IDEAS home Printed from https://ideas.repec.org/a/gam/jijerp/v18y2021i16p8660-d615589.html
   My bibliography  Save this article

Empirical Evaluation of Alternative Time-Series Models for COVID-19 Forecasting in Saudi Arabia

Author

Listed:
  • Isra Al-Turaiki

    (Department of Information Technology, College of Computer and Information Sciences, King Saud University, Riyadh 11451, Saudi Arabia
    Department of Computer Science, College of Computer and Information Sciences, King Saud University, Riyadh 11451, Saudi Arabia
    First joint author.)

  • Fahad Almutlaq

    (Geography Department, College of Arts, King Saud University, Riyadh 11451, Saudi Arabia
    First joint author.)

  • Hend Alrasheed

    (Department of Information Technology, College of Computer and Information Sciences, King Saud University, Riyadh 11451, Saudi Arabia)

  • Norah Alballa

    (Department of Computer Science, College of Computer and Information Sciences, King Saud University, Riyadh 11451, Saudi Arabia)

Abstract

COVID-19 is a disease-causing coronavirus strain that emerged in December 2019 that led to an ongoing global pandemic. The ability to anticipate the pandemic’s path is critical. This is important in order to determine how to combat and track its spread. COVID-19 data is an example of time-series data where several methods can be applied for forecasting. Although various time-series forecasting models are available, it is difficult to draw broad theoretical conclusions regarding their relative merits. This paper presents an empirical evaluation of several time-series models for forecasting COVID-19 cases, recoveries, and deaths in Saudi Arabia. In particular, seven forecasting models were trained using autoregressive integrated moving average, TBATS, exponential smoothing, cubic spline, simple exponential smoothing Holt, and HoltWinters. The models were built using publicly available daily data of COVID-19 during the period of 24 March 2020 to 5 April 2021 reported in Saudi Arabia. The experimental results indicate that the ARIMA model had a smaller prediction error in forecasting confirmed cases, which is consistent with results reported in the literature, while cubic spline showed better predictions for recoveries and deaths. As more data become available, a fluctuation in the forecasting-accuracy metrics was observed, possibly due to abrupt changes in the data.

Suggested Citation

  • Isra Al-Turaiki & Fahad Almutlaq & Hend Alrasheed & Norah Alballa, 2021. "Empirical Evaluation of Alternative Time-Series Models for COVID-19 Forecasting in Saudi Arabia," IJERPH, MDPI, vol. 18(16), pages 1-19, August.
  • Handle: RePEc:gam:jijerp:v:18:y:2021:i:16:p:8660-:d:615589
    as

    Download full text from publisher

    File URL: https://www.mdpi.com/1660-4601/18/16/8660/pdf
    Download Restriction: no

    File URL: https://www.mdpi.com/1660-4601/18/16/8660/
    Download Restriction: no
    ---><---

    References listed on IDEAS

    as
    1. Peter R. Winters, 1960. "Forecasting Sales by Exponentially Weighted Moving Averages," Management Science, INFORMS, vol. 6(3), pages 324-342, April.
    2. 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).
    3. Hend Alrasheed & Alhanoof Althnian & Heba Kurdi & Heila Al-Mgren & Sulaiman Alharbi, 2020. "COVID-19 Spread in Saudi Arabia: Modeling, Simulation and Analysis," IJERPH, MDPI, vol. 17(21), pages 1-24, October.
    4. Holt, Charles C., 2004. "Forecasting seasonals and trends by exponentially weighted moving averages," International Journal of Forecasting, Elsevier, vol. 20(1), pages 5-10.
    5. C. Chatfield, 1978. "The Holt‐Winters Forecasting Procedure," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 27(3), pages 264-279, November.
    6. Fuad A Awwad & Moataz A Mohamoud & Mohamed R Abonazel, 2021. "Estimating COVID-19 cases in Makkah region of Saudi Arabia: Space-time ARIMA modeling," PLOS ONE, Public Library of Science, vol. 16(4), pages 1-16, April.
    7. Emrah Gecili & Assem Ziady & Rhonda D Szczesniak, 2021. "Forecasting COVID-19 confirmed cases, deaths and recoveries: Revisiting established time series modeling through novel applications for the USA and Italy," PLOS ONE, Public Library of Science, vol. 16(1), pages 1-11, January.
    8. Holt, Charles C., 2004. "Author's retrospective on 'Forecasting seasonals and trends by exponentially weighted moving averages'," International Journal of Forecasting, Elsevier, vol. 20(1), pages 11-13.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Meira, Erick & Cyrino Oliveira, Fernando Luiz & de Menezes, Lilian M., 2022. "Forecasting natural gas consumption using Bagging and modified regularization techniques," Energy Economics, Elsevier, vol. 106(C).
    2. Fieger, Peter & Rice, John, 2016. "Modelling Chinese Inbound Tourism Arrivals into Christchurch," MPRA Paper 75468, University Library of Munich, Germany.
    3. Albrecht, Tobias & Rausch, Theresa Maria & Derra, Nicholas Daniel, 2021. "Call me maybe: Methods and practical implementation of artificial intelligence in call center arrivals’ forecasting," Journal of Business Research, Elsevier, vol. 123(C), pages 267-278.
    4. Kosuke Kawakami & Hirokazu Kobayashi & Kazuhide Nakata, 2021. "Seasonal Inventory Management Model for Raw Materials in Steel Industry," Interfaces, INFORMS, vol. 51(4), pages 312-324, July.
    5. Andrea Kolková & Petr Rozehnal, 2022. "Hybrid demand forecasting models: pre-pandemic and pandemic use studies," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, vol. 17(3), pages 699-725, September.
    6. Feng Xu & Mohamad Sepehri & Jian Hua & Sergey Ivanov & Julius N. Anyu, 2018. "Time-Series Forecasting Models for Gasoline Prices in China," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 10(12), pages 1-43, December.
    7. Theresa Maria Rausch & Tobias Albrecht & Daniel Baier, 2022. "Beyond the beaten paths of forecasting call center arrivals: on the use of dynamic harmonic regression with predictor variables," Journal of Business Economics, Springer, vol. 92(4), pages 675-706, May.
    8. Veiga, Claudimar Pereira da & Veiga, Cássia Rita Pereira da & Puchalski, Weslly & Coelho, Leandro dos Santos & Tortato, Ubiratã, 2016. "Demand forecasting based on natural computing approaches applied to the foodstuff retail segment," Journal of Retailing and Consumer Services, Elsevier, vol. 31(C), pages 174-181.
    9. Hill, Arthur V. & Zhang, Weiyong & Burch, Gerald F., 2015. "Forecasting the forecastability quotient for inventory management," International Journal of Forecasting, Elsevier, vol. 31(3), pages 651-663.
    10. Zhen Zeng & Rachneet Kaur & Suchetha Siddagangappa & Saba Rahimi & Tucker Balch & Manuela Veloso, 2023. "Financial Time Series Forecasting using CNN and Transformer," Papers 2304.04912, arXiv.org.
    11. Maia, André Luis Santiago & de Carvalho, Francisco de A.T., 2011. "Holt's exponential smoothing and neural network models for forecasting interval-valued time series," International Journal of Forecasting, Elsevier, vol. 27(3), pages 740-759, July.
    12. Wang, Zheng-Xin & Wang, Zhi-Wei & Li, Qin, 2020. "Forecasting the industrial solar energy consumption using a novel seasonal GM(1,1) model with dynamic seasonal adjustment factors," Energy, Elsevier, vol. 200(C).
    13. Marvin Carl May & Alexander Albers & Marc David Fischer & Florian Mayerhofer & Louis Schäfer & Gisela Lanza, 2021. "Queue Length Forecasting in Complex Manufacturing Job Shops," Forecasting, MDPI, vol. 3(2), pages 1-17, May.
    14. Paris A. Mastorocostas & Constantinos S. Hilas & Dimitris N. Varsamis & Stergiani C. Dova, 2016. "Telecommunications call volume forecasting with a block-diagonal recurrent fuzzy neural network," Telecommunication Systems: Modelling, Analysis, Design and Management, Springer, vol. 63(1), pages 15-25, September.
    15. Sabaj, Ernil & Kahveci, Mustafa, 2018. "Forecasting tax revenues in an emerging economy: The case of Albania," MPRA Paper 84404, University Library of Munich, Germany.
    16. Maia, André Luis Santiago & de Carvalho, Francisco de A.T., 2011. "Holt’s exponential smoothing and neural network models for forecasting interval-valued time series," International Journal of Forecasting, Elsevier, vol. 27(3), pages 740-759.
    17. Dalton Garcia Borges de Souza & Erivelton Antonio dos Santos & Francisco Tarcísio Alves Júnior & Mariá Cristina Vasconcelos Nascimento, 2021. "On Comparing Cross-Validated Forecasting Models with a Novel Fuzzy-TOPSIS Metric: A COVID-19 Case Study," Sustainability, MDPI, vol. 13(24), pages 1-25, December.
    18. Felipe Santos‐Marquez, 2022. "Spatial beta‐convergence forecasting models: Evidence from municipal homicide rates in Colombia," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(2), pages 294-302, March.
    19. Rice, William L. & Park, So Young & Pan, Bing & Newman, Peter, 2019. "Forecasting campground demand in US national parks," Annals of Tourism Research, Elsevier, vol. 75(C), pages 424-438.
    20. Stefan Mihai Petrea & Cristina Zamfir & Ira Adeline Simionov & Alina Mogodan & Florian Marcel Nuţă & Adrian Turek Rahoveanu & Dumitru Nancu & Dragos Sebastian Cristea & Florin Marian Buhociu, 2021. "A Forecasting and Prediction Methodology for Improving the Blue Economy Resilience to Climate Change in the Romanian Lower Danube Euroregion," Sustainability, MDPI, vol. 13(21), pages 1-36, October.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:gam:jijerp:v:18:y:2021:i:16:p:8660-:d:615589. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: MDPI Indexing Manager (email available below). General contact details of provider: https://www.mdpi.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.