Forecasting the COVID-19 Pandemic in Saudi Arabia Using a Modified Singular Spectrum Analysis Approach: Model Development and Data Analysis (Preprint)

Abstract

Infectious disease is one of the main issues that threatens human health worldwide. The 2019 outbreak of the new coronavirus SARS-CoV-2, which causes the disease COVID-19, has become a serious global pandemic. Many attempts have been made to forecast the spread of the disease using various methods, including time series models. Among the attempts to model the pandemic, to the best of our knowledge, no studies have used the singular spectrum analysis (SSA) technique to forecast confirmed cases.

The primary objective of this paper is to construct a reliable, robust, and interpretable model for describing, decomposing, and forecasting the number of confirmed cases of COVID-19 and predicting the peak of the pandemic in Saudi Arabia.

A modified singular spectrum analysis (SSA) approach was applied for the analysis of the COVID-19 pandemic in Saudi Arabia. We proposed this approach and developed it in our previous studies regarding the separability and grouping steps in SSA, which play important roles in reconstruction and forecasting. The modified SSA approach mainly enables us to identify the number of interpretable components required for separability, signal extraction, and noise reduction. The approach was examined using different levels of simulated and real data with different structures and signal-to-noise ratios. In this study, we examined the capability of the approach to analyze COVID-19 data. We then used vector SSA to predict new data points and the peak of the pandemic in Saudi Arabia.

In the first stage, the confirmed daily cases on the first 42 days (March 02 to April 12, 2020) were used and analyzed to identify the value of the number of required eigenvalues (<i>r</i>) for separability between noise and signal. After obtaining the value of <i>r</i>, which was 2, and extracting the signals, vector SSA was used to predict and determine the pandemic peak. In the second stage, we updated the data and included 81 daily case values. We used the same window length and number of eigenvalues for reconstruction and forecasting of the points 90 days ahead. The results of both forecasting scenarios indicated that the peak would occur around the end of May or June 2020 and that the crisis would end between the end of June and the middle of August 2020, with a total number of infected people of approximately 330,000.

Our results confirm the impressive performance of modified SSA in analyzing COVID-19 data and selecting the value of <i>r</i> for identifying the signal subspace from a noisy time series and then making a reliable prediction of daily confirmed cases using the vector SSA method.