Bayesian nowcasting with leading indicators applied to COVID-19 fatalities in Sweden

The real-time analysis of infectious disease surveillance data is essential in obtaining situational awareness about the current dynamics of a major public health event such as the COVID-19 pandemic. This analysis of e.g., time-series of reported cases or fatalities is complicated by reporting delays that lead to under-reporting of the complete number of events for the most recent time points. This can lead to misconceptions by the interpreter, for instance the media or the public, as was the case with the time-series of reported fatalities during the COVID-19 pandemic in Sweden. Nowcasting methods provide real-time estimates of the complete number of events using the incomplete time-series of currently reported events and information about the reporting delays from the past. In this paper we propose a novel Bayesian nowcasting approach applied to COVID-19-related fatalities in Sweden. We incorporate additional information in the form of time-series of number of reported cases and ICU admissions as leading signals. We demonstrate with a retrospective evaluation that the inclusion of ICU admissions as a leading signal improved the nowcasting performance of case fatalities for COVID-19 in Sweden compared to existing methods.Author summary: Nowcasting methods are an essential tool to provide situational awareness in a pandemic. The methods aim to provide real-time estimates of the complete number of events using the incomplete time-series of currently reported events and the information about the reporting delays from the past. In this paper, we propose a Bayesian approach applied to COVID-19 fatalities in Sweden. We incorporate regression components into the Bayesian hierarchical model to accommodate additional information provided by leading indicators such as time-series of the number of reported cases and ICU admissions. We use a retrospective evaluation covering the second (alpha) and third (delta) wave of COVID-19 in Sweden to assess the performance of the proposed method. We demonstrate that the inclusion of ICU admissions as a regression component improved the nowcasting performance (measured by the CRPS score) of case fatalities for COVID-19 in Sweden by 3.9% compared to when this information was not incorporated into the model.