A hybrid of artificial fneural network, exponential smoothing, and ARIMA models for COVID-19 time series forecasting

Samir K. Safi, Olajide Idris Sanusi

Research output: Contribution to journalArticlepeer-review

14 Citations (Scopus)

Abstract

The Auto Regressive Integrated Moving Average (ARIMA) model seems not to easily capture the nonlinear patterns exhibited by the 2019 novel coronavirus (COVID-19) in terms of daily confirmed cases. As a result, Artificial Neural Network (ANN) and Error, Trend, and Seasonality (ETS) modeling have been successfully applied to resolve problems with nonlinear estimation. Our research suggests that it would be ideal to use a single model of ETS or ARIMA for COVID-19 time series forecasting rather than a complicated Hybrid model that combines several models. We compare the forecasting performance of these models using real, worldwide, daily COVID-19 data for the period between January 22, 2020 till June 19, and June 20 till January 2, 2021 which marks two stages, each stage indicating the first and the second wave respectively. We discuss various forecasting approaches and the criteria for choosing the best forecasting technique. The best forecasting model selected was compared using the forecasting assessment criterion known as Mean Absolute Error (MAE). The empirical results show that the ETS and ARIMA models outperform the ANN and Hybrid models. The main finding from the ETS and ARIMA models analysis indicate that the magnitude of the increase in total confirmed cases over time is declining and the percentage change in the death rate is also on the decline. Our results shows that the chosen forecaste models are consistent during the first and second wave of of the pandemic. These forecasts are encouraging as the world struggles to contain the spread of COVID-19. This may be the result of the social distancing measures mandated by governments worldwide.

Original languageEnglish
Pages (from-to)25-35
Number of pages11
JournalModel Assisted Statistics and Applications
Volume16
Issue number1
DOIs
Publication statusPublished - 2021

Keywords

  • ANN
  • ARIMA
  • COVID-19
  • ETS
  • hybrid model

ASJC Scopus subject areas

  • Statistics and Probability
  • Modelling and Simulation
  • Applied Mathematics

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