Rolling Iterative Prediction for Correlated Multivariate Time Series

Correlated multivariate time series prediction is an effective tool for discovering the chang rules of temporal data,but it is challenging tofind these rules.Recently,deep learning methods have made it possible to predict high-dimensional and complex multivariate time series data.However,these methods cannot capture or predict potential mutation signals of time series,leading to a lag in data prediction trends and large errors.Moreover,it is difficult to capture dependencies of the data,especially when the data is sparse and the time intervals are large.In this paper,we proposed a prediction approach that leverages both propagation dynamics and deep learning,called Rolling Iterative Prediction(RIP).In RIP method,the Time-Delay Moving Average(TDMA)is used to carry out maximum likelihood reduction on the raw data,and the propagation dynamics model is applied to obtain the potential propagation parameters data,and dynamic properties of the correlated multivariate time series are clearly established.Long Short-Term Memory(LSTM)is applied to capture the time dependencies of data,and the medium and long-term Rolling Iterative Prediction method is established by alternately estimating parameters and predicting time series.Experiments are performed on the data of the Corona Virus Disease 2019(COVID-19)in China,France,and South Korea.Experimental results show that the real distribution of the epidemic data is well restored,the prediction accuracy is better than baseline methods.

Adaptively temporal graph convolution model for epidemic prediction of multiple age groups

Introduction:Multivariate time series prediction of infectious diseases is significant to public health,and the deep learning method has attracted increasing attention in this research field.Material and methods:An adaptively temporal graph convolution(ATGCN)model,which leams the contact patterns of multiple age groups in a graph-based approach,was proposed for COVID-19 and influenza prediction.We compared ATGCN with autoregressive models,deep sequence learning models,and experience-based ATGCN models in short-term and long-term prediction tasks.Results:Results showed that the ATGCN model performed better than the autoregressive models and the deep sequence learning models on two datasets in both short-term(12.5%and 10%improvements on RMSE)and longterm(12.4%and 5%improvements on RMSE)prediction tasks.And the RMSE of ATGCN predictions fluctuated least in different age groups of COVID-19(0.029±0.003)and influenza(0.059±0.008).Compared with the Ones-ATGCN model or the Pre-ATGCN model,the ATGCN model was more robust in performance,with RMSE of 0.0293 and 0.06 on two datasets when horizon is one.Discussion:Our research indicates a broad application prospect of deep learning in the field of infectious disease prediction.Transmission characteristics and domain knowledge of infectious diseases should be further applied to the design of deep learning models and feature selection.Conclusion:The ATGCN model addressed the multivariate time series forecasting in a graph-based deep learning approach and achieved robust prediction on the confirmed cases of multiple age groups,indicating its great potentials for exploring the implicit interactions of multivariate variables.