论文标题

顺畅的多周期预测,用于预测Covid-19情况

Smooth multi-period forecasting with application to prediction of COVID-19 cases

论文作者

Tuzhilina, Elena, Hastie, Trevor J., McDonald, Daniel J., Tay, J. Kenneth, Tibshirani, Robert

论文摘要

自从19日大流行以来,预测方法一直吸引着很多关注,并已成为一个特别热门的话题。在本文中,我们考虑了旨在一次预测多个视野的多期预测的问题。我们提出了一种新的方法,该方法迫使预测在整个视野中“平滑”,并将其应用于两个任务:通过回归和间隔回归预测的点估计。该方法是针对实时分布式COVID-19的预测开发的。我们使用Covidcast数据集说明了提出的技术以及一个小的仿真示例。

Forecasting methodologies have always attracted a lot of attention and have become an especially hot topic since the beginning of the COVID-19 pandemic. In this paper we consider the problem of multi-period forecasting that aims to predict several horizons at once. We propose a novel approach that forces the prediction to be "smooth" across horizons and apply it to two tasks: point estimation via regression and interval prediction via quantile regression. This methodology was developed for real-time distributed COVID-19 forecasting. We illustrate the proposed technique with the CovidCast dataset as well as a small simulation example.

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