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BackgroundShort-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. MethodsWe 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 from a standardised source over the next one to four 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. ResultsOver 52 weeks we collected and combined up to 28 forecast models for 32 countries. 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 84% of participating models forecasts of incident cases (with a total N=862), and 92% of participating models forecasts of deaths (N=746). Across a one to four week time horizon, ensemble performance declined with longer forecast periods when forecasting cases, but remained stable over four 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. ConclusionsOur 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 two weeks. Code and data availabilityAll data and code are publicly available on Github: covid19-forecast-hub-europe/euro-hub-ensemble.
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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 multi-model ensemble forecast that combined predictions from dozens of different research 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 naive baseline model. Forecast accuracy degraded as models made predictions further into the future, with probabilistic error at a 20-week horizon 3-5 times larger than when predicting at a 1-week 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. Significance StatementThis paper compares the probabilistic accuracy of short-term forecasts of reported deaths due to COVID-19 during the first year and a half of the pandemic in the US. Results show high variation in accuracy between and within stand-alone models, and more consistent accuracy from an ensemble model that combined forecasts from all eligible models. This demonstrates that an ensemble model provided a reliable and comparatively accurate means of forecasting deaths during the COVID-19 pandemic that exceeded the performance of all of the models that contributed to it. This work strengthens the evidence base for synthesizing multiple models to support public health action.
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AO_SCPLOWBSTRACTC_SCPLOWThe COVID-19 pandemic emerged in late December 2019. In the first six months of the global outbreak, the US reported more cases and deaths than any other country in the world. Effective modeling of the course of the pandemic can help assist with public health resource planning, intervention efforts, and vaccine clinical trials. However, building applied forecasting models presents unique challenges during a pandemic. First, case data available to models in real-time represent a non-stationary fraction of the true case incidence due to changes in available diagnostic tests and test-seeking behavior. Second, interventions varied across time and geography leading to large changes in transmissibility over the course of the pandemic. We propose a mechanistic Bayesian model (MechBayes) that builds upon the classic compartmental susceptible-exposed-infected-recovered (SEIR) model to operationalize COVID-19 forecasting in real time. This framework includes non-parametric modeling of varying transmission rates, non-parametric modeling of case and death discrepancies due to testing and reporting issues, and a joint observation likelihood on new case counts and new deaths; it is implemented in a probabilistic programming language to automate the use of Bayesian reasoning for quantifying uncertainty in probabilistic forecasts. The model has been used to submit forecasts to the US Centers for Disease Control, through the COVID-19 Forecast Hub. We examine the performance relative to a baseline model as well as alternate models submitted to the Forecast Hub. Additionally, we include an ablation test of our extensions to the classic SEIR model. We demonstrate a significant gain in both point and probabilistic forecast scoring measures using MechBayes when compared to a baseline model and show that MechBayes ranks as one of the top 2 models out of 10 submitted to the COVID-19 Forecast Hub. Finally, we demonstrate that MechBayes performs significantly better than the classical SEIR model.
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BackgroundThe COVID-19 pandemic has driven demand for forecasts to guide policy and planning. Previous research has suggested that combining forecasts from multiple models into a single "ensemble" forecast can increase the robustness of forecasts. Here we evaluate the real-time application of an open, collaborative ensemble to forecast deaths attributable to COVID-19 in the U.S. MethodsBeginning on April 13, 2020, we collected and combined one- to four-week ahead forecasts of cumulative deaths for U.S. jurisdictions in standardized, probabilistic formats to generate real-time, publicly available ensemble forecasts. We evaluated the point prediction accuracy and calibration of these forecasts compared to reported deaths. ResultsAnalysis of 2,512 ensemble forecasts made April 27 to July 20 with outcomes observed in the weeks ending May 23 through July 25, 2020 revealed precise short-term forecasts, with accuracy deteriorating at longer prediction horizons of up to four weeks. At all prediction horizons, the prediction intervals were well calibrated with 92-96% of observations falling within the rounded 95% prediction intervals. ConclusionsThis analysis demonstrates that real-time, publicly available ensemble forecasts issued in April-July 2020 provided robust short-term predictions of reported COVID-19 deaths in the United States. With the ongoing need for forecasts of impacts and resource needs for the COVID-19 response, the results underscore the importance of combining multiple probabilistic models and assessing forecast skill at different prediction horizons. Careful development, assessment, and communication of ensemble forecasts can provide reliable insight to public health decision makers.
