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Modeling and forecasting the spread and death rate of coronavirus (COVID-19) in the world using time series models

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  • Maleki, Mohsen
  • Mahmoudi, Mohammad Reza
  • Heydari, Mohammad Hossein
  • Pho, Kim-Hung

Abstract

Coronaviruses are a huge family of viruses that affect neurological, gastrointestinal, hepatic and respiratory systems. The numbers of confirmed cases are increased daily in different countries, especially in Unites State America, Spain, Italy, Germany, China, Iran, South Korea and others. The spread of the COVID-19 has many dangers and needs strict special plans and policies. Therefore, to consider the plans and policies, the predicting and forecasting the future confirmed cases are critical. The time series models are useful to model data that are gathered and indexed by time. Symmetry of error's distribution is an essential condition in classical time series. But there exist cases in the real practical world that assumption of symmetric distribution of the error terms is not satisfactory. In our methodology, the distribution of the error has been considered to be two-piece scale mixtures of normal (TP–SMN). The proposed time series models works well than ordinary Gaussian and symmetry models (especially for COVID-19 datasets), and were fitted initially to the historical COVID-19 datasets. Then, the time series that has the best fit to each of the dataset is selected. Finally, the selected models are applied to predict the number of confirmed cases and the death rate of COVID-19 in the world.

Suggested Citation

  • Maleki, Mohsen & Mahmoudi, Mohammad Reza & Heydari, Mohammad Hossein & Pho, Kim-Hung, 2020. "Modeling and forecasting the spread and death rate of coronavirus (COVID-19) in the world using time series models," Chaos, Solitons & Fractals, Elsevier, vol. 140(C).
  • Handle: RePEc:eee:chsofr:v:140:y:2020:i:c:s0960077920305476
    DOI: 10.1016/j.chaos.2020.110151
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    References listed on IDEAS

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    1. Mohsen Maleki & Mohammad Reza Mahmoudi, 2017. "Two-Piece location-scale distributions based on scale mixtures of normal family," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 46(24), pages 12356-12369, December.
    2. Mohammad Reza Mahmoudi & Mohsen Maleki, 2017. "A new method to detect periodically correlated structure," Computational Statistics, Springer, vol. 32(4), pages 1569-1581, December.
    3. A. Hajrajabi & M. Maleki, 2019. "Nonlinear semiparametric autoregressive model with finite mixtures of scale mixtures of skew normal innovations," Journal of Applied Statistics, Taylor & Francis Journals, vol. 46(11), pages 2010-2029, August.
    4. Jimmy Boon Som Ong & Mark I-Cheng Chen & Alex R Cook & Huey Chyi Lee & Vernon J Lee & Raymond Tzer Pin Lin & Paul Ananth Tambyah & Lee Gan Goh, 2010. "Real-Time Epidemic Monitoring and Forecasting of H1N1-2009 Using Influenza-Like Illness from General Practice and Family Doctor Clinics in Singapore," PLOS ONE, Public Library of Science, vol. 5(4), pages 1-11, April.
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    4. Schaum, A. & Bernal-Jaquez, R. & Alarcon Ramos, L., 2022. "Data-assimilation and state estimation for contact-based spreading processes using the ensemble kalman filter: Application to COVID-19," Chaos, Solitons & Fractals, Elsevier, vol. 157(C).
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