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Predictive performance of multi-model ensemble forecasts of COVID-19 across European nations

K. Sherratt, H. Gruson, R. Grah, H. Johnson, R. Niehus, B. Prasse, F. Sandmann, J. Deuschel, D. Wolffram, S. Abbott, A. Ullrich, G. Gibson, EL. Ray, NG. Reich, D. Sheldon, Y. Wang, N. Wattanachit, L. Wang, J. Trnka, G. Obozinski, T. Sun, D....

. 2023 ; 12 (-) : . [pub] 20230421

Language English Country England, Great Britain

Document type Journal Article, Research Support, N.I.H., Extramural, Research Support, Non-U.S. Gov't, Research Support, U.S. Gov't, Non-P.H.S., Research Support, U.S. Gov't, P.H.S.

Grant support
210758/Z/18/Z Wellcome Trust - United Kingdom
R35 GM119582 NIGMS NIH HHS - United States
Department of Health - United Kingdom
R01 GM109718 NIGMS NIH HHS - United States

BACKGROUND: Short-term forecasts of infectious disease burden can contribute to situational awareness and aid capacity planning. Based on best practice in other fields and recent insights in infectious disease epidemiology, one can maximise the predictive performance of such forecasts if multiple models are combined into an ensemble. Here, we report on the performance of ensembles in predicting COVID-19 cases and deaths across Europe between 08 March 2021 and 07 March 2022. METHODS: We used open-source tools to develop a public European COVID-19 Forecast Hub. We invited groups globally to contribute weekly forecasts for COVID-19 cases and deaths reported by a standardised source for 32 countries over the next 1-4 weeks. Teams submitted forecasts from March 2021 using standardised quantiles of the predictive distribution. Each week we created an ensemble forecast, where each predictive quantile was calculated as the equally-weighted average (initially the mean and then from 26th July the median) of all individual models' predictive quantiles. We measured the performance of each model using the relative Weighted Interval Score (WIS), comparing models' forecast accuracy relative to all other models. We retrospectively explored alternative methods for ensemble forecasts, including weighted averages based on models' past predictive performance. RESULTS: Over 52 weeks, we collected forecasts from 48 unique models. We evaluated 29 models' forecast scores in comparison to the ensemble model. We found a weekly ensemble had a consistently strong performance across countries over time. Across all horizons and locations, the ensemble performed better on relative WIS than 83% of participating models' forecasts of incident cases (with a total N=886 predictions from 23 unique models), and 91% of participating models' forecasts of deaths (N=763 predictions from 20 models). Across a 1-4 week time horizon, ensemble performance declined with longer forecast periods when forecasting cases, but remained stable over 4 weeks for incident death forecasts. In every forecast across 32 countries, the ensemble outperformed most contributing models when forecasting either cases or deaths, frequently outperforming all of its individual component models. Among several choices of ensemble methods we found that the most influential and best choice was to use a median average of models instead of using the mean, regardless of methods of weighting component forecast models. CONCLUSIONS: Our results support the use of combining forecasts from individual models into an ensemble in order to improve predictive performance across epidemiological targets and populations during infectious disease epidemics. Our findings further suggest that median ensemble methods yield better predictive performance more than ones based on means. Our findings also highlight that forecast consumers should place more weight on incident death forecasts than incident case forecasts at forecast horizons greater than 2 weeks. FUNDING: AA, BH, BL, LWa, MMa, PP, SV funded by National Institutes of Health (NIH) Grant 1R01GM109718, NSF BIG DATA Grant IIS-1633028, NSF Grant No.: OAC-1916805, NSF Expeditions in Computing Grant CCF-1918656, CCF-1917819, NSF RAPID CNS-2028004, NSF RAPID OAC-2027541, US Centers for Disease Control and Prevention 75D30119C05935, a grant from Google, University of Virginia Strategic Investment Fund award number SIF160, Defense Threat Reduction Agency (DTRA) under Contract No. HDTRA1-19-D-0007, and respectively Virginia Dept of Health Grant VDH-21-501-0141, VDH-21-501-0143, VDH-21-501-0147, VDH-21-501-0145, VDH-21-501-0146, VDH-21-501-0142, VDH-21-501-0148. AF, AMa, GL funded by SMIGE - Modelli statistici inferenziali per governare l'epidemia, FISR 2020-Covid-19 I Fase, FISR2020IP-00156, Codice Progetto: PRJ-0695. AM, BK, FD, FR, JK, JN, JZ, KN, MG, MR, MS, RB funded by Ministry of Science and Higher Education of Poland with grant 28/WFSN/2021 to the University of Warsaw. BRe, CPe, JLAz funded by Ministerio de Sanidad/ISCIII. BT, PG funded by PERISCOPE European H2020 project, contract number 101016233. CP, DL, EA, MC, SA funded by European Commission - Directorate-General for Communications Networks, Content and Technology through the contract LC-01485746, and Ministerio de Ciencia, Innovacion y Universidades and FEDER, with the project PGC2018-095456-B-I00. DE., MGu funded by Spanish Ministry of Health / REACT-UE (FEDER). DO, GF, IMi, LC funded by Laboratory Directed Research and Development program of Los Alamos National Laboratory (LANL) under project number 20200700ER. DS, ELR, GG, NGR, NW, YW funded by National Institutes of General Medical Sciences (R35GM119582; the content is solely the responsibility of the authors and does not necessarily represent the official views of NIGMS or the National Institutes of Health). FB, FP funded by InPresa, Lombardy Region, Italy. HG, KS funded by European Centre for Disease Prevention and Control. IV funded by Agencia de Qualitat i Avaluacio Sanitaries de Catalunya (AQuAS) through contract 2021-021OE. JDe, SMo, VP funded by Netzwerk Universitatsmedizin (NUM) project egePan (01KX2021). JPB, SH, TH funded by Federal Ministry of Education and Research (BMBF; grant 05M18SIA). KH, MSc, YKh funded by Project SaxoCOV, funded by the German Free State of Saxony. Presentation of data, model results and simulations also funded by the NFDI4Health Task Force COVID-19 (https://www.nfdi4health.de/task-force-covid-19-2) within the framework of a DFG-project (LO-342/17-1). LP, VE funded by Mathematical and Statistical modelling project (MUNI/A/1615/2020), Online platform for real-time monitoring, analysis and management of epidemic situations (MUNI/11/02202001/2020); VE also supported by RECETOX research infrastructure (Ministry of Education, Youth and Sports of the Czech Republic: LM2018121), the CETOCOEN EXCELLENCE (CZ.02.1.01/0.0/0.0/17-043/0009632), RECETOX RI project (CZ.02.1.01/0.0/0.0/16-013/0001761). NIB funded by Health Protection Research Unit (grant code NIHR200908). SAb, SF funded by Wellcome Trust (210758/Z/18/Z).

3rd Faculty of Medicine Charles University Prague Czech Republic

Boston Children's Hospital and Harvard Medical School Boston United States

Ecole Polytechnique Federale de Lausanne Lausanne Switzerland

Éducation nationale Valbonne France

Eidgenossische Technische Hochschule Zurich Switzerland

European Centre for Disease Prevention and Control Stockholm Sweden

Forschungszentrum Jülich GmbH Jülich Germany

Frankfurt Institute for Advanced Studies Frankfurt Germany

Fraunhofer Institute for Industrial Mathematics Kaiserslautern Germany

Heidelberg University Heidelberg Germany

Helmholtz Centre for Infection Research Braunschweig Germany

IEM Inc Baton Rouge United States

IEM Inc Bel Air United States

Independent researcher Davis United States

Independent researcher Vienna Austria

Institut d'Investigacions Biomèdiques August Pi i Sunyer Universitat Pompeu Fabra Barcelona Spain

Institute of Computer Science of the CAS Prague Czech Republic

Institute of Information Theory and Automation of the CAS Prague Czech Republic

Inverence Madrid Spain

Karlsruhe Institute of Technology Karlsruhe Germany

London School of Hygiene and Tropical Medicine London United Kingdom

Los Alamos National Laboratory Los Alamos United States

LUMSA University Rome Italy

Masaryk University Brno Czech Republic

Massachusetts Institute of Technology Cambridge United States

Max Planck Institut für Dynamik und Selbstorganisation Göttingen Germany

Medical University of Gdansk Gdańsk Poland

Paul Scherrer Institute Villigen Switzerland

Politecnico di Milano Milan Italy

Robert Koch Institute Berlin Germany

Technical University of Kaiserlautern Kaiserslautern Germany

Technische Universität Ilmenau Ilmenau Germany

Universidad Carlos 3 de Madrid Leganes Spain

Universidad Nacional de Educación a Distancia Madrid Spain

Universitat de Barcelona Barcelona Spain

Universitat Politècnica de Catalunya Barcelona Spain

Universitat Trier Trier Germany

University of Bialystok Warsaw Poland

University of Cologne Cologne Germany

University of Halle Halle Germany

University of Ljubljana Ljubljana Slovenia

University of Massachusetts Amherst Amherst United States

University of Milano Bicocca Milano Italy

University of Molise Pesche Italy

University of Oxford Oxford United Kingdom

University of Palermo Palermo Italy

University of Pavia Pavia Italy

University of Perugia Perugia Italy

University of Rome La Sapienza Rome Italy

University of Rome Tor Vergata Rome Italy

University of Southern California Los Angeles United States

University of Sydney Sydney Australia

University of Virginia Charlottesville United States

University of Warsaw Warsaw Poland

University of Wroclaw Wroclaw Poland

Universtät Leipzig Leipzig Germany

Warsaw University of Technology Warsaw Poland

Wroclaw University of Science and Technology Wroclaw Poland

References provided by Crossref.org

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$a Predictive performance of multi-model ensemble forecasts of COVID-19 across European nations / $c K. Sherratt, H. Gruson, R. Grah, H. Johnson, R. Niehus, B. Prasse, F. Sandmann, J. Deuschel, D. Wolffram, S. Abbott, A. Ullrich, G. Gibson, EL. Ray, NG. Reich, D. Sheldon, Y. Wang, N. Wattanachit, L. Wang, J. Trnka, G. Obozinski, T. Sun, D. Thanou, L. Pottier, E. Krymova, JH. Meinke, MV. Barbarossa, N. Leithauser, J. Mohring, J. Schneider, J. Wlazlo, J. Fuhrmann, B. Lange, I. Rodiah, P. Baccam, H. Gurung, S. Stage, B. Suchoski, J. Budzinski, R. Walraven, I. Villanueva, V. Tucek, M. Smid, M. Zajicek, C. Perez Alvarez, B. Reina, NI. Bosse, SR. Meakin, L. Castro, G. Fairchild, I. Michaud, D. Osthus, P. Alaimo Di Loro, A. Maruotti, V. Eclerova, A. Kraus, D. Kraus, L. Pribylova, B. Dimitris, ML. Li, S. Saksham, J. Dehning, S. Mohr, V. Priesemann, G. Redlarski, B. Bejar, G. Ardenghi, N. Parolini, G. Ziarelli, W. Bock, S. Heyder, T. Hotz, DE. Singh, M. Guzman-Merino, JL. Aznarte, D. Morina, S. Alonso, E. Alvarez, D. Lopez, C. Prats, JP. Burgard, A. Rodloff, T. Zimmermann, A. Kuhlmann, J. Zibert, F. Pennoni, F. Divino, M. Catala, G. Lovison, P. Giudici, B. Tarantino, F. Bartolucci, G. Jona Lasinio, M. Mingione, A. Farcomeni, A. Srivastava, P. Montero-Manso, A. Adiga, B. Hurt, B. Lewis, M. Marathe, P. Porebski, S. Venkatramanan, RP. Bartczuk, F. Dreger, A. Gambin, K. Gogolewski, M. Gruziel-Slomka, B. Krupa, A. Moszyński, K. Niedzielewski, J. Nowosielski, M. Radwan, F. Rakowski, M. Semeniuk, E. Szczurek, J. Zielinski, J. Kisielewski, B. Pabjan, K. Holger, Y. Kheifetz, M. Scholz, B. Przemyslaw, M. Bodych, M. Filinski, R. Idzikowski, T. Krueger, T. Ozanski, J. Bracher, S. Funk
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$a BACKGROUND: Short-term forecasts of infectious disease burden can contribute to situational awareness and aid capacity planning. Based on best practice in other fields and recent insights in infectious disease epidemiology, one can maximise the predictive performance of such forecasts if multiple models are combined into an ensemble. Here, we report on the performance of ensembles in predicting COVID-19 cases and deaths across Europe between 08 March 2021 and 07 March 2022. METHODS: We used open-source tools to develop a public European COVID-19 Forecast Hub. We invited groups globally to contribute weekly forecasts for COVID-19 cases and deaths reported by a standardised source for 32 countries over the next 1-4 weeks. Teams submitted forecasts from March 2021 using standardised quantiles of the predictive distribution. Each week we created an ensemble forecast, where each predictive quantile was calculated as the equally-weighted average (initially the mean and then from 26th July the median) of all individual models' predictive quantiles. We measured the performance of each model using the relative Weighted Interval Score (WIS), comparing models' forecast accuracy relative to all other models. We retrospectively explored alternative methods for ensemble forecasts, including weighted averages based on models' past predictive performance. RESULTS: Over 52 weeks, we collected forecasts from 48 unique models. We evaluated 29 models' forecast scores in comparison to the ensemble model. We found a weekly ensemble had a consistently strong performance across countries over time. Across all horizons and locations, the ensemble performed better on relative WIS than 83% of participating models' forecasts of incident cases (with a total N=886 predictions from 23 unique models), and 91% of participating models' forecasts of deaths (N=763 predictions from 20 models). Across a 1-4 week time horizon, ensemble performance declined with longer forecast periods when forecasting cases, but remained stable over 4 weeks for incident death forecasts. In every forecast across 32 countries, the ensemble outperformed most contributing models when forecasting either cases or deaths, frequently outperforming all of its individual component models. Among several choices of ensemble methods we found that the most influential and best choice was to use a median average of models instead of using the mean, regardless of methods of weighting component forecast models. CONCLUSIONS: Our results support the use of combining forecasts from individual models into an ensemble in order to improve predictive performance across epidemiological targets and populations during infectious disease epidemics. Our findings further suggest that median ensemble methods yield better predictive performance more than ones based on means. Our findings also highlight that forecast consumers should place more weight on incident death forecasts than incident case forecasts at forecast horizons greater than 2 weeks. FUNDING: AA, BH, BL, LWa, MMa, PP, SV funded by National Institutes of Health (NIH) Grant 1R01GM109718, NSF BIG DATA Grant IIS-1633028, NSF Grant No.: OAC-1916805, NSF Expeditions in Computing Grant CCF-1918656, CCF-1917819, NSF RAPID CNS-2028004, NSF RAPID OAC-2027541, US Centers for Disease Control and Prevention 75D30119C05935, a grant from Google, University of Virginia Strategic Investment Fund award number SIF160, Defense Threat Reduction Agency (DTRA) under Contract No. HDTRA1-19-D-0007, and respectively Virginia Dept of Health Grant VDH-21-501-0141, VDH-21-501-0143, VDH-21-501-0147, VDH-21-501-0145, VDH-21-501-0146, VDH-21-501-0142, VDH-21-501-0148. AF, AMa, GL funded by SMIGE - Modelli statistici inferenziali per governare l'epidemia, FISR 2020-Covid-19 I Fase, FISR2020IP-00156, Codice Progetto: PRJ-0695. AM, BK, FD, FR, JK, JN, JZ, KN, MG, MR, MS, RB funded by Ministry of Science and Higher Education of Poland with grant 28/WFSN/2021 to the University of Warsaw. BRe, CPe, JLAz funded by Ministerio de Sanidad/ISCIII. BT, PG funded by PERISCOPE European H2020 project, contract number 101016233. CP, DL, EA, MC, SA funded by European Commission - Directorate-General for Communications Networks, Content and Technology through the contract LC-01485746, and Ministerio de Ciencia, Innovacion y Universidades and FEDER, with the project PGC2018-095456-B-I00. DE., MGu funded by Spanish Ministry of Health / REACT-UE (FEDER). DO, GF, IMi, LC funded by Laboratory Directed Research and Development program of Los Alamos National Laboratory (LANL) under project number 20200700ER. DS, ELR, GG, NGR, NW, YW funded by National Institutes of General Medical Sciences (R35GM119582; the content is solely the responsibility of the authors and does not necessarily represent the official views of NIGMS or the National Institutes of Health). FB, FP funded by InPresa, Lombardy Region, Italy. HG, KS funded by European Centre for Disease Prevention and Control. IV funded by Agencia de Qualitat i Avaluacio Sanitaries de Catalunya (AQuAS) through contract 2021-021OE. JDe, SMo, VP funded by Netzwerk Universitatsmedizin (NUM) project egePan (01KX2021). JPB, SH, TH funded by Federal Ministry of Education and Research (BMBF; grant 05M18SIA). KH, MSc, YKh funded by Project SaxoCOV, funded by the German Free State of Saxony. Presentation of data, model results and simulations also funded by the NFDI4Health Task Force COVID-19 (https://www.nfdi4health.de/task-force-covid-19-2) within the framework of a DFG-project (LO-342/17-1). LP, VE funded by Mathematical and Statistical modelling project (MUNI/A/1615/2020), Online platform for real-time monitoring, analysis and management of epidemic situations (MUNI/11/02202001/2020); VE also supported by RECETOX research infrastructure (Ministry of Education, Youth and Sports of the Czech Republic: LM2018121), the CETOCOEN EXCELLENCE (CZ.02.1.01/0.0/0.0/17-043/0009632), RECETOX RI project (CZ.02.1.01/0.0/0.0/16-013/0001761). NIB funded by Health Protection Research Unit (grant code NIHR200908). SAb, SF funded by Wellcome Trust (210758/Z/18/Z).
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$a Deuschel, Jannik $u Karlsruhe Institute of Technology, Karlsruhe, Germany
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$a Wolffram, Daniel $u Karlsruhe Institute of Technology, Karlsruhe, Germany $1 https://orcid.org/0000000303183669
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$a Abbott, Sam $u London School of Hygiene & Tropical Medicine, London, United Kingdom
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$a Ullrich, Alexander $u Robert Koch Institute, Berlin, Germany
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$a Gibson, Graham $u University of Massachusetts Amherst, Amherst, United States
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$a Lange, Berit $u Helmholtz Centre for Infection Research, Braunschweig, Germany
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$a Bartolucci, Francesco $u University of Perugia, Perugia, Italy
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$a Jona Lasinio, Giovanna $u University of Rome "La Sapienza", Rome, Italy
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$a Mingione, Marco $u University of Rome "La Sapienza", Rome, Italy
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$a Farcomeni, Alessio $u University of Rome "Tor Vergata", Rome, Italy $1 https://orcid.org/0000000271045826
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$a Srivastava, Ajitesh $u University of Southern California, Los Angeles, United States
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$a Montero-Manso, Pablo $u University of Sydney, Sydney, Australia
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$a Adiga, Aniruddha $u University of Virginia, Charlottesville, United States
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$a Hurt, Benjamin $u University of Virginia, Charlottesville, United States
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$a Lewis, Bryan $u University of Virginia, Charlottesville, United States $1 https://orcid.org/0000000307936082
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$a Marathe, Madhav $u University of Virginia, Charlottesville, United States
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$a Porebski, Przemyslaw $u University of Virginia, Charlottesville, United States $1 https://orcid.org/0000000180125791
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$a Bartczuk, Rafal P $u University of Warsaw, Warsaw, Poland $1 https://orcid.org/0000000204337327
700    1_
$a Dreger, Filip $u University of Warsaw, Warsaw, Poland
700    1_
$a Gambin, Anna $u University of Warsaw, Warsaw, Poland
700    1_
$a Gogolewski, Krzysztof $u University of Warsaw, Warsaw, Poland $1 https://orcid.org/0000000155235198
700    1_
$a Gruziel-Slomka, Magdalena $u University of Warsaw, Warsaw, Poland
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$a Krupa, Bartosz $u University of Warsaw, Warsaw, Poland
700    1_
$a Moszyński, Antoni $u University of Warsaw, Warsaw, Poland
700    1_
$a Niedzielewski, Karol $u University of Warsaw, Warsaw, Poland
700    1_
$a Nowosielski, Jedrzej $u University of Warsaw, Warsaw, Poland
700    1_
$a Radwan, Maciej $u University of Warsaw, Warsaw, Poland
700    1_
$a Rakowski, Franciszek $u University of Warsaw, Warsaw, Poland
700    1_
$a Semeniuk, Marcin $u University of Warsaw, Warsaw, Poland
700    1_
$a Szczurek, Ewa $u University of Warsaw, Warsaw, Poland
700    1_
$a Zielinski, Jakub $u University of Warsaw, Warsaw, Poland $1 https://orcid.org/0000000189358137
700    1_
$a Kisielewski, Jan $u University of Warsaw, Warsaw, Poland $u University of Bialystok, Warsaw, Poland
700    1_
$a Pabjan, Barbara $u University of Wroclaw, Wroclaw, Poland
700    1_
$a Holger, Kirsten $u Universtät Leipzig, Leipzig, Germany
700    1_
$a Kheifetz, Yuri $u Universtät Leipzig, Leipzig, Germany
700    1_
$a Scholz, Markus $u Universtät Leipzig, Leipzig, Germany
700    1_
$a Przemyslaw, Biecek $u Warsaw University of Technology, Warsaw, Poland
700    1_
$a Bodych, Marcin $u Wroclaw University of Science and Technology, Wroclaw, Poland
700    1_
$a Filinski, Maciej $u Wroclaw University of Science and Technology, Wroclaw, Poland
700    1_
$a Idzikowski, Radoslaw $u Wroclaw University of Science and Technology, Wroclaw, Poland
700    1_
$a Krueger, Tyll $u Wroclaw University of Science and Technology, Wroclaw, Poland
700    1_
$a Ozanski, Tomasz $u Wroclaw University of Science and Technology, Wroclaw, Poland
700    1_
$a Bracher, Johannes $u Karlsruhe Institute of Technology, Karlsruhe, Germany
700    1_
$a Funk, Sebastian $u London School of Hygiene & Tropical Medicine, London, United Kingdom $1 https://orcid.org/0000000228423406
773    0_
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