Background
It is well known that deep learning (DL) models often struggle with low prediction performance due to data scarcity. This scarcity hampers the effectiveness of DL methods that typically require large datasets to generate reliable forecasts. Recently, several DL models have been proposed for predicting the spread of COVID-19. These models are country specific models and thus use the COVID-19 data only from the target country. To improve COVID-19 forecasting using DL models, we propose multivariate DL models using the additional data available from other countries.
Methods
Based on the rankings determined by Dynamic Time Warping (DTW) distance, which calculates the similarity of infection trends across countries, univariate DL models using only the target country data were extended to multivariate models which integrated data from the top-ranked countries to optimize performance. We considered seven DL models including the Transformer model, TCN, CNN-LSTM, BiLSTM, GRU, RNN, and LSTM.
Results
Our results showed that the multivariate transformer model achieved the most significant improvements in forecasting accuracy, with an average reduction of 60.15% in mean root mean square error (RMSE) across the five target countries and five time periods when integrating data from additional countries, compared to univariate models using only the target country data. Additionally, multivariate transformer models consistently demonstrated significant improvements over univariate models in terms of mean RMSE, as evidenced by the Diebold-Mariano test. Other multivariate DL models also showed performance gains, with the TCN model achieving an average reduction in RMSE of 36.28%, followed by CNN-LSTM at 29.47%, BiLSTM at 21.07%, GRU at 21.43%, RNN at 17.46%, and LSTM at 16.38%.
Conclusions
These findings indicate that leveraging similar infection patterns from data of other countries can provide valuable information for predicting the COVID-19 spread in the target country, especially when data is scarce, thereby enhancing forecasting performance.