2021
DOI: 10.1017/nie.2021.21
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Time Series Modelling of Epidemics: Leading Indicators, Control Groups and Policy Assessment

Abstract: This article shows how new time series models can be used to track the progress of an epidemic, forecast key variables and evaluate the effects of policies. The univariate framework of Harvey and Kattuman (2020, Harvard Data Science Review, Special Issue 1—COVID-19, https://hdsr.mitpress.mit.edu/pub/ozgjx0yn) is extended to model the relationship between two or more series and the role of common trends is discussed. Data on daily deaths from COVID-19 in Italy and the UK provides an example of leading indicator… Show more

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Cited by 4 publications
(2 citation statements)
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“…An alternative strategy to improve case forecasts would be to identify appropriate leading indicators. These could, for instance, be trajectories in other countries 42 or additional data streams e.g., mobility, insurance claims, or web searches. However, the benefits of such data for short-term forecasting thus far have been found to be modest 43 .…”
Section: Discussionmentioning
confidence: 99%
“…An alternative strategy to improve case forecasts would be to identify appropriate leading indicators. These could, for instance, be trajectories in other countries 42 or additional data streams e.g., mobility, insurance claims, or web searches. However, the benefits of such data for short-term forecasting thus far have been found to be modest 43 .…”
Section: Discussionmentioning
confidence: 99%
“…An alternative strategy to improve case forecasts would be to identify appropriate leading indicators. These could for instance be trajectories in other countries 42 or additional data streams on e.g., mobility, insurance claims or web searches. However, the benefits of such data for short-term forecasting thus far have been found to be modest.…”
Section: Discussionmentioning
confidence: 99%