1. Maximum likelihood-based extended Kalman filter for COVID-19 prediction.
- Author
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Song, Jialu, Xie, Hujin, Gao, Bingbing, Zhong, Yongmin, Gu, Chengfan, and Choi, Kup-Sze
- Subjects
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COVID-19 , *COVID-19 pandemic , *ESTIMATION theory , *MAXIMUM likelihood statistics , *EPIDEMIOLOGICAL models - Abstract
• 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. • An extended Kalman filter is developed to estimate dynamic COVID-19 spread based on the online estimated model parameters. 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. [ABSTRACT FROM AUTHOR]
- Published
- 2021
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