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Comparative performance of hybrid model based on discrete wavelet transform and ARIMA models in prediction incidence
Kourosh Holakouie-Naieni1, Mojtaba Sepandi2, Babak Eshrati3
1Department of Epidemiology and Biostatistics, School of Public Health, Tehran University of Medical Sciences, Tehran, Iran.
Objective:
Public health surveillance is an important aspect of outbreak early warning based on prediction models. The present study compares a hybrid model based on discrete wavelet transform (DWT) and ARIMA (Autoregressive Integrated Moving Average) for predicting incidence cases due to COVID-19.
Methods:
In the current cross-sectional stuady based on time-series data, the incidence data for confirmed daily cases of COVID-19 from February 26, 2019, to April 25, 2022, were used. A hybrid model based on DWT and ARIMA and a pure ARIMA model were used to predict the trend. All analyzes were performed by MATLAB 2018, stata 2015, and Excel 2013 computer software.
Results:
Compared to the ARIMA model, the prediction results of the hybrid model were closer to the actual number of incident cases. The correlation between predicted values by the hybrid model with real data was higher than the correlation between predicted values by the ARIMA model with actual data.
Conclusions:
Discreet Wavelet decomposition of the dataset was combined with an ARIMA model and showed better performance in predicting the future trend.
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