Author:
Dash Sujata,Giri Sourav Kumar,Mallik Saurav,Pani Subhendu Kumar,Shah Mohd Asif,Qin Hong
Abstract
AbstractIn this paper, NeuralProphet (NP), an explainable hybrid modular framework, enhances the forecasting performance of pandemics by adding two neural network modules; auto-regressor (AR) and lagged-regressor (LR). An advanced deep auto-regressor neural network (Deep-AR-Net) model is employed to implement these two modules. The enhanced NP is optimized via AdamW and Huber loss function to perform multivariate multi-step forecasting contrast to Prophet. The models are validated with COVID-19 time-series datasets. The NP’s efficiency is studied component-wise for a long-term forecast for India and an overall reduction of 60.36% and individually 34.7% by AR-module, 53.4% by LR-module in MASE compared to Prophet. The Deep-AR-Net model reduces the forecasting error of NP for all five countries, on average, by 49.21% and 46.07% for short-and-long-term, respectively. The visualizations confirm that forecasting curves are closer to the actual cases but significantly different from Prophet. Hence, it can develop a real-time decision-making system for highly infectious diseases.
Funder
National Science Foundation
Publisher
Springer Science and Business Media LLC