Torres-Signes Antoni, Frías María P, Ruiz-Medina María D
Department of Statistics and Operation Research, Faculty of Sciences, University of Málaga, Málaga, Spain.
Department of Statistics and Operation Research, Faculty of Sciences, University of Jaén, Jaén, Spain.
Stoch Environ Res Risk Assess. 2021;35(12):2659-2678. doi: 10.1007/s00477-021-02021-0. Epub 2021 Apr 19.
A multiple objective space-time forecasting approach is presented involving cyclical curve log-regression, and multivariate time series spatial residual correlation analysis. Specifically, the mean quadratic loss function is minimized in the framework of trigonometric regression. While, in our subsequent spatial residual correlation analysis, maximization of the likelihood allows us to compute the posterior mode in a Bayesian multivariate time series soft-data framework. The presented approach is applied to the analysis of COVID-19 mortality in the first wave affecting the Spanish Communities, since March 8, 2020 until May 13, 2020. An empirical comparative study with Machine Learning (ML) regression, based on random -fold cross-validation, and bootstrapping confidence interval and probability density estimation, is carried out. This empirical analysis also investigates the performance of ML regression models in a hard- and soft-data frameworks. The results could be extrapolated to other counts, countries, and posterior COVID-19 waves.
The online version contains supplementary material available at 10.1007/s00477-021-02021-0.
提出了一种多目标时空预测方法,该方法涉及周期性曲线对数回归和多元时间序列空间残差相关分析。具体而言,在三角回归框架下最小化均方损失函数。同时,在我们后续的空间残差相关分析中,似然最大化使我们能够在贝叶斯多元时间序列软数据框架中计算后验模式。所提出的方法应用于分析2020年3月8日至2020年5月13日影响西班牙各自治区的第一波新冠疫情死亡情况。基于随机折叠交叉验证、自助置信区间和概率密度估计,与机器学习(ML)回归进行了实证比较研究。该实证分析还研究了ML回归模型在硬数据和软数据框架中的性能。研究结果可外推至其他计数、国家以及新冠疫情后续波次。
在线版本包含可在10.1007/s00477-021-02021-0获取的补充材料。