SARIMA Model Forecasting Performance of the COVID-19 Daily Statistics in Thailand during the Omicron Variant Epidemic

Abstract

This study aims to identify and evaluate a robust and replicable public health predictive model that can be applied to the COVID-19 time-series dataset, and to compare the model performance after performing the 7-day, 14-day, and 28-day forecast interval. The seasonal autoregressive integrated moving average (SARIMA) model was developed and validated using a Thailand COVID-19 open dataset from 1 December 2021 to 30 April 2022, during the Omicron variant outbreak. The SARIMA model with a non-statistically significant p-value of the Ljung–Box test, the lowest AIC, and the lowest RMSE was selected from the top five candidates for model validation. The selected models were validated using the 7-day, 14-day, and 28-day forward-chaining cross validation method. The model performance matrix for each forecast interval was evaluated and compared. The case fatality rate and mortality rate of the COVID-19 Omicron variant were estimated from the best performance model. The study points out the importance of different time interval forecasting that affects the model performance.

Keywords

• time-series forecasting
• seasonal ARIMA
• SARIMA
• COVID-19
• coronavirus
• predictive modeling