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COVID-19 ACTIVE CASE FORECASTS IN LATIN AMERICAN COUNTRIES USING SCORE-DRIVEN MODELS

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dc.creatorPEDRO EDUARDO VIDAL GUTIÉRREZ
dc.creatorCHRISTIAN ELOY CAAMAÑO CARRILLO
dc.creatorSERGIO EDUARDO CONTRERAS ESPINOZA
dc.creatorFRANCISCO EDUARDO NOVOA MUÑOZ
dc.date2023
dc.date.accessioned2025-01-10T15:45:38Z
dc.date.available2025-01-10T15:45:38Z
dc.date.issued2023
dc.description.abstractWITH THE AIM OF MITIGATING THE DAMAGE CAUSED BY THE CORONAVIRUS DISEASE 2019 (COVID-19) PANDEMIC, IT IS IMPORTANT TO USE MODELS THAT ALLOW FORECASTING POSSIBLE NEW INFECTIONS ACCURATELY IN ORDER TO FACE THE PANDEMIC IN SPECIFIC SOCIOCULTURAL CONTEXTS IN THE BEST POSSIBLE WAY. OUR FIRST CONTRIBUTION IS EMPIRICAL. WE USE AN EXTENSIVE COVID-19 DATASET FROM NINE LATIN AMERICAN COUNTRIES FOR THE PERIOD OF 1 APRIL 2020 TO 31 DECEMBER 2021. OUR SECOND AND THIRD CONTRIBUTIONS ARE METHODOLOGICAL. WE EXTEND RELEVANT (I) STATE-SPACE MODELS WITH SCORE-DRIVEN DYNAMICS AND (II) NONLINEAR STATE-SPACE MODELS WITH UNOBSERVED COMPONENTS, RESPECTIVELY. WE USE WEEKLY SEASONAL EFFECTS, IN ADDITION TO THE LOCAL-LEVEL AND TREND FILTERS OF THE LITERATURE, FOR (I) AND (II), AND THE NEGATIVE BINOMIAL DISTRIBUTION FOR (II). WE FIND THAT THE STATISTICAL AND FORECASTING PERFORMANCES OF THE NOVEL SCORE-DRIVEN SPECIFICATIONS ARE SUPERIOR TO THOSE OF THE NONLINEAR STATE-SPACE MODELS WITH UNOBSERVED COMPONENTS MODEL, PROVIDING A POTENTIAL VALID ALTERNATIVE TO FORECASTING THE NUMBER OF POSSIBLE NEW COVID-19 INFECTIONS.
dc.formatapplication/pdf
dc.identifier.doi10.3390/math11010136
dc.identifier.issn2227-7390
dc.identifier.urihttps://repositorio.ubiobio.cl/handle/123456789/13531
dc.languagespa
dc.publisherMATHEMATICS
dc.relation.uri10.3390/math11010136
dc.rightsPUBLICADA
dc.subjectunobserved components
dc.subjectscore-driven models
dc.subjectnegative binomial distribution
dc.subjectCOVID-19
dc.titleCOVID-19 ACTIVE CASE FORECASTS IN LATIN AMERICAN COUNTRIES USING SCORE-DRIVEN MODELS
dc.typeARTÍCULO
dspace.entity.typePublication
ubb.EstadoPUBLICADA
ubb.Otra ReparticionDEPARTAMENTO DE ESTADISTICA
ubb.Otra ReparticionDEPARTAMENTO DE ESTADISTICA
ubb.Otra ReparticionDEPARTAMENTO DE ESTADISTICA
ubb.SedeCONCEPCIÓN
ubb.SedeCONCEPCIÓN
ubb.SedeCONCEPCIÓN
ubb.SedeCONCEPCIÓN
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