ensemble forecast
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One of the most common statistical analyses in experimental psychology concerns the comparison of two means using the frequentist t test. However, frequentist t tests do not quantify evidence and require various assumption tests. Recently, popularized Bayesian t tests do quantify evidence, but these were developed for scenarios where the two populations are assumed to have the same variance. As an alternative to both methods, we outline a comprehensive t test framework based on Bayesian model averaging. This new t test framework simultaneously takes into account models that assume equal and unequal variances, and models that use t-likelihoods to improve robustness to outliers. The resulting inference is based on a weighted average across the entire model ensemble, with higher weights assigned to models that predicted the observed data well. This new t test framework provides an integrated approach to assumption checks and inference by applying a series of pertinent models to the data simultaneously rather than sequentially. The integrated Bayesian model-averaged t tests achieve robustness without having to commit to a single model following a series of assumption checks. To facilitate practical applications, we provide user-friendly implementations in JASP and via the RoBTT package in R . A tutorial video is available at https://www.youtube.com/watch?v=EcuzGTIcorQ.
- MeSH
- Bayesova věta MeSH
- experimentální psychologie * metody MeSH
- interpretace statistických dat MeSH
- lidé MeSH
- statistické modely * MeSH
- Check Tag
- lidé MeSH
- Publikační typ
- časopisecké články MeSH
- přehledy MeSH
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).
- MeSH
- COVID-19 * diagnóza epidemiologie MeSH
- epidemie * MeSH
- infekční nemoci * MeSH
- lidé MeSH
- předpověď MeSH
- retrospektivní studie MeSH
- statistické modely MeSH
- Check Tag
- lidé MeSH
- Publikační typ
- časopisecké články MeSH
- práce podpořená grantem MeSH
- Research Support, N.I.H., Extramural MeSH
- Research Support, U.S. Gov't, Non-P.H.S. MeSH
- Research Support, U.S. Gov't, P.H.S. MeSH
Short-term probabilistic forecasts of the trajectory of the COVID-19 pandemic in the United States have served as a visible and important communication channel between the scientific modeling community and both the general public and decision-makers. Forecasting models provide specific, quantitative, and evaluable predictions that inform short-term decisions such as healthcare staffing needs, school closures, and allocation of medical supplies. Starting in April 2020, the US COVID-19 Forecast Hub (https://covid19forecasthub.org/) collected, disseminated, and synthesized tens of millions of specific predictions from more than 90 different academic, industry, and independent research groups. A multimodel ensemble forecast that combined predictions from dozens of groups every week provided the most consistently accurate probabilistic forecasts of incident deaths due to COVID-19 at the state and national level from April 2020 through October 2021. The performance of 27 individual models that submitted complete forecasts of COVID-19 deaths consistently throughout this year showed high variability in forecast skill across time, geospatial units, and forecast horizons. Two-thirds of the models evaluated showed better accuracy than a naïve baseline model. Forecast accuracy degraded as models made predictions further into the future, with probabilistic error at a 20-wk horizon three to five times larger than when predicting at a 1-wk horizon. This project underscores the role that collaboration and active coordination between governmental public-health agencies, academic modeling teams, and industry partners can play in developing modern modeling capabilities to support local, state, and federal response to outbreaks.
- MeSH
- COVID-19 * mortalita MeSH
- lidé MeSH
- pandemie MeSH
- pravděpodobnost MeSH
- předpověď MeSH
- správnost dat MeSH
- veřejné zdravotnictví trendy MeSH
- Check Tag
- lidé MeSH
- Publikační typ
- časopisecké články MeSH
- Geografické názvy
- Spojené státy americké MeSH
Cyber-attack detection via on-gadget embedded models and cloud systems are widely used for the Internet of Medical Things (IoMT). The former has a limited computation ability, whereas the latter has a long detection time. Fog-based attack detection is alternatively used to overcome these problems. However, the current fog-based systems cannot handle the ever-increasing IoMT's big data. Moreover, they are not lightweight and are designed for network attack detection only. In this work, a hybrid (for host and network) lightweight system is proposed for early attack detection in the IoMT fog. In an adaptive online setting, six different incremental classifiers were implemented, namely a novel Weighted Hoeffding Tree Ensemble (WHTE), Incremental K-Nearest Neighbors (IKNN), Incremental Naïve Bayes (INB), Hoeffding Tree Majority Class (HTMC), Hoeffding Tree Naïve Bayes (HTNB), and Hoeffding Tree Naïve Bayes Adaptive (HTNBA). The system was benchmarked with seven heterogeneous sensors and a NetFlow data infected with nine types of recent attack. The results showed that the proposed system worked well on the lightweight fog devices with ~100% accuracy, a low detection time, and a low memory usage of less than 6 MiB. The single-criteria comparative analysis showed that the WHTE ensemble was more accurate and was less sensitive to the concept drift.
- MeSH
- Bayesova věta MeSH
- big data MeSH
- časná diagnóza MeSH
- internet věcí * MeSH
- Publikační typ
- časopisecké články MeSH
... missions de la creation recente d’une direction des afTaires internationales dans le plus grand ensemble ... ... Estimating and Forecasting Morbidity due to Cardio-vascular Disease in the Netherlands. ... ... PEGAS - Interactive System for Forecasting Health Care Development. Raisova A., Rusnak M. ...
1589 s. : il. ; 24 cm