IDEAS home Printed from https://ideas.repec.org/a/eee/chsofr/v146y2021ics0960077921002769.html
   My bibliography  Save this article

Maximum likelihood-based extended Kalman filter for COVID-19 prediction

Author

Listed:
  • Song, Jialu
  • Xie, Hujin
  • Gao, Bingbing
  • Zhong, Yongmin
  • Gu, Chengfan
  • Choi, Kup-Sze

Abstract

Prediction of COVID-19 spread plays a significant role in the epidemiology study and government battles against the epidemic. However, the existing studies on COVID-19 prediction are dominated by constant model parameters, unable to reflect the actual situation of COVID-19 spread. This paper presents a new method for dynamic prediction of COVID-19 spread by considering time-dependent model parameters. This method discretises the susceptible-exposed-infected-recovered-dead (SEIRD) epidemiological model in time domain to construct the nonlinear state-space equation for dynamic estimation of COVID-19 spread. A maximum likelihood estimation theory is established to online estimate time-dependent model parameters. Subsequently, an extended Kalman filter is developed to estimate dynamic COVID-19 spread based on the online estimated model parameters. The proposed method is applied to simulate and analyse the COVID-19 pandemics in China and the United States based on daily reported cases, demonstrating its efficacy in modelling and prediction of COVID-19 spread.

Suggested Citation

  • Song, Jialu & Xie, Hujin & Gao, Bingbing & Zhong, Yongmin & Gu, Chengfan & Choi, Kup-Sze, 2021. "Maximum likelihood-based extended Kalman filter for COVID-19 prediction," Chaos, Solitons & Fractals, Elsevier, vol. 146(C).
    • Handle: RePEc:eee:chsofr:v:146:y:2021:i:c:s0960077921002769
    DOI: 10.1016/j.chaos.2021.110922
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0960077921002769
    Download Restriction: Full text for ScienceDirect subscribers only
    File URL: https://libkey.io/10.1016/j.chaos.2021.110922?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Wan Yang & Alicia Karspeck & Jeffrey Shaman, 2014. "Comparison of Filtering Methods for the Modeling and Retrospective Forecasting of Influenza Epidemics," PLOS Computational Biology, Public Library of Science, vol. 10(4), pages 1-15, April.
    2. Cleo Anastassopoulou & Lucia Russo & Athanasios Tsakris & Constantinos Siettos, 2020. "Data-based analysis, modelling and forecasting of the COVID-19 outbreak," PLOS ONE, Public Library of Science, vol. 15(3), pages 1-21, March.
    3. Elena Loli Piccolomini & Fabiana Zama, 2020. "Monitoring Italian COVID-19 spread by a forced SEIRD model," PLOS ONE, Public Library of Science, vol. 15(8), pages 1-17, August.
    4. Fanelli, Duccio & Piazza, Francesco, 2020. "Analysis and forecast of COVID-19 spreading in China, Italy and France," Chaos, Solitons & Fractals, Elsevier, vol. 134(C).
    5. Ndanguza, Denis & Mbalawata, Isambi S. & Haario, Heikki & Tchuenche, Jean M., 2017. "Analysis of bias in an Ebola epidemic model by extended Kalman filter approach," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 142(C), pages 113-129.
    6. Nkwayep, C. Hameni & Bowong, S. & Tewa, J.J. & Kurths, J., 2020. "Short-term forecasts of the COVID-19 pandemic: a study case of Cameroon," Chaos, Solitons & Fractals, Elsevier, vol. 140(C).
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Papageorgiou, Vasileios E. & Tsaklidis, George, 2023. "An improved epidemiological-unscented Kalman filter (hybrid SEIHCRDV-UKF) model for the prediction of COVID-19. Application on real-time data," Chaos, Solitons & Fractals, Elsevier, vol. 166(C).
    2. Cai, Junyang & Zhou, Jian, 2022. "How many asymptomatic cases were unconfirmed in the US COVID-19 pandemic? The evidence from a serological survey," Chaos, Solitons & Fractals, Elsevier, vol. 164(C).

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Cooper, Ian & Mondal, Argha & Antonopoulos, Chris G., 2020. "Dynamic tracking with model-based forecasting for the spread of the COVID-19 pandemic," Chaos, Solitons & Fractals, Elsevier, vol. 139(C).
    2. Han, Zhimin & Wang, Yi & Cao, Jinde, 2023. "Impact of contact heterogeneity on initial growth behavior of an epidemic: Complex network-based approach," Applied Mathematics and Computation, Elsevier, vol. 451(C).
    3. Papo, David & Righetti, Marco & Fadiga, Luciano & Biscarini, Fabio & Zanin, Massimiliano, 2020. "A minimal model of hospital patients’ dynamics in COVID-19," Chaos, Solitons & Fractals, Elsevier, vol. 140(C).
    4. František Božek & Irena Tušer, 2021. "Measures for Ensuring Sustainability during the Current Spreading of Coronaviruses in the Czech Republic," Sustainability, MDPI, vol. 13(12), pages 1-22, June.
    5. Cooper, Ian & Mondal, Argha & Antonopoulos, Chris G., 2020. "A SIR model assumption for the spread of COVID-19 in different communities," Chaos, Solitons & Fractals, Elsevier, vol. 139(C).
    6. Memon, Zaibunnisa & Qureshi, Sania & Memon, Bisharat Rasool, 2021. "Assessing the role of quarantine and isolation as control strategies for COVID-19 outbreak: A case study," Chaos, Solitons & Fractals, Elsevier, vol. 144(C).
    7. Çaparoğlu, Ömer Faruk & Ok, Yeşim & Tutam, Mahmut, 2021. "To restrict or not to restrict? Use of artificial neural network to evaluate the effectiveness of mitigation policies: A case study of Turkey," Chaos, Solitons & Fractals, Elsevier, vol. 151(C).
    8. Păcurar, Cristina-Maria & Necula, Bogdan-Radu, 2020. "An analysis of COVID-19 spread based on fractal interpolation and fractal dimension," Chaos, Solitons & Fractals, Elsevier, vol. 139(C).
    9. Silva, Petrônio C.L. & Batista, Paulo V.C. & Lima, Hélder S. & Alves, Marcos A. & Guimarães, Frederico G. & Silva, Rodrigo C.P., 2020. "COVID-ABS: An agent-based model of COVID-19 epidemic to simulate health and economic effects of social distancing interventions," Chaos, Solitons & Fractals, Elsevier, vol. 139(C).
    10. Vaishnav, Vaibhav & Vajpai, Jayashri, 2020. "Assessment of impact of relaxation in lockdown and forecast of preparation for combating COVID-19 pandemic in India using Group Method of Data Handling," Chaos, Solitons & Fractals, Elsevier, vol. 140(C).
    11. Christoph Zimmer & Reza Yaesoubi & Ted Cohen, 2017. "A Likelihood Approach for Real-Time Calibration of Stochastic Compartmental Epidemic Models," PLOS Computational Biology, Public Library of Science, vol. 13(1), pages 1-21, January.
    12. Singhal, Amit & Singh, Pushpendra & Lall, Brejesh & Joshi, Shiv Dutt, 2020. "Modeling and prediction of COVID-19 pandemic using Gaussian mixture model," Chaos, Solitons & Fractals, Elsevier, vol. 138(C).
    13. Fantazzini, Dean, 2020. "Short-term forecasting of the COVID-19 pandemic using Google Trends data: Evidence from 158 countries," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 59, pages 33-54.
    14. Pau Fonseca i Casas & Joan Garcia i Subirana & Víctor García i Carrasco & Xavier Pi i Palomés, 2021. "SARS-CoV-2 Spread Forecast Dynamic Model Validation through Digital Twin Approach, Catalonia Case Study," Mathematics, MDPI, vol. 9(14), pages 1-17, July.
    15. Huang, Yubo & Wu, Yan & Zhang, Weidong, 2020. "Comprehensive identification and isolation policies have effectively suppressed the spread of COVID-19," Chaos, Solitons & Fractals, Elsevier, vol. 139(C).
    16. Chakraborty, Tanujit & Ghosh, Indrajit, 2020. "Real-time forecasts and risk assessment of novel coronavirus (COVID-19) cases: A data-driven analysis," Chaos, Solitons & Fractals, Elsevier, vol. 135(C).
    17. Gaetano Perone, 2020. "An ARIMA model to forecast the spread and the final size of COVID-2019 epidemic in Italy," Health, Econometrics and Data Group (HEDG) Working Papers 20/07, HEDG, c/o Department of Economics, University of York.
    18. Salgotra, Rohit & Gandomi, Mostafa & Gandomi, Amir H., 2020. "Evolutionary modelling of the COVID-19 pandemic in fifteen most affected countries," Chaos, Solitons & Fractals, Elsevier, vol. 140(C).
    19. Bimal Kumar Mishra, 2022. "Stochastic models on the transmission of novel COVID-19," International Journal of System Assurance Engineering and Management, Springer;The Society for Reliability, Engineering Quality and Operations Management (SREQOM),India, and Division of Operation and Maintenance, Lulea University of Technology, Sweden, vol. 13(2), pages 599-603, April.
    20. Bhardwaj, Rashmi & Bangia, Aashima, 2020. "Data driven estimation of novel COVID-19 transmission risks through hybrid soft-computing techniques," Chaos, Solitons & Fractals, Elsevier, vol. 140(C).

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:chsofr:v:146:y:2021:i:c:s0960077921002769. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Thayer, Thomas R. (email available below). General contact details of provider: https://www.journals.elsevier.com/chaos-solitons-and-fractals .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.