An Interpretable Hybrid Predictive Model of COVID-19 Cases using Autoregressive Model and LSTM
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The Coronavirus Disease 2019 (COVID-19) has posed a severe threat to global human health and economic. It is an urgent task to build reliable data-driven prediction models for Covid 19 cases to improve public policy making. However, COVID-19 data shows special transmission characteristics such as significant fluctuations and non-stationarity, which may be difficult to be captured by a single predictive model and poses grand challenges in effective forecasting. In this paper, we proposed a novel Hybrid data-driven model combining Autoregressive model (AR) and long short-term memory neural networks (LSTM). It can be viewed as a new neural network model and the contribution of AR and LSTM is auto tuned in the training procedure. We conduct extensive numerical experiments on data collected from 8 counties of California that display various trends. The numerical results show the Hybrid model' advantages over AR and LSTM by its predictive powers. We show that the Hybrid model achieved 4.195% MAPE, outperformed the AR 5.629% and LSTM 5.070% on average, and provide a discussion on interpretability.
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