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Evaluating epidemic forecasts in an interval format.

Johannes Bracher1,2, Evan L Ray3, Tilmann Gneiting2,4

  • 1Chair of Statistics and Econometrics, Karlsruhe Institute of Technology (KIT), Karlsruhe, Germany.

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Summary
This summary is machine-generated.

Evaluating COVID-19 forecasts is crucial. This study introduces the weighted interval score to assess interval forecasts, offering insights into accuracy and prediction intervals for epidemic modeling.

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Area of Science:

  • Epidemiology
  • Biostatistics
  • Public Health

Background:

  • COVID-19 pandemic necessitates accurate forecasting of cases, hospitalizations, and deaths.
  • Forecasts are often provided as central predictive intervals, limiting standard evaluation metrics.
  • Existing metrics like the logarithmic score require full predictive distributions, which are not always available.

Purpose of the Study:

  • To adapt established methods for evaluating quantile and interval forecasts to epidemic predictions.
  • To introduce and explain the weighted interval score for assessing probabilistic epidemic forecasts.
  • To provide a framework for interpreting forecast accuracy using interval-based metrics.

Main Methods:

  • Application of established quantile and interval forecast evaluation techniques.
  • Detailed discussion on the computation and interpretation of the weighted interval score.
  • Demonstration of weighted interval score's utility in analyzing COVID-19 forecasts.

Main Results:

  • The weighted interval score is a proper score that approximates the continuous ranked probability score.
  • It generalizes absolute error to probabilistic forecasts.
  • The score allows for decomposition into sharpness and penalties for over/underprediction.

Conclusions:

  • The weighted interval score is a valuable tool for evaluating epidemic forecasts presented as intervals.
  • This method enhances the assessment of forecast reliability in public health.
  • It provides a more nuanced understanding of forecast performance beyond simple point estimates.