ABSTRACT
Combining predictions from multiple models into an ensemble is a widely used practice across many fields with demonstrated performance benefits. The R package hubEnsembles provides a flexible framework for ensembling various types of predictions, including point estimates and probabilistic predictions. A range of common methods for generating ensembles are supported, including weighted averages, quantile averages, and linear pools. The hubEnsembles package fits within a broader framework of open-source software and data tools called the "hubverse", which facilitates the development and management of collaborative modelling exercises.
ABSTRACT
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.
Subject(s)
COVID-19 , Forecasting , Pandemics , SARS-CoV-2 , COVID-19/epidemiology , COVID-19/transmission , Humans , Forecasting/methods , United States/epidemiology , Pandemics/statistics & numerical data , Computational Biology , Models, StatisticalABSTRACT
Identifying data streams that can consistently improve the accuracy of epidemiological forecasting models is challenging. Using models designed to predict daily state-level hospital admissions due to COVID-19 in California and Massachusetts, we investigated whether incorporating COVID-19 case data systematically improved forecast accuracy. Additionally, we considered whether using case data aggregated by date of test or by date of report from a surveillance system made a difference to the forecast accuracy. Evaluating forecast accuracy in a test period, after first having selected the best-performing methods in a validation period, we found that overall the difference in accuracy between approaches was small, especially at forecast horizons of less than two weeks. However, forecasts from models using cases aggregated by test date showed lower accuracy at longer horizons and at key moments in the pandemic, such as the peak of the Omicron wave in January 2022. Overall, these results highlight the challenge of finding a modeling approach that can generate accurate forecasts of outbreak trends both during periods of relative stability and during periods that show rapid growth or decay of transmission rates. While COVID-19 case counts seem to be a natural choice to help predict COVID-19 hospitalizations, in practice any benefits we observed were small and inconsistent.
Subject(s)
COVID-19 , United States/epidemiology , Humans , COVID-19/epidemiology , Disease Outbreaks , Hospitalization , Pandemics , ForecastingABSTRACT
The characteristics of influenza seasons vary substantially from year to year, posing challenges for public health preparation and response. Influenza forecasting is used to inform seasonal outbreak response, which can in turn potentially reduce the impact of an epidemic. The United States Centers for Disease Control and Prevention, in collaboration with external researchers, has run an annual prospective influenza forecasting exercise, known as the FluSight challenge. Uniting theoretical results from the forecasting literature with domain-specific forecasts from influenza outbreaks, we applied parametric forecast combination methods that simultaneously optimize model weights and calibrate the ensemble via a beta transformation and made adjustments to the methods to reduce their complexity. We used the beta-transformed linear pool, the finite beta mixture model, and their equal weight adaptations to produce ensemble forecasts retrospectively for the 2016/2017, 2017/2018, and 2018/2019 influenza seasons in the U.S. We compared their performance to methods that were used in the FluSight challenge to produce the FluSight Network ensemble, namely the equally weighted linear pool and the linear pool. Ensemble forecasts produced from methods with a beta transformation were shown to outperform those from the equally weighted linear pool and the linear pool for all week-ahead targets across in the test seasons based on average log scores. We observed improvements in overall accuracy despite the beta-transformed linear pool or beta mixture methods' modest under-prediction across all targets and seasons. Combination techniques that explicitly adjust for known calibration issues in linear pooling should be considered to improve probabilistic scores in outbreak settings.
Subject(s)
Influenza, Human , Humans , Influenza, Human/epidemiology , Models, Statistical , Seasons , Retrospective Studies , Prospective Studies , ForecastingABSTRACT
Background: Short-term forecasts of infectious disease burden can contribute to situational awareness and aid capacity planning. Based on best practice in other fields and recent insights in infectious disease epidemiology, one can maximise the predictive performance of such forecasts if multiple models are combined into an ensemble. Here, we report on the performance of ensembles in predicting COVID-19 cases and deaths across Europe between 08 March 2021 and 07 March 2022. Methods: We used open-source tools to develop a public European COVID-19 Forecast Hub. We invited groups globally to contribute weekly forecasts for COVID-19 cases and deaths reported by a standardised source for 32 countries over the next 1-4 weeks. Teams submitted forecasts from March 2021 using standardised quantiles of the predictive distribution. Each week we created an ensemble forecast, where each predictive quantile was calculated as the equally-weighted average (initially the mean and then from 26th July the median) of all individual models' predictive quantiles. We measured the performance of each model using the relative Weighted Interval Score (WIS), comparing models' forecast accuracy relative to all other models. We retrospectively explored alternative methods for ensemble forecasts, including weighted averages based on models' past predictive performance. Results: Over 52 weeks, we collected forecasts from 48 unique models. We evaluated 29 models' forecast scores in comparison to the ensemble model. We found a weekly ensemble had a consistently strong performance across countries over time. Across all horizons and locations, the ensemble performed better on relative WIS than 83% of participating models' forecasts of incident cases (with a total N=886 predictions from 23 unique models), and 91% of participating models' forecasts of deaths (N=763 predictions from 20 models). Across a 1-4 week time horizon, ensemble performance declined with longer forecast periods when forecasting cases, but remained stable over 4 weeks for incident death forecasts. In every forecast across 32 countries, the ensemble outperformed most contributing models when forecasting either cases or deaths, frequently outperforming all of its individual component models. Among several choices of ensemble methods we found that the most influential and best choice was to use a median average of models instead of using the mean, regardless of methods of weighting component forecast models. Conclusions: Our results support the use of combining forecasts from individual models into an ensemble in order to improve predictive performance across epidemiological targets and populations during infectious disease epidemics. Our findings further suggest that median ensemble methods yield better predictive performance more than ones based on means. Our findings also highlight that forecast consumers should place more weight on incident death forecasts than incident case forecasts at forecast horizons greater than 2 weeks. Funding: AA, BH, BL, LWa, MMa, PP, SV funded by National Institutes of Health (NIH) Grant 1R01GM109718, NSF BIG DATA Grant IIS-1633028, NSF Grant No.: OAC-1916805, NSF Expeditions in Computing Grant CCF-1918656, CCF-1917819, NSF RAPID CNS-2028004, NSF RAPID OAC-2027541, US Centers for Disease Control and Prevention 75D30119C05935, a grant from Google, University of Virginia Strategic Investment Fund award number SIF160, Defense Threat Reduction Agency (DTRA) under Contract No. HDTRA1-19-D-0007, and respectively Virginia Dept of Health Grant VDH-21-501-0141, VDH-21-501-0143, VDH-21-501-0147, VDH-21-501-0145, VDH-21-501-0146, VDH-21-501-0142, VDH-21-501-0148. AF, AMa, GL funded by SMIGE - Modelli statistici inferenziali per governare l'epidemia, FISR 2020-Covid-19 I Fase, FISR2020IP-00156, Codice Progetto: PRJ-0695. AM, BK, FD, FR, JK, JN, JZ, KN, MG, MR, MS, RB funded by Ministry of Science and Higher Education of Poland with grant 28/WFSN/2021 to the University of Warsaw. BRe, CPe, JLAz funded by Ministerio de Sanidad/ISCIII. BT, PG funded by PERISCOPE European H2020 project, contract number 101016233. CP, DL, EA, MC, SA funded by European Commission - Directorate-General for Communications Networks, Content and Technology through the contract LC-01485746, and Ministerio de Ciencia, Innovacion y Universidades and FEDER, with the project PGC2018-095456-B-I00. DE., MGu funded by Spanish Ministry of Health / REACT-UE (FEDER). DO, GF, IMi, LC funded by Laboratory Directed Research and Development program of Los Alamos National Laboratory (LANL) under project number 20200700ER. DS, ELR, GG, NGR, NW, YW funded by National Institutes of General Medical Sciences (R35GM119582; the content is solely the responsibility of the authors and does not necessarily represent the official views of NIGMS or the National Institutes of Health). FB, FP funded by InPresa, Lombardy Region, Italy. HG, KS funded by European Centre for Disease Prevention and Control. IV funded by Agencia de Qualitat i Avaluacio Sanitaries de Catalunya (AQuAS) through contract 2021-021OE. JDe, SMo, VP funded by Netzwerk Universitatsmedizin (NUM) project egePan (01KX2021). JPB, SH, TH funded by Federal Ministry of Education and Research (BMBF; grant 05M18SIA). KH, MSc, YKh funded by Project SaxoCOV, funded by the German Free State of Saxony. Presentation of data, model results and simulations also funded by the NFDI4Health Task Force COVID-19 (https://www.nfdi4health.de/task-force-covid-19-2) within the framework of a DFG-project (LO-342/17-1). LP, VE funded by Mathematical and Statistical modelling project (MUNI/A/1615/2020), Online platform for real-time monitoring, analysis and management of epidemic situations (MUNI/11/02202001/2020); VE also supported by RECETOX research infrastructure (Ministry of Education, Youth and Sports of the Czech Republic: LM2018121), the CETOCOEN EXCELLENCE (CZ.02.1.01/0.0/0.0/17-043/0009632), RECETOX RI project (CZ.02.1.01/0.0/0.0/16-013/0001761). NIB funded by Health Protection Research Unit (grant code NIHR200908). SAb, SF funded by Wellcome Trust (210758/Z/18/Z).
Subject(s)
COVID-19 , Communicable Diseases , Epidemics , Humans , COVID-19/diagnosis , COVID-19/epidemiology , Forecasting , Models, Statistical , Retrospective StudiesABSTRACT
Identifying data streams that can consistently improve the accuracy of epidemiological forecasting models is challenging. Using models designed to predict daily state-level hospital admissions due to COVID-19 in California and Massachusetts, we investigated whether incorporating COVID-19 case data systematically improved forecast accuracy. Additionally, we considered whether using case data aggregated by date of test or by date of report from a surveillance system made a difference to the forecast accuracy. Evaluating forecast accuracy in a test period, after first having selected the best-performing methods in a validation period, we found that overall the difference in accuracy between approaches was small, especially at forecast horizons of less than two weeks. However, forecasts from models using cases aggregated by test date showed lower accuracy at longer horizons and at key moments in the pandemic, such as the peak of the Omicron wave in January 2022. Overall, these results highlight the challenge of finding a modeling approach that can generate accurate forecasts of outbreak trends both during periods of relative stability and during periods that show rapid growth or decay of transmission rates. While COVID-19 case counts seem to be a natural choice to help predict COVID-19 hospitalizations, in practice any benefits we observed were small and inconsistent.
ABSTRACT
BACKGROUND: West Nile virus (WNV) is the leading cause of mosquito-borne illness in the continental USA. WNV occurrence has high spatiotemporal variation, and current approaches to targeted control of the virus are limited, making forecasting a public health priority. However, little research has been done to compare strengths and weaknesses of WNV disease forecasting approaches on the national scale. We used forecasts submitted to the 2020 WNV Forecasting Challenge, an open challenge organized by the Centers for Disease Control and Prevention, to assess the status of WNV neuroinvasive disease (WNND) prediction and identify avenues for improvement. METHODS: We performed a multi-model comparative assessment of probabilistic forecasts submitted by 15 teams for annual WNND cases in US counties for 2020 and assessed forecast accuracy, calibration, and discriminatory power. In the evaluation, we included forecasts produced by comparison models of varying complexity as benchmarks of forecast performance. We also used regression analysis to identify modeling approaches and contextual factors that were associated with forecast skill. RESULTS: Simple models based on historical WNND cases generally scored better than more complex models and combined higher discriminatory power with better calibration of uncertainty. Forecast skill improved across updated forecast submissions submitted during the 2020 season. Among models using additional data, inclusion of climate or human demographic data was associated with higher skill, while inclusion of mosquito or land use data was associated with lower skill. We also identified population size, extreme minimum winter temperature, and interannual variation in WNND cases as county-level characteristics associated with variation in forecast skill. CONCLUSIONS: Historical WNND cases were strong predictors of future cases with minimal increase in skill achieved by models that included other factors. Although opportunities might exist to specifically improve predictions for areas with large populations and low or high winter temperatures, areas with high case-count variability are intrinsically more difficult to predict. Also, the prediction of outbreaks, which are outliers relative to typical case numbers, remains difficult. Further improvements to prediction could be obtained with improved calibration of forecast uncertainty and access to real-time data streams (e.g. current weather and preliminary human cases).
Subject(s)
Culicidae , West Nile Fever , West Nile virus , Animals , Humans , West Nile Fever/epidemiology , Public Health , Climate , Disease Outbreaks , ForecastingABSTRACT
The U.S. COVID-19 Forecast Hub aggregates forecasts of the short-term burden of COVID-19 in the United States from many contributing teams. We study methods for building an ensemble that combines forecasts from these teams. These experiments have informed the ensemble methods used by the Hub. To be most useful to policymakers, ensemble forecasts must have stable performance in the presence of two key characteristics of the component forecasts: (1) occasional misalignment with the reported data, and (2) instability in the relative performance of component forecasters over time. Our results indicate that in the presence of these challenges, an untrained and robust approach to ensembling using an equally weighted median of all component forecasts is a good choice to support public health decision-makers. In settings where some contributing forecasters have a stable record of good performance, trained ensembles that give those forecasters higher weight can also be helpful.
ABSTRACT
[This corrects the article DOI: 10.1371/journal.pcbi.1008618.].
ABSTRACT
Academic researchers, government agencies, industry groups, and individuals have produced forecasts at an unprecedented scale during the COVID-19 pandemic. To leverage these forecasts, the United States Centers for Disease Control and Prevention (CDC) partnered with an academic research lab at the University of Massachusetts Amherst to create the US COVID-19 Forecast Hub. Launched in April 2020, the Forecast Hub is a dataset with point and probabilistic forecasts of incident cases, incident hospitalizations, incident deaths, and cumulative deaths due to COVID-19 at county, state, and national, levels in the United States. Included forecasts represent a variety of modeling approaches, data sources, and assumptions regarding the spread of COVID-19. The goal of this dataset is to establish a standardized and comparable set of short-term forecasts from modeling teams. These data can be used to develop ensemble models, communicate forecasts to the public, create visualizations, compare models, and inform policies regarding COVID-19 mitigation. These open-source data are available via download from GitHub, through an online API, and through R packages.
Subject(s)
COVID-19 , Centers for Disease Control and Prevention, U.S. , Forecasting , Humans , Pandemics , United States/epidemiologyABSTRACT
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.
Subject(s)
COVID-19 , COVID-19/mortality , Data Accuracy , Forecasting , Humans , Pandemics , Probability , Public Health/trends , United States/epidemiologyABSTRACT
Forecasting has emerged as an important component of informed, data-driven decision-making in a wide array of fields. We introduce a new data model for probabilistic predictions that encompasses a wide range of forecasting settings. This framework clearly defines the constituent parts of a probabilistic forecast and proposes one approach for representing these data elements. The data model is implemented in Zoltar, a new software application that stores forecasts using the data model and provides standardized API access to the data. In one real-time case study, an instance of the Zoltar web application was used to store, provide access to, and evaluate real-time forecast data on the order of 108 rows, provided by over 40 international research teams from academia and industry making forecasts of the COVID-19 outbreak in the US. Tools and data infrastructure for probabilistic forecasts, such as those introduced here, will play an increasingly important role in ensuring that future forecasting research adheres to a strict set of rigorous and reproducible standards.
Subject(s)
Forecasting/methods , Software , COVID-19/epidemiology , Datasets as Topic , Disease Outbreaks , Humans , Reference StandardsABSTRACT
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.
Subject(s)
COVID-19/epidemiology , Communicable Diseases/epidemiology , Pandemics , COVID-19/virology , Forecasting , Humans , Probability , SARS-CoV-2/isolation & purificationABSTRACT
The mechanistic pathways linking genetic polymorphisms and complex disease traits remain largely uncharacterized. At the same time, expansive new transcriptome data resources offer unprecedented opportunity to unravel the mechanistic underpinnings of complex disease associations. Two-stage strategies involving conditioning on a single, penalized regression imputation for transcriptome association analysis have been described for cross-sectional traits. In this manuscript, we propose an alternative two-stage approach based on stochastic regression imputation that additionally incorporates error in the predictive model. Application of a bootstrap procedure offers flexibility when a closed form predictive distribution is not available. The two-stage strategy is also generalized to longitudinally measured traits, using a linear mixed effects modeling framework and a composite test statistic to evaluate whether the genetic component of gene-level expression modifies the biomarker trajectory over time. Simulations studies are performed to evaluate relative performance with respect to type-1 error rates, coverage, estimation error, and power under a range of conditions. A case study is presented to investigate the association between whole blood expression for each of five inflammasome genes with inflammatory response over time after endotoxin challenge.
Subject(s)
Genome-Wide Association Study , Transcriptome , Cross-Sectional Studies , Gene Expression Profiling , Phenotype , Polymorphism, Single Nucleotide/geneticsABSTRACT
Seasonal influenza results in substantial annual morbidity and mortality in the United States and worldwide. Accurate forecasts of key features of influenza epidemics, such as the timing and severity of the peak incidence in a given season, can inform public health response to outbreaks. As part of ongoing efforts to incorporate data and advanced analytical methods into public health decision-making, the United States Centers for Disease Control and Prevention (CDC) has organized seasonal influenza forecasting challenges since the 2013/2014 season. In the 2017/2018 season, 22 teams participated. A subset of four teams created a research consortium called the FluSight Network in early 2017. During the 2017/2018 season they worked together to produce a collaborative multi-model ensemble that combined 21 separate component models into a single model using a machine learning technique called stacking. This approach creates a weighted average of predictive densities where the weight for each component is determined by maximizing overall ensemble accuracy over past seasons. In the 2017/2018 influenza season, one of the largest seasonal outbreaks in the last 15 years, this multi-model ensemble performed better on average than all individual component models and placed second overall in the CDC challenge. It also outperformed the baseline multi-model ensemble created by the CDC that took a simple average of all models submitted to the forecasting challenge. This project shows that collaborative efforts between research teams to develop ensemble forecasting approaches can bring measurable improvements in forecast accuracy and important reductions in the variability of performance from year to year. Efforts such as this, that emphasize real-time testing and evaluation of forecasting models and facilitate the close collaboration between public health officials and modeling researchers, are essential to improving our understanding of how best to use forecasts to improve public health response to seasonal and emerging epidemic threats.
Subject(s)
Forecasting/methods , Influenza, Human/epidemiology , Centers for Disease Control and Prevention, U.S. , Computer Simulation , Data Accuracy , Data Collection , Disease Outbreaks , Epidemics , Humans , Incidence , Machine Learning , Models, Biological , Models, Statistical , Models, Theoretical , Public Health , Seasons , United States/epidemiologyABSTRACT
A wide range of research has promised new tools for forecasting infectious disease dynamics, but little of that research is currently being applied in practice, because tools do not address key public health needs, do not produce probabilistic forecasts, have not been evaluated on external data, or do not provide sufficient forecast skill to be useful. We developed an open collaborative forecasting challenge to assess probabilistic forecasts for seasonal epidemics of dengue, a major global public health problem. Sixteen teams used a variety of methods and data to generate forecasts for 3 epidemiological targets (peak incidence, the week of the peak, and total incidence) over 8 dengue seasons in Iquitos, Peru and San Juan, Puerto Rico. Forecast skill was highly variable across teams and targets. While numerous forecasts showed high skill for midseason situational awareness, early season skill was low, and skill was generally lowest for high incidence seasons, those for which forecasts would be most valuable. A comparison of modeling approaches revealed that average forecast skill was lower for models including biologically meaningful data and mechanisms and that both multimodel and multiteam ensemble forecasts consistently outperformed individual model forecasts. Leveraging these insights, data, and the forecasting framework will be critical to improve forecast skill and the application of forecasts in real time for epidemic preparedness and response. Moreover, key components of this project-integration with public health needs, a common forecasting framework, shared and standardized data, and open participation-can help advance infectious disease forecasting beyond dengue.
Subject(s)
Dengue/epidemiology , Epidemiologic Methods , Disease Outbreaks , Epidemics/prevention & control , Humans , Incidence , Models, Statistical , Peru/epidemiology , Puerto Rico/epidemiologySubject(s)
Influenza, Human , Forecasting , Humans , Probability , Public Health , Seasons , United StatesABSTRACT
Influenza infects an estimated 9-35 million individuals each year in the United States and is a contributing cause for between 12,000 and 56,000 deaths annually. Seasonal outbreaks of influenza are common in temperate regions of the world, with highest incidence typically occurring in colder and drier months of the year. Real-time forecasts of influenza transmission can inform public health response to outbreaks. We present the results of a multiinstitution collaborative effort to standardize the collection and evaluation of forecasting models for influenza in the United States for the 2010/2011 through 2016/2017 influenza seasons. For these seven seasons, we assembled weekly real-time forecasts of seven targets of public health interest from 22 different models. We compared forecast accuracy of each model relative to a historical baseline seasonal average. Across all regions of the United States, over half of the models showed consistently better performance than the historical baseline when forecasting incidence of influenza-like illness 1 wk, 2 wk, and 3 wk ahead of available data and when forecasting the timing and magnitude of the seasonal peak. In some regions, delays in data reporting were strongly and negatively associated with forecast accuracy. More timely reporting and an improved overall accessibility to novel and traditional data sources are needed to improve forecasting accuracy and its integration with real-time public health decision making.