混合统计与机器学习模型,提升疫情预测的适应性与准确性。
Machine Learning and ARIMA Model Averaging for Adaptive Public Health Forecasting: Comparative Evaluation and an Ontario COVID-19 Case Study

- 用滚动时间交叉验证评估三种模型,按响应速度、预测周期和历史数据量对比性能。
- 短期预测中最新数据训练效果更优,长期预测中集成模型误差更低。
- 提出可动态调整权重的融合框架,适合需要灵活响应的公共卫生决策者。
公共卫生预测需在数据突变时快速响应,同时避免过度放大噪声或临时趋势。我们使用2020年1月至2023年10月期间公开的安大略省每周新冠病例数据(共190个观测值),评估了自回归积分滑动平均(ARIMA)、随机森林和极端梯度提升(XGBoost)模型。采用滚动起源时间序列交叉验证保持时间顺序。在三个维度上评估性能:关键拐点后的响应速度、1至6周的预测周期,以及历史训练数据量。我们还提出机器学习与ARIMA模型平均(MLAMA)方法,一种非负性能加权集成模型,其权重随预测周期和响应设置动态变化。回顾性比较显示,ARIMA在拐点后反应迅速,但长周期下归一化误差上升;随机森林和XGBoost初始响应较慢,但在长周期下误差更稳定。在研究末期的双周预测中,使用最近数据训练优于使用更长历史数据,尤其对XGBoost。MLAMA在多数预测周期中达到最低归一化平均绝对百分比误差,并在不同响应设置下排名前列。结果表明应根据运行条件选择模型,而非依赖单一最优方法。MLAMA为融合互补的统计与机器学习预测提供了实用框架。配套Python包目前托管于私有仓库,待软件验证与可复现性测试完成。
原文摘要 · Abstract (English)
Public health forecasts must respond to abrupt changes in surveillance data without over-extrapolating noise, reporting artifacts, or temporary trends. We evaluated autoregressive integrated moving average (ARIMA), random forest, and extreme gradient boosting (XGBoost) models using 190 weekly observations of publicly available Ontario COVID-19 case counts from January 2020 to October 2023. Rolling-origin time-series cross-validation preserved temporal order during model tuning and evaluation. Performance was assessed across three operating dimensions: responsiveness following selected turning points, forecast horizons of one to six weeks, and the amount of historical training data. We also developed Machine Learning and ARIMA Model Averaging (MLAMA), a non-negative performance-weighted ensemble with weights that vary by forecast horizon and responsiveness setting. Retrospective comparisons showed that ARIMA adapted rapidly after turning points but its normalized error increased at longer horizons. Random forest and XGBoost were less responsive initially but maintained more stable normalized error over longer horizons. For two-week forecasts at the end of the study period, training on the most recent data outperformed using longer historical periods, particularly for XGBoost. MLAMA achieved the lowest normalized mean absolute percentage error across most forecast horizons and ranked among the best-performing methods across responsiveness settings. These findings support selecting forecasting models according to operating conditions rather than relying on a single universally preferred approach. MLAMA provides a practical framework for combining complementary statistical and machine-learning forecasts. The accompanying Python package is currently maintained in a private repository while software validation and reproducibility testing are completed.
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