while mathematical models may be most useful in settings like predicting deaths, where leading indicators with a clear connection to the target variable are available. This potentially has very relevant policy implications, as agencies informing policy-makers could benefit from routinely eliciting human forecasts in addition to model-based predictions to inform policies. [ABSTRACT FROM AUTHOR]

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. Author summary: As SARS-CoV-2 began to spread throughout the world in early 2020, modelers played a critical role in predicting how the epidemic could take shape. Short-term forecasts of epidemic outcomes (for example, infections, cases, hospitalizations, or deaths) provided useful information to support pandemic planning, resource allocation, and intervention. Yet, infectious disease forecasting is still a nascent science, and the reliability of different types of forecasts is unclear. We retrospectively evaluated COVID-19 case forecasts, which were often unreliable. For example, forecasts did not anticipate the speed of increase in cases in early winter 2020. This analysis provides insights on specific problems that could be addressed in future research to improve forecasts and their use. Identifying the strengths and weaknesses of forecasts is critical to improving forecasting for current and future public health responses. [ABSTRACT FROM AUTHOR]

Short-term probabilistic forecasts of the trajectory of the COVID-19 pandemic in the United States have served as a visible and important communication channel between the scientific modeling community and both the general public and decision-makers. Forecasting models provide specific, quantitative, and evaluable predictions that inform short-term decisions such as healthcare staffing needs, school closures, and allocation of medical supplies. Starting in April 2020, the US COVID-19 Forecast Hub (https://covid19forecasthub.org/) collected, disseminated, and synthesized tens of millions of specific predictions from more than 90 different academic, industry, and independent research groups. A multimodel ensemble forecast that combined predictions from dozens of groups every week provided the most consistently accurate probabilistic forecasts of incident deaths due to COVID-19 at the state and national level from April 2020 through October 2021. The performance of 27 individual models that submitted complete forecasts of COVID-19 deaths consistently throughout this year showed high variability in forecast skill across time, geospatial units, and forecast horizons. Two-thirds of the models evaluated showed better accuracy than a naïve baseline model. Forecast accuracy degraded as models made predictions further into the future, with probabilistic error at a 20-wk horizon three to five times larger than when predicting at a 1-wk horizon. This project underscores the role that collaboration and active coordination between governmental public-health agencies, academic modeling teams, and industry partners can play in developing modern modeling capabilities to support local, state, and federal response to outbreaks. [ABSTRACT FROM AUTHOR]

Background: The elimination programme for visceral leishmaniasis (VL) in India has seen great progress, with total cases decreasing by over 80% since 2010 and many blocks now reporting zero cases from year to year. Prompt diagnosis and treatment is critical to continue progress and avoid epidemics in the increasingly susceptible population. Short-term forecasts could be used to highlight anomalies in incidence and support health service logistics. The model which best fits the data is not necessarily most useful for prediction, yet little empirical work has been done to investigate the balance between fit and predictive performance. Methodology/Principal findings: We developed statistical models of monthly VL case counts at block level. By evaluating a set of randomly-generated models, we found that fit and one-month-ahead prediction were strongly correlated and that rolling updates to model parameters as data accrued were not crucial for accurate prediction. The final model incorporated auto-regression over four months, spatial correlation between neighbouring blocks, and seasonality. Ninety-four percent of 10-90% prediction intervals from this model captured the observed count during a 24-month test period. Comparison of one-, three- and four-month-ahead predictions from the final model fit demonstrated that a longer time horizon yielded only a small sacrifice in predictive power for the vast majority of blocks. Conclusions/Significance: The model developed is informed by routinely-collected surveillance data as it accumulates, and predictions are sufficiently accurate and precise to be useful. Such forecasts could, for example, be used to guide stock requirements for rapid diagnostic tests and drugs. More comprehensive data on factors thought to influence geographic variation in VL burden could be incorporated, and might better explain the heterogeneity between blocks and improve uniformity of predictive performance. Integration of the approach in the management of the VL programme would be an important step to ensuring continued successful control. Author summary: This paper demonstrates a statistical modelling approach for forecasting of monthly visceral leishmaniasis (VL) incidence at block level in India, which could be used to tailor control efforts according to local estimates and monitor deviations from the currently decreasing trend. By fitting a variety of models to four years of historical data and assessing predictions within a further 24-month test period, we found that the model which best fit the observed data also showed the best predictive performance, and predictive accuracy was maintained when making rolling predictions up to four months ahead of the observed data. Since there is a two-month delay between reporting and processing of the data, predictive power more than three months ahead of current data is crucial to make forecasts which can feasibly be acted upon. Some heterogeneity remains in predictive power across the study region which could potentially be improved using unit-specific data on factors believed to be associated with reported VL incidence (e.g. age distribution, socio-economic status and climate). [ABSTRACT FROM AUTHOR]