Markov switching integer‐valued generalized auto‐regressive conditional heteroscedastic models for dengue counts

Zika emergence, persistence, and transmission rate in Colombia: a nationwide application of a space-time Markov switching model

Zika, a viral disease transmitted to humans by Aedes mosquitoes, emerged in the Americas in 2015, causing large-scale epidemics. Colombia alone reported over 72,000 Zika cases between 2015 and 2016. Using national surveillance data from 1121 municipalities over 70 weeks, we identified sociodemographic and environmental factors associated with Zika's emergence, re-emergence, persistence, and transmission intensity in Colombia. We fitted a zero-state Markov-switching model under the Bayesian framework, assuming Zika switched between periods of presence and absence according to spatially and temporally varying probabilities of emergence/re-emergence (from absence to presence) and persistence (from presence to presence). These probabilities were assumed to follow a series of mixed multiple logistic regressions. When Zika was present, assuming that the cases follow a negative binomial distribution, we estimated the transmission intensity rate. Our results indicate that Zika emerged/re-emerged sooner and that transmission was intensified in municipalities that were more densely populated, at lower altitudes and/or with less vegetation cover. Warmer temperatures and less weekly-accumulated rain were also associated with Zika emergence. Zika cases persisted for longer in more densely populated areas with more cases reported in the previous week. Overall, population density, elevation, and temperature were identified as the main contributors to the first Zika epidemic in Colombia. We also estimated the probability of Zika presence by municipality and week, and the results suggest that the disease circulated undetected by the surveillance system on many occasions. Our results offer insights into priority areas for public health interventions against emerging and re-emerging Aedes-borne diseases.

A Systematic Review of INGARCH Models for Integer-Valued Time Series

Count time series are widely available in fields such as epidemiology, finance, meteorology, and sports, and thus there is a growing demand for both methodological and application-oriented research on such data. This paper reviews recent developments in integer-valued generalized autoregressive conditional heteroscedasticity (INGARCH) models over the past five years, focusing on data types including unbounded non-negative counts, bounded non-negative counts, Z-valued time series and multivariate counts. For each type of data, our review follows the three main lines of model innovation, methodological development, and expansion of application areas. We attempt to summarize the recent methodological developments of INGARCH models for each data type for the integration of the whole INGARCH modeling field and suggest some potential research topics.

Bayesian modelling of integer-valued transfer function models

External events are commonly known as interventions that often affect times series of counts. This research introduces a class of transfer function models that include four different types of interventions on integer-valued time series: abrupt start and abrupt decay (additive outlier), abrupt start and gradual decay (transient shift), abrupt start and permanent effect (level shift) and gradual start and permanent effect. We propose integer-valued transfer function models incorporating a generalized Poisson, log-linear generalized Poisson or negative binomial to estimate and detect these four types of interventions in a time series of counts. Utilizing Bayesian methods, which are adaptive Markov chain Monte Carlo (MCMC) algorithms to obtain the estimation, we further employ deviance information criterion (DIC), posterior odd ratios and mean squared standardized residual for model comparisons. As an illustration, this study evaluates the effectiveness of our methods through a simulation study and application to crime data in Albury City, New South Wales (NSW) Australia. Simulation results show that the MCMC procedure is reasonably effective. The empirical outcome also reveals that the proposed models are able to successfully detect the locations and type of interventions.

Monitoring Parameter Change for Time Series Models of Counts Based on Minimum Density Power Divergence Estimator

In this study, we consider an online monitoring procedure to detect a parameter change for integer-valued generalized autoregressive heteroscedastic (INGARCH) models whose conditional density of present observations over past information follows one parameter exponential family distributions. For this purpose, we use the cumulative sum (CUSUM) of score functions deduced from the objective functions, constructed for the minimum power divergence estimator (MDPDE) that includes the maximum likelihood estimator (MLE), to diminish the influence of outliers. It is well-known that compared to the MLE, the MDPDE is robust against outliers with little loss of efficiency. This robustness property is properly inherited by the proposed monitoring procedure. A simulation study and real data analysis are conducted to affirm the validity of our method.

A Bayesian Monte Carlo approach for predicting the spread of infectious diseases

In this paper, a simple yet interpretable, probabilistic model is proposed for the prediction of reported case counts of infectious diseases. A spatio-temporal kernel is derived from training data to capture the typical interaction effects of reported infections across time and space, which provides insight into the dynamics of the spread of infectious diseases. Testing the model on a one-week-ahead prediction task for campylobacteriosis and rotavirus infections across Germany, as well as Lyme borreliosis across the federal state of Bavaria, shows that the proposed model performs on-par with the state-of-the-art hhh4 model. However, it provides a full posterior distribution over parameters in addition to model predictions, which aides in the assessment of the model. The employed Bayesian Monte Carlo regression framework is easily extensible and allows for incorporating prior domain knowledge, which makes it suitable for use on limited, yet complex datasets as often encountered in epidemiology.

Bayesian modelling of nonlinear negative binomial integer-valued GARCHX models

This study focuses on modelling dengue cases in northeastern Thailand through two meteorological covariates: cumulative rainfall and average maximum temperature. We propose two nonlinear integer-valued GARCHX models (Markov switching and threshold specification) with a negative binomial distribution, as they take into account the stylized features of weekly dengue haemorrhagic fever cases, which contain nonlinear dynamics, lagged dependence, overdispersion, consecutive zeros and asymmetric effects of meteorological covariates. We conduct parameter estimation and one-step-ahead forecasting for two proposed models based on Bayesian Markov chain Monte Carlo (MCMC) methods. A simulation study illustrates that the adaptive MCMC sampling scheme performs well. The empirical results offer strong support for the Markov switching integer-valued GARCHX model over its competitors via Bayes factor and deviance information criterion. We also provide one-step-ahead forecasting based on the prediction interval that offers a useful early warning signal of outbreak detection.