Robust autoregressive modeling and its diagnostic analytics with a COVID-19 related application.

Autoregressive models in time series are useful in various areas. In this article, we propose a skew-t autoregressive model. We estimate its parameters using the expectation-maximization (EM) method and develop the influence methodology based on local perturbations for its validation. We obtain the normal curvatures for four perturbation strategies to identify influential observations, and then to assess their performance through Monte Carlo simulations. An example of financial data analysis is presented to study daily log-returns for Brent crude futures and investigate possible impact by the COVID-19 pandemic.

The development of a road safety policy index and its application in evaluating the effects of road safety policy.

The paper presents an exploratory study of a road safety policy index developed for Norway. The index consists of ten road safety measures for which data on their use from 1980 to 2021 are available. The ten measures were combined into an index which had an initial value of 50 in 1980 and increased to a value of 185 in 2021. To assess the application of the index in evaluating the effects of road safety policy, negative binomial regression models and multivariate time series models were developed for traffic fatalities, fatalities and serious injuries, and all injuries. The coefficient for the policy index was negative, indicating the road safety policy has contributed to reducing the number of fatalities and injuries. The size of this contribution can be estimated by means of at least three estimators that do not always produce identical values. There is little doubt about the sign of the relationship: a stronger road safety policy (as indicated by index values) is associated with a larger decline in fatalities and injuries. A precise quantification is, however, not possible. Different estimators of effect, all of which can be regarded as plausible, yield different results.

Predicting ambient PM2.5 concentrations via time series models in Anhui Province, China.

Due to rapid expansion in the global economy and industrialization, PM2.5 (particles smaller than 2.5 µm in aerodynamic diameter) pollution has become a key environmental issue. The public health and social development directly affected by high PM2.5 levels. In this paper, ambient PM2.5 concentrations along with meteorological data are forecasted using time series models, including random forest (RF), prophet forecasting model (PFM), and autoregressive integrated moving average (ARIMA) in Anhui province, China. The results indicate that the RF model outperformed the PFM and ARIMA in the prediction of PM2.5 concentrations, with cross-validation coefficients of determination R2, RMSE, and MAE values of 0.83, 10.39 µg/m3, and 6.83 µg/m3, respectively. PFM achieved the average results (R2 = 0.71, RMSE = 13.90 µg/m3, and MAE = 9.05 µg/m3), while the predicted results by ARIMA are comparatively poorer (R2 = 0.64, RMSE = 15.85 µg/m3, and MAE = 10.59 µg/m3) than RF and PFM. These findings reveal that the RF model is the most effective method for predicting PM2.5 and can be applied to other regions for new findings.

Leveraging Large Data, Statistics, and Machine Learning to Predict the Emergence of Resistant E. coli Infections.

Drug-resistant Gram-negative bacterial infections, on average, increase the length of stay (LOS) in U.S. hospitals by 5 days, translating to approximately $15,000 per patient. We used statistical and machine-learning models to explore the relationship between antibiotic usage and antibiotic resistance over time and to predict the clinical and financial costs associated with resistant E. coli infections. We acquired data on antibiotic utilization and the resistance/sensitivity of 4776 microbial cultures at a Kaiser Permanente facility from April 2013 to December 2019. The ARIMA (autoregressive integrated moving average), neural networks, and random forest time series algorithms were employed to model antibiotic resistance trends. The models' performance was evaluated using mean absolute error (MAE) and root mean squared error (RMSE). The best performing model was then used to predict antibiotic resistance rates for the year 2020. The ARIMA model with cefazolin, followed by the one with cephalexin, provided the lowest RMSE and MAE values without signs of overfitting across training and test datasets. The study showed that reducing cefazolin usage could decrease the rate of resistant E. coli infections. Although piperacillin/tazobactam did not perform as well as cefazolin in our time series models, it performed reasonably well and, due to its broad spectrum, might be a practical target for interventions in antimicrobial stewardship programs (ASPs), at least for this particular facility. While a more generalized model could be developed with data from multiple facilities, this study acts as a framework for ASP clinicians to adopt statistical and machine-learning approaches, using region-specific data to make effective interventions.

Data-Driven Structural Health Monitoring: Leveraging Amplitude-Aware Permutation Entropy of Time Series Model Residuals for Nonlinear Damage Diagnosis.

In structural health monitoring (SHM), most current methods and techniques are based on the assumption of linear models and linear damage. However, the damage in real engineering structures is more characterized by nonlinear behavior, including the appearance of cracks and the loosening of bolts. To solve the structural nonlinear damage diagnosis problem more effectively, this study combines the autoregressive (AR) model and amplitude-aware permutation entropy (AAPE) to propose a data-driven damage detection method. First, an AR model is built for the acceleration data from each structure sensor in the baseline state, including determining the model order using a modified iterative method based on the Bayesian information criterion (BIC) and calculating the model coefficients. Subsequently, in the testing phase, the residuals of the AR model are extracted as damage-sensitive features (DSFs), and the AAPE is calculated as a damage classifier to diagnose the nonlinear damage. Numerical simulation of a six-story building model and experimental data from a three-story frame structure at the Los Alamos Laboratory are utilized to illustrate the effectiveness of the proposed methodology. In addition, to demonstrate the advantages of the present method, we analyzed AAPE in comparison with other advanced univariate damage classifiers. The numerical and experimental results demonstrate the proposed method's advantages in detecting and localizing minor damage. Moreover, this method is applicable to distributed sensor monitoring systems.

An Epidemiological Analysis for Assessing and Evaluating COVID-19 Based on Data Analytics in Latin American Countries.

This research provides a detailed analysis of the COVID-19 spread across 14 Latin American countries. Using time-series analysis and epidemic models, we identify diverse outbreak patterns, which seem not to be influenced by geographical location or country size, suggesting the influence of other determining factors. Our study uncovers significant discrepancies between the number recorded COVID-19 cases and the real epidemiological situation, emphasizing the crucial need for accurate data handling and continuous surveillance in managing epidemics. The absence of a clear correlation between the country size and the confirmed cases, as well as with the fatalities, further underscores the multifaceted influences on COVID-19 impact beyond population size. Despite the decreased real-time reproduction number indicating quarantine effectiveness in most countries, we note a resurgence in infection rates upon resumption of daily activities. These insights spotlight the challenge of balancing public health measures with economic and social activities. Our core findings provide novel insights, applicable to guiding epidemic control strategies and informing decision-making processes in combatting the pandemic.

Short-Term Forecasting of Monkeypox Cases Using a Novel Filtering and Combining Technique.

In the modern world, new technologies such as artificial intelligence, machine learning, and big data are essential to support healthcare surveillance systems, especially for monitoring confirmed cases of monkeypox. The statistics of infected and uninfected people worldwide contribute to the growing number of publicly available datasets that can be used to predict early-stage confirmed cases of monkeypox through machine-learning models. Thus, this paper proposes a novel filtering and combination technique for accurate short-term forecasts of infected monkeypox cases. To this end, we first filter the original time series of the cumulative confirmed cases into two new subseries: the long-term trend series and residual series, using the two proposed and one benchmark filter. Then, we predict the filtered subseries using five standard machine learning models and all their possible combination models. Hence, we combine individual forecasting models directly to obtain a final forecast for newly infected cases one day ahead. Four mean errors and a statistical test are performed to verify the proposed methodology's performance. The experimental results show the efficiency and accuracy of the proposed forecasting methodology. To prove the superiority of the proposed approach, four different time series and five different machine learning models were included as benchmarks. The results of this comparison confirmed the dominance of the proposed method. Finally, based on the best combination model, we achieved a forecast of fourteen days (two weeks). This can help to understand the spread and lead to an understanding of the risk, which can be utilized to prevent further spread and enable timely and effective treatment.

On the Implementation of the Artificial Neural Network Approach for Forecasting Different Healthcare Events.

The rising number of confirmed cases and deaths in Pakistan caused by the coronavirus have caused problems in all areas of the country, not just healthcare. For accurate policy making, it is very important to have accurate and efficient predictions of confirmed cases and death counts. In this article, we use a coronavirus dataset that includes the number of deaths, confirmed cases, and recovered cases to test an artificial neural network model and compare it to different univariate time series models. In contrast to the artificial neural network model, we consider five univariate time series models to predict confirmed cases, deaths count, and recovered cases. The considered models are applied to Pakistan's daily records of confirmed cases, deaths, and recovered cases from 10 March 2020 to 3 July 2020. Two statistical measures are considered to assess the performances of the models. In addition, a statistical test, namely, the Diebold and Mariano test, is implemented to check the accuracy of the mean errors. The results (mean error and statistical test) show that the artificial neural network model is better suited to predict death and recovered coronavirus cases. In addition, the moving average model outperforms all other confirmed case models, while the autoregressive moving average is the second-best model.

Correlation of Dengue and Meteorological Factors in Bangladesh: A Public Health Concern.

Dengue virus (DENV) is an enveloped, single-stranded RNA virus, a member of the Flaviviridae family (which causes Dengue fever), and an arthropod-transmitted human viral infection. Bangladesh is well known for having some of Asia's most vulnerable Dengue outbreaks, with climate change, its location, and it's dense population serving as the main contributors. For speculation about DENV outbreak characteristics, it is crucial to determine how meteorological factors correlate with the number of cases. This study used five time series models to observe the trend and forecast Dengue cases. Current data-based research has also applied four statistical models to test the relationship between Dengue-positive cases and meteorological parameters. Datasets were used from NASA for meteorological parameters, and daily DENV cases were obtained from the Directorate General of Health Service (DGHS) open-access websites. During the study period, the mean of DENV cases was 882.26 ± 3993.18, ranging between a minimum of 0 to a maximum of 52,636 daily confirmed cases. The Spearman's rank correlation coefficient between climatic variables and Dengue incidence indicated that no substantial relationship exists between daily Dengue cases and wind speed, temperature, and surface pressure (Spearman's rho; r = -0.007, p > 0.05; r = 0.085, p > 0.05; and r = -0.086, p > 0.05, respectively). Still, a significant relationship exists between daily Dengue cases and dew point, relative humidity, and rainfall (r = 0.158, p < 0.05; r = 0.175, p < 0.05; and r = 0.138, p < 0.05, respectively). Using the ARIMAX and GA models, the relationship for Dengue cases with wind speed is -666.50 [95% CI: -1711.86 to 378.86] and -953.05 [-2403.46 to 497.36], respectively. A similar negative relation between Dengue cases and wind speed was also determined in the GLM model (IRR = 0.98). Dew point and surface pressure also represented a negative correlation in both ARIMAX and GA models, respectively, but the GLM model showed a positive association. Additionally, temperature and relative humidity showed a positive correlation with Dengue cases (105.71 and 57.39, respectively, in the ARIMAX, 633.86, and 200.03 in the GA model). In contrast, both temperature and relative humidity showed negative relation with Dengue cases in the GLM model. In the Poisson regression model, windspeed has a substantial significant negative connection with Dengue cases in all seasons. Temperature and rainfall are significantly and positively associated with Dengue cases in all seasons. The association between meteorological factors and recent outbreak data is the first study where we are aware of the use of maximum time series models in Bangladesh. Taking comprehensive measures against DENV outbreaks in the future can be possible through these findings, which can help fellow researchers and policymakers.

Direct and indirect mortality impacts of the COVID-19 pandemic in the United States, March 1, 2020 to January 1, 2022.

Excess mortality studies provide crucial information regarding the health burden of pandemics and other large-scale events. Here, we use time series approaches to separate the direct contribution of SARS-CoV-2 infection on mortality from the indirect consequences of the pandemic in the United States. We estimate excess deaths occurring above a seasonal baseline from March 1, 2020 to January 1, 2022, stratified by week, state, age, and underlying mortality condition (including COVID-19 and respiratory diseases; Alzheimer's disease; cancer; cerebrovascular diseases; diabetes; heart diseases; and external causes, which include suicides, opioid overdoses, and accidents). Over the study period, we estimate an excess of 1,065,200 (95% Confidence Interval (CI) 909,800-1,218,000) all-cause deaths, of which 80% are reflected in official COVID-19 statistics. State-specific excess death estimates are highly correlated with SARS-CoV-2 serology, lending support to our approach. Mortality from 7 of the 8 studied conditions rose during the pandemic, with the exception of cancer. To separate the direct mortality consequences of SARS-CoV-2 infection from the indirect effects of the pandemic, we fit generalized additive models (GAM) to age- state- and cause-specific weekly excess mortality, using covariates representing direct (COVID-19 intensity) and indirect pandemic effects (hospital intensive care unit (ICU) occupancy and measures of interventions stringency). We find that 84% (95% CI 65-94%) of all-cause excess mortality can be statistically attributed to the direct impact of SARS-CoV-2 infection. We also estimate a large direct contribution of SARS-CoV-2 infection (≥67%) on mortality from diabetes, Alzheimer's, heart diseases, and in all-cause mortality among individuals over 65 years. In contrast, indirect effects predominate in mortality from external causes and all-cause mortality among individuals under 44 years, with periods of stricter interventions associated with greater rises in mortality. Overall, on a national scale, the largest consequences of the COVID-19 pandemic are attributable to the direct impact of SARS-CoV-2 infections; yet, the secondary impacts dominate among younger age groups and in mortality from external causes. Further research on the drivers of indirect mortality is warranted as more detailed mortality data from this pandemic becomes available.

A state of art review on estimation of solar radiation with various models.

Solar radiation is free, and very useful input for most sectors such as heat, health, tourism, agriculture, and energy production, and it plays a critical role in the sustainability of biological, and chemical processes in nature. In this framework, the knowledge of solar radiation data or estimating it as accurately as possible is vital to get the maximum benefit from the sun. From this point of view, many sectors have revised their future investments/plans to enhance their profit margins for sustainable development according to the knowledge/estimation of solar radiation. This case has noteworthy attracted the attention of researchers for the estimation of solar radiation with low errors. Accordingly, it is noticed that various types of models have been continuously developed in the literature. The present review paper has mainly centered on the solar radiation works estimated by the empirical models, time series, artificial intelligence algorithms, and hybrid models. In general, these models have needed the atmospheric, geographic, climatic, and historical solar radiation data of a given region for the estimation of solar radiation. It is seen from the literature review that each model has its advantages and disadvantages in the estimation of solar radiation, and a model that gives the best results for one region may give the worst results for the other region. Furthermore, it is noticed that an input parameter that strongly improves the performance success of the models for a region may worsen the performance success of another region. In this direction, the estimation of solar radiation has been separately detailed in terms of empirical models, time series, artificial intelligence algorithms, and hybrid algorithms. Accordingly, the research gaps, challenges, and future directions for the estimation of solar radiation have been drawn in the present study. In the results, it is well-observed that the hybrid models have exhibited more accurate and reliable results in most studies due to their ability to merge between different models for the benefit of the advantages of each model, but the empirical models have come to the fore in terms of ease of use, and low computational costs.

Machine learning and automatic ARIMA/Prophet models-based forecasting of COVID-19: methodology, evaluation, and case study in SAARC countries.

Machine learning (ML) has proved to be a prominent study field while solving complex real-world problems. The whole globe has suffered and continues suffering from Coronavirus disease 2019 (COVID-19), and its projections need to be forecasted. In this article, we propose and derive an autoregressive modeling framework based on ML and statistical methods to predict confirmed cases of COVID-19 in the South Asian Association for Regional Cooperation (SAARC) countries. Automatic forecasting models based on autoregressive integrated moving average (ARIMA) and Prophet time series structures, as well as extreme gradient boosting, generalized linear model elastic net (GLMNet), and random forest ML techniques, are introduced and applied to COVID-19 data from the SAARC countries. Different forecasting models are compared by means of selection criteria. By using evaluation metrics, the best and suitable models are selected. Results prove that the ARIMA model is found to be suitable and ideal for forecasting confirmed infected cases of COVID-19 in these countries. For the confirmed cases in Afghanistan, Bangladesh, India, Maldives, and Sri Lanka, the ARIMA model is superior to the other models. In Bhutan, the Prophet time series model is appropriate for predicting such cases. The GLMNet model is more accurate than other time-series models for Nepal and Pakistan. The random forest model is excluded from forecasting because of its poor fit.

Assessing the effectiveness of quarantine measures during the COVID-19 pandemic in Chile using Bayesian structural time series models.

Background: With the emergence of the COVID-19 pandemic, all existing health protocols were tested under the worst health crisis humanity has experienced since the Black Death in the 14th century. Countries in Latin America have been the epicenter of the COVID-19 pandemic, with more than 1.5 million people killed. Worldwide health measures have included quarantines, border closures, social distancing, and mask use, among others. In particular, Chile implemented total or partial quarantine measures depending on the number of infections in each region of the country. Therefore, it is necessary to study the effectiveness of these quarantines in relation to the public health measures implemented by government entities at the national level. Objective: The main objective of this study is to analyze the effectiveness of national- and region-level quarantines in Chile during the pandemic based on information published by the Chilean Ministry of Health, and answers to the following question are sought: Were quarantine measures in Chile effective during the COVID-19 pandemic? Methods: The causal effect between the rates of COVID-19 infections and the population rates in Phase 1 and Phase 2 quarantines in the period from March 2020 to March 2021 in different regions of Chile were evaluated using intervention analyses obtained through Bayesian structural time series models. In addition, the Kendall correlation coefficient obtained through the copula approach was used to evaluate the comovement between these rates. Results: In 75% of the Chilean regions under study (12 regions out of a total of 16), an effective Phase 1 quarantine, which was implemented to control and reduce the number of cases of COVID-19 infection, was observed. The main regions that experienced a decrease in cases were those located in the north and center of Chile. Regarding Phase 2, the COVID-19 pandemic was effectively managed in 31% (5 out of 16) of the regions. In the south-central and extreme southern regions of Chile, the effectiveness of these phases was null. Conclusion: The findings indicate that in the northern and central regions of Chile, the Phase 1 quarantine application period was an effective strategy to prevent an increase in COVID-19 infections. The same observation was made with respect to Phase 2, which was effective in five regions of northern Chile; in the rest of the regions, the effectiveness of these phases was weak or null.

Psychopathological networks: Theory, methods and practice.

In recent years, network approaches to psychopathology have sparked much debate and have had a significant impact on how mental disorders are perceived in the field of clinical psychology. However, there are many important challenges in moving from theory to empirical research and clinical practice and vice versa. Therefore, in this article, we bring together different points of view on psychological networks by methodologists and clinicians to give a critical overview on these challenges, and to present an agenda for addressing these challenges. In contrast to previous reviews, we especially focus on methodological issues related to temporal networks. This includes topics such as selecting and assessing the quality of the nodes in the network, distinguishing between- and within-person effects in networks, relating items that are measured at different time scales, and dealing with changes in network structures. These issues are not only important for researchers using network models on empirical data, but also for clinicians, who are increasingly likely to encounter (person-specific) networks in the consulting room.

Empirical comparison of time series models and tensor product penalised splines for modelling spatial dependence in plant breeding field trials.

Plant breeding field trials are typically arranged as a row by column rectangular lattice. They have been widely analysed using linear mixed models in which low order autoregressive integrated moving average (ARIMA) time series models, and the subclass of separable lattice processes, are used to account for two-dimensional spatial dependence between the plot errors. A separable first order autoregressive model has been shown to be particularly useful in the analysis of plant breeding trials. Recently, tensor product penalised splines (TPS) have been proposed to model two-dimensional smooth variation in field trial data. This represents a non-stochastic smoothing approach which is in contrast to the autoregressive (AR) approach which models a stochastic covariance structure between the lattice of errors. This paper compares the AR and TPS methods empirically for a large set of early generation plant breeding trials. Here, the fitted models include information on genetic relatedness among the entries being evaluated. This provides a more relevant framework for comparison than the assumption of independent genetic effects. Judged by Akaike Information Criteria (AIC), the AR models were a better fit than the TPS model for more than 80% of trials. In the cases where the TPS model provided a better fit it did so by only a small amount whereas the AR models made a substantial improvement across a range of trials. When the AR and TPS models differ, there can be marked differences in the ranking of genotypes between the two methods of analysis based on their predicted genetic effects. Using the best fitting model for a trial as the benchmark, the rate of mis-classification of entries for selection was greater for the TPS model than the AR models. This has important practical implications for breeder selection decisions.

Stochastic Identification of Guided Wave Propagation under Ambient Temperature via Non-Stationary Time Series Models.

In the context of active-sensing guided-wave-based acousto-ultrasound structural health monitoring, environmental and operational variability poses a considerable challenge in the damage diagnosis process as they may mask the presence of damage. In this work, the stochastic nature of guided wave propagation due to the small temperature variation, naturally occurring in the ambient or environment, is rigorously investigated and modeled with the help of stochastic time-varying time series models, for the first time, with a system identification point of view. More specifically, the output-only recursive maximum likelihood time-varying auto-regressive model (RML-TAR) is employed to investigate the uncertainty in guided wave propagation by analyzing the time-varying model parameters. The steps and facets of the identification procedure are presented, and the obtained model is used for modeling the uncertainty of the time-varying model parameters that capture the underlying dynamics of the guided waves. The stochasticity inherent in the modal properties of the system, such as natural frequencies and damping ratios, is also analyzed with the help of the identified RML-TAR model. It is stressed that the narrow-band high-frequency actuation for guided wave propagation excites more than one frequency in the system. The values and the time evolution of those frequencies are analyzed, and the associated uncertainties are also investigated. In addition, a high-fidelity finite element (FE) model was established and Monte Carlo simulations on that FE model were carried out to understand the effect of small temperature perturbation on guided wave signals.

Monitoring patient flow in a hospital emergency department: ARMA-based nonparametric GLRT scheme.

Overcrowding in emergency departments (EDs) is a primary concern for hospital administration. They aim to efficiently manage patient demands and reducing stress in the ED. Detection of abnormal ED demands (patient flows) in hospital systems aids ED managers to obtain appropriate decisions by optimally allocating the available resources following patient attendance. This paper presents a monitoring strategy that provides an early alert in an ED when an abnormally high patient influx occurs. Anomaly detection using this strategy involves the amalgamation of autoregressive-moving-average (ARMA) time series models with the generalized likelihood ratio (GLR) chart. A nonparametric procedure based on kernel density estimation is employed to determine the detection threshold of the ARMA-GLR chart. The developed ARMA-based GLR has been validated through practical data from the ED at Lille Hospital, France. Then, the ARMA-based GLR method's performance was compared to that of other commonly used charts, including a Shewhart chart and an exponentially weighted moving average chart; it proved more accurate.

Advances in microanalysis: Magnifying the social microscope on mother-infant interactions.

Microanalysis is a method for recording and coding interactional behavior. It has been often compared to a social microscope, for its power in detailing the second-by-second dynamics of social interaction. Microanalysis has deep multidisciplinary foundations, that privilege the description of interactions as they naturally occur, with the purpose of understanding the relations between multiple and simultaneous streams of behaviors. In developmental science, microanalysis has uncovered structural and temporal elements in mother-infant interactions, improving our understanding of the effects of mother-infant interpersonal adaptation in the infant's cognitive and social-emotional development. Detailed manual coding is time intensive and resource demanding, imposing restrictions to sample size, and the ability to analyze multiple behavioral modalities. Moreover, recent increases in the density of multivariate data require different tools. We review present-day techniques that tackle those challenges: (1) sensing techniques for motion tracking and physiological recording; (2) exploratory techniques for detecting patterns from high-density data; and (3) inferential and modeling techniques for understanding contingencies between interactional time series. Two illustrations, from recent developmental research, reveal the power of bringing new lenses to our social microscope: (1) egocentric vision, the use of head mounted cameras and eye-trackers in capturing the infant's first-person perspective of a social exchange; and (2) daily activity sensing, wearable multimodal sensing that brought mother-infant interaction research to the environments where it naturally unfolds.

Accurate models vs. accurate estimates: A simulation study of Bayesian single-case experimental designs.

Although statistical practices to evaluate intervention effects in single-case experimental design (SCEDs) have gained prominence in recent times, models are yet to incorporate and investigate all their analytic complexities. Most of these statistical models incorporate slopes and autocorrelations, both of which contribute to trend in the data. The question that arises is whether in SCED data that show trend, there is indeterminacy between estimating slope and autocorrelation, because both contribute to trend, and the data have a limited number of observations. Using Monte Carlo simulation, we compared the performance of four Bayesian change-point models: (a) intercepts only (IO), (b) slopes but no autocorrelations (SI), (c) autocorrelations but no slopes (NS), and (d) both autocorrelations and slopes (SA). Weakly informative priors were used to remain agnostic about the parameters. Coverage rates showed that for the SA model, either the slope effect size or the autocorrelation credible interval almost always erroneously contained 0, and the type II errors were prohibitively large. Considering the 0-coverage and coverage rates of slope effect size, intercept effect size, mean relative bias, and second-phase intercept relative bias, the SI model outperformed all other models. Therefore, it is recommended that researchers favor the SI model over the other three models. Research studies that develop slope effect sizes for SCEDs should consider the performance of the statistic by taking into account coverage and 0-coverage rates. These helped uncover patterns that were not realized in other simulation studies. We underline the need for investigating the use of informative priors in SCEDs.

Assessing the future progression of COVID-19 in Iran and its neighbors using Bayesian models.

BACKGROUND: The short term forecasts regarding different parameters of the COVID-19 are very important to make informed decisions. However, majority of the earlier contributions have used classical time series models, such as auto regressive integrated moving average (ARIMA) models, to obtain the said forecasts for Iran and its neighbors. In addition, the impacts of lifting the lockdowns in the said countries have not been studied. The aim of this paper is to propose more flexible Bayesian structural time series (BSTS) models for forecasting the future trends of the COVID-19 in Iran and its neighbors, and to compare the predictive power of the BSTS models with frequently used ARIMA models. The paper also aims to investigate the casual impacts of lifting the lockdown in the targeted countries using proposed models. METHODS: We have proposed BSTS models to forecast the patterns of this pandemic in Iran and its neighbors. The predictive power of the proposed models has been compared with ARIMA models using different forecast accuracy criteria. We have also studied the causal impacts of resuming commercial/social activities in these countries using intervention analysis under BSTS models. The forecasts for next thirty days were obtained by using the data from March 16 to July 22, 2020. These data have been obtained from Our World in Data and Humanitarian Data Exchange (HDX). All the numerical results have been obtained using R software. RESULTS: Different measures of forecast accuracy advocated that forecasts under BSTS models were better than those under ARIMA models. Our forecasts suggested that the active numbers of cases are expected to decrease in Iran and its neighbors, except Afghanistan. However, the death toll is expected to increase at more pace in majority of these countries. The resuming of commercial/social activities in these countries has accelerated the surges in number of positive cases. CONCLUSIONS: The serious efforts would be needed to make sure that these expected figures regarding active number of cases come true. Iran and its neighbors need to improve their extensive healthcare infrastructure to cut down the higher expected death toll. Finally, these countries should develop and implement the strict SOPs for the commercial activities in order to prevent the expected second wave of the pandemic.