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应用 SARIMA、ETS 和混合模型预测台湾的结核病发病率。

Applying SARIMA, ETS, and hybrid models for prediction of tuberculosis incidence rate in Taiwan.

机构信息

Taiwan Centers for Disease Control, Taipei, Taiwan.

出版信息

PeerJ. 2022 Sep 21;10:e13117. doi: 10.7717/peerj.13117. eCollection 2022.

Abstract

BACKGROUND

Tuberculosis (TB) remained one of the world's most deadly chronic communicable diseases. Future TB incidence prediction is a benefit for intervention options and resource-allocation planning. We aimed to develop rapid univariate prediction models for epidemics forecasting employment.

METHODS

The surveillance data regarding Taiwan monthly TB incidence rates which from January 2005 to June 2017 were utilized for simulation modelling and from July 2017 to December 2020 for model validation. The modeling approaches including the Seasonal Autoregressive Integrated Moving Average (SARIMA), the Exponential Smoothing (ETS), and SARIMA-ETS hybrid algorithms were constructed and compared. The modeling performance of in-sample simulating training sets and pseudo-out-of-sample validating sets were evaluated by metrics of the root mean square error (RMSE), mean absolute percentage error (MAPE), mean absolute error (MAE), and mean absolute scaled error (MASE).

RESULTS

A total of 191,526 TB cases with a highest incidence rate in 2005 (72.5 per 100,000 person-year) and lowest in 2020 (33.2 per 100,000 person-year), from January-2005 to December-2020 showed a seasonality and steadily declining trend in Taiwan. The monthly incidence rates data were utilized to formulate these forecasting models. Through stepwise screening and assessing of the accuracy metrics, the optimized SARIMA(3,0,0)(2,1,0), ETS(A,A,A) and SARIMA-ETS-hybrid models were respectively selected as the candidate models. Regarding the outcome assessment of model performance, the SARIMA-ETS-hybrid model outperformed the ARIMA and ETS in the short term prediction with metrics of RMSE, MAE MAPE, and MASE of 0.084%, 0.067%, 0.646%, and 0.870%, during the pseudo-out-of-sample forecasting period. After projecting ahead to the long term forecasting TB incidence rates, ETS model showed the best performance resulting as a 41.69% (range: 22.1-56.38%) reduction of TB epidemics in 2025 and a 54.48% (range: 33.7-68.7%) reduction in 2030 compared with the 2015 levels.

CONCLUSION

This time series modeling might offer us a rapid surveillance tool for facilitating WHO's future TB elimination milestone. Our proposed SARIMA-ETS or ETS model outperformed the SARIMA in predicting less or 12-30 months ahead of epidemics, and all models showed better in short or medium-term forecasting than long-term forecasting.

摘要

背景

结核病(TB)仍然是世界上最致命的慢性传染病之一。未来结核病发病率的预测有助于选择干预措施和规划资源分配。我们旨在开发快速的单变量预测模型,以进行传染病预测。

方法

利用 2005 年 1 月至 2017 年 6 月的台湾每月结核病发病率监测数据进行模拟建模,利用 2017 年 7 月至 2020 年 12 月的数据进行模型验证。建模方法包括季节性自回归综合移动平均(SARIMA)、指数平滑(ETS)和 SARIMA-ETS 混合算法,并进行了比较。通过均方根误差(RMSE)、平均绝对百分比误差(MAPE)、平均绝对误差(MAE)和平均绝对标准化误差(MASE)等指标评估了模型在训练集和验证集上的性能。

结果

共纳入 191526 例结核病病例,发病率最高的年份是 2005 年(72.5/10 万),发病率最低的年份是 2020 年(33.2/10 万)。从 2005 年 1 月至 2020 年 12 月,台湾的结核病发病率呈季节性和下降趋势。利用每月的发病率数据来制定这些预测模型。通过逐步筛选和评估准确性指标,选择 SARIMA(3,0,0)(2,1,0)、ETS(A,A,A)和 SARIMA-ETS 混合模型作为候选模型。在模型性能评估方面,SARIMA-ETS 混合模型在短期预测中的 RMSE、MAE、MAPE 和 MASE 指标均优于 SARIMA 和 ETS,在伪外推预测期间分别为 0.084%、0.067%、0.646%和 0.870%。在对结核病发病率进行长期预测后,ETS 模型表现最佳,预计到 2025 年结核病流行将减少 41.69%(范围:22.1-56.38%),到 2030 年将减少 54.48%(范围:33.7-68.7%),与 2015 年相比。

结论

本时间序列模型可为世界卫生组织(WHO)未来的结核病消除目标提供快速监测工具。与 SARIMA 相比,SARIMA-ETS 或 ETS 模型在预测未来 12-30 个月的疫情方面表现更好,并且在短期或中期预测方面优于长期预测。

https://cdn.ncbi.nlm.nih.gov/pmc/blobs/9e12/9508881/0f3183ca35e6/peerj-10-13117-g001.jpg

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