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VARIMA baseline model for joint forecasting of NSSP and NHSN signals #275

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SamuelBrand1 opened this issue Jan 6, 2025 · 0 comments · May be fixed by #291
Open

VARIMA baseline model for joint forecasting of NSSP and NHSN signals #275

SamuelBrand1 opened this issue Jan 6, 2025 · 0 comments · May be fixed by #291

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@SamuelBrand1
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As discussed f2f it is useful to have baseline models to compare pyrenew out-of-sample forecast skill.

As pyrenew-he is in active dev @damonbayer @dylanhmorris, I'm proposing constructing a vector ARIMA (VARIMA) model to run on NHSN jointly with ED visits. I think there are a two configurations that are worth trying:

  1. For target pathogen (Flu/Covid/RSV) we joint forecast on NHSN and ED visits for that target.
  2. For target pathogen (Flu/Covid/RSV) we joint forecast on NHSN and ED visits for all targets. The hypothesis here would be that autocorrelations with other targets might aid forecast skill.

I'm proposing to follow other time series baselines and use fable to construct the model and perform parameter optimisation.

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