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In this study, we proposed a new data-driven hybrid technique by integrating an ensemble empirical mode decomposition (EEMD), an autoregressive integrated moving average (ARIMA), with a nonlinear autoregressive artificial neural network (NARANN), called the EEMD-ARIMA-NARANN model, to perform time series modeling and forecasting based on the COVID-19 prevalence and mortality data from 28 February 2020 to 27 June 2020 in South Africa and Nigeria. By comparing the accuracy level of forecasting measurements with the basic ARIMA and NARANN models, it was shown that this novel data-driven hybrid model did a better job of capturing the dynamic changing trends of the target data than the others used in this work. Our proposed mixture technique can be deemed as a helpful policy-supportive tool to plan and provide medical supplies effectively. The overall confirmed cases and deaths were estimated to reach around 176,570 [95% uncertainty level (UL) 173,607 to 178,476] and 3454 (95% UL 3384 to 3487), respectively, in South Africa, along with 32,136 (95% UL 31,568 to 32,641) and 788 (95% UL 775 to 804) in Nigeria on 12 July 2020 using this data-driven EEMD-ARIMA-NARANN hybrid technique. The contributions of this study include three aspects. First, the proposed hybrid model can better capture the dynamic dependency characteristics compared with the individual models. Second, this new data-driven hybrid model is constructed in a more reasonable way relative to the traditional mixture model. Third, this proposed model may be generalized to estimate the epidemic patterns of COVID-19 in other regions. [ABSTRACT FROM AUTHOR]