Model: University of Sydney Forecast Lab - USyd-OneModelMan

    Name: One Model by Manifold Embedding
    Abbreviation: USyd-OneModelMan
    Owner: epiforecasts
    Team name: University of Sydney Forecast Lab
    Description: A single autoregressive model fit jointly to all European time series, adding time series from the top regions across the world. A high-dimensional manifold embedding is used capture the process.
    Contributors: Pablo Montero Manso (University of Sydney) <pablo.monteromanso@sydney.edu.au>
    License: Creative Commons Attribution 4.0
    Notes: primary
    Citation: https://arxiv.org/abs/2008.00444
    Methods: The information of multiple time series can be shared in a single model via a large dimensional manifold embedding. In addition to Europe death series, the regions with the largest average daily deaths are added to reduce the variance of the model estimation and share information (the regions more advanced in the pandemic can help forecast the others). Each time series is time-delay embedded and stacked together before for fitting a single linear autoregressive model. The dimension of the embedding is tuned by temporal validation, the best dimension of the last 4 weeks. This methodology has been successfully applied in the ensemble forecast efforts of Spain and Australia. See citation for detailed description and statistical properties.
    Home: https://github.com/pmontman/covid19forec
    Auxiliary data: Missing

    Forecasts (38)

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