Comparison of ARIMA and LSTM for prediction of hemorrhagic fever at different time scales in China

Abstract

Objectives This study intends to build and compare two kinds of forecasting models at different time scales for hemorrhagic fever incidence in China. Methods Autoregressive Integrated Moving Average (ARIMA) and Long Short-Term Memory Neural Network (LSTM) were adopted to fit monthly, weekly and daily incidence of hemorrhagic fever in China from 2013 to 2018. The two models, combined and uncombined with rolling forecasts, were used to predict the incidence in 2019 to examine their stability and applicability. Results ARIMA (2, 1, 1) (0, 1, 1)12, ARIMA (1, 1, 3) (1, 1, 1)52 and ARIMA (5, 0, 1) were selected as the best fitting ARIMA model for monthly, weekly and daily incidence series, respectively. The LSTM model with 64 neurons and Stochastic Gradient Descent (SGDM) for monthly incidence, 8 neurons and Adaptive Moment Estimation (Adam) for weekly incidence, and 64 neurons and Root Mean Square Prop (RMSprop) for daily incidence were selected as the best fitting LSTM models. The values of root mean square error (RMSE), mean absolute error (MAE) and mean absolute percentage error (MAPE) of the models combined with rolling forecasts in 2019 were lower than those of the direct forecasting models for both ARIMA and LSTM. It was shown from the forecasting performance in 2019 that ARIMA was better than LSTM for monthly and weekly forecasting while the LSTM was better than ARIMA for daily forecasting in rolling forecasting models. Conclusions Both ARIMA and LSTM could be used to build a prediction model for the incidence of hemorrhagic fever. Different models might be more suitable for the incidence prediction at different time scales. The findings can provide a good reference for future selection of prediction models and establishments of early warning systems for hemorrhagic fever.