Analysing seasonality in count time series is an essential application of statistics to predict phenomena in different fields like economics, agriculture, healthcare, environment, and climatic change. However, the information in the existing literature is scarce regarding the performances of relevant statistical models. This study provides the Yule-Walker (Y-W), Conditional Least Squares (CLS), and Maximum Likelihood Estimation (MLE) for First-order Non-negative Integer-valued Autoregressive, INAR(1), process with Poisson innovations with different monthly means. The performance of Y-W, CLS, and MLE are assessed by the Monte Carlo simulation method. The performance of this model is compared with another seasonal INAR(1) model by reproducing the monthly number of rainy days in the Blackwater River watershed located in coastal Virginia. Two forecast-coherent methods in terms of mode and probability function are applied to make predictions. The models’ performances are assessed using the Root Mean Square Error and Index of Agreement criteria. The results reveal the similar performance of Y-W, CLS, and MLE for estimating the parameters of data sets with larger sample size and values of α close to unite root. Moreover, the results indicate that INAR(1) with different monthly Poisson innovations is more appropriate for modelling and predicting seasonal count time series.
Pub. online:27 Apr 2021Type:Philosophies Of Data Science
Journal:Journal of Data Science
Volume 19, Issue 2 (2021): Special issue: Continued Data Science Contributions to COVID-19 Pandemic, pp. 219–242
Abstract
The coronavirus disease 2019 (COVID-19) pandemic caused by the novel severe acute respiratory syndrome coronavirus 2 (SARS-CoV-2) has placed epidemic modeling at the center of attention of public policymaking. Predicting the severity and speed of transmission of COVID-19 is crucial to resource management and developing strategies to deal with this epidemic. Based on the available data from current and previous outbreaks, many efforts have been made to develop epidemiological models, including statistical models, computer simulations, mathematical representations of the virus and its impacts, and many more. Despite their usefulness, modeling and forecasting the spread of COVID-19 remains a challenge. In this article, we give an overview of the unique features and issues of COVID-19 data and how they impact epidemic modeling and projection. In addition, we illustrate how various models could be connected to each other. Moreover, we provide new data science perspectives on the challenges of COVID-19 forecasting, from data collection, curation, and validation to the limitations of models, as well as the uncertainty of the forecast. Finally, we discuss some data science practices that are crucial to more robust and accurate epidemic forecasting.