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Published on: July 26, 2019
Retrospective evaluation of trained and untrained probabilistic ensemble forecasts for influenza hospital admissions
Aaron M Frutos1,2, Annabella Hines1,3, Li Shandross4
1Influenza Division, National Center for Immunization and Respiratory Diseases, Centers for Disease Control and Prevention, United States.
Abstract:
The United States Centers for Disease Control and Prevention (CDC) coordinates influenza forecasting efforts with approximately 30 academic and industry teams and combines their short-term, weekly forecasts into an ensemble forecast to improve accuracy and increase utility. To investigate the accuracy of trained ensemble methods for forecasting confirmed influenza hospital admissions, we retrospectively compared ensembles trained on past forecast performance of submitting teams during the 2022-23, 2023-24, and 2024-25 influenza seasons to the untrained ensemble used during each season. Forecasts are based on laboratory-confirmed influenza hospital admission data from CDC's National Healthcare Safety Network. For each week from October 2022-April 2023, October 2023-April 2024, and November 2024-May 2025, we produced three trained median and three trained mean ensembles that weight individual forecasts based on their weighted interval score (WIS) during the prior 2, 4, or 6 weeks of performance. We evaluated the trained and untrained ensembles using prediction interval coverage and the WIS. Compared to the untrained ensemble, multiple trained ensemble performed better in each season and across jurisdictions, although the best performing ensemble differed. As this is an analysis of only three influenza seasons, we will continue to evaluate ensemble performance over subsequent seasons to see if consistent patterns emerge in the performance of different methods to train ensembles.
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However, the point estimate is most likely not the exact value of the population parameter, but close to it. After calculating point estimates, we construct interval estimates, called confidence intervals or prediction intervals. This prediction interval comprises a range of values unlike the point estimate and is a better predictor of the observed sample value, y.