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Maximum likelihood-based extended Kalman filter for COVID-19 prediction

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  • Song, Jialu
  • Xie, Hujin
  • Gao, Bingbing
  • Zhong, Yongmin
  • Gu, Chengfan
  • Choi, Kup-Sze

Abstract

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.

Suggested Citation

  • Song, Jialu & Xie, Hujin & Gao, Bingbing & Zhong, Yongmin & Gu, Chengfan & Choi, Kup-Sze, 2021. "Maximum likelihood-based extended Kalman filter for COVID-19 prediction," Chaos, Solitons & Fractals, Elsevier, vol. 146(C).
    • Handle: RePEc:eee:chsofr:v:146:y:2021:i:c:s0960077921002769
    DOI: 10.1016/j.chaos.2021.110922
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    References listed on IDEAS

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    1. Fanelli, Duccio & Piazza, Francesco, 2020. "Analysis and forecast of COVID-19 spreading in China, Italy and France," Chaos, Solitons & Fractals, Elsevier, vol. 134(C).
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    5. Ndanguza, Denis & Mbalawata, Isambi S. & Haario, Heikki & Tchuenche, Jean M., 2017. "Analysis of bias in an Ebola epidemic model by extended Kalman filter approach," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 142(C), pages 113-129.
    6. Nkwayep, C. Hameni & Bowong, S. & Tewa, J.J. & Kurths, J., 2020. "Short-term forecasts of the COVID-19 pandemic: a study case of Cameroon," Chaos, Solitons & Fractals, Elsevier, vol. 140(C).
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    Cited by:

    1. Papageorgiou, Vasileios E. & Tsaklidis, George, 2023. "An improved epidemiological-unscented Kalman filter (hybrid SEIHCRDV-UKF) model for the prediction of COVID-19. Application on real-time data," Chaos, Solitons & Fractals, Elsevier, vol. 166(C).
    2. Cai, Junyang & Zhou, Jian, 2022. "How many asymptomatic cases were unconfirmed in the US COVID-19 pandemic? The evidence from a serological survey," Chaos, Solitons & Fractals, Elsevier, vol. 164(C).

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