Forecasting the Active Cases of COVID-19 via a New Stochastic Rayleigh Diffusion Process

In this work, we study the possibility of using a new non-homogeneous stochastic diffusion process based on the Rayleigh density function to model the evolution of the active cases of COVID-19 in Morocco. First, the main probabilistic characteristics and analytic expression of the proposed process a...

Full description

Bibliographic Details
Main Authors: Ahmed Nafidi, Yassine Chakroune, Ramón Gutiérrez-Sánchez, Abdessamad Tridane
Format: Article
Language:English
Published: MDPI AG 2023-08-01
Series:Fractal and Fractional
Subjects:
Online Access:https://www.mdpi.com/2504-3110/7/9/660
_version_ 1797580010803953664
author Ahmed Nafidi
Yassine Chakroune
Ramón Gutiérrez-Sánchez
Abdessamad Tridane
author_facet Ahmed Nafidi
Yassine Chakroune
Ramón Gutiérrez-Sánchez
Abdessamad Tridane
author_sort Ahmed Nafidi
collection DOAJ
description In this work, we study the possibility of using a new non-homogeneous stochastic diffusion process based on the Rayleigh density function to model the evolution of the active cases of COVID-19 in Morocco. First, the main probabilistic characteristics and analytic expression of the proposed process are obtained. Next, the parameters of the model are estimated by the maximum likelihood methodology. This estimation and the subsequent statistical inference are based on the discrete observation of the variable <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><mrow><mi>x</mi><mo>(</mo><mi>t</mi><mo>)</mo></mrow></semantics></math></inline-formula> “number of active cases of COVID-19 in Morocco” by using the data for the period of 28 January to 4 March 2022. Then, we analyze the mean functions by using simulated data for fit and forecast purposes. Finally, we explore the illustration of using this new process to fit and forecast the active cases of COVID-19 data.
first_indexed 2024-03-10T22:44:16Z
format Article
id doaj.art-581bf4c83eef4571a6528e074a9c1653
institution Directory Open Access Journal
issn 2504-3110
language English
last_indexed 2024-03-10T22:44:16Z
publishDate 2023-08-01
publisher MDPI AG
record_format Article
series Fractal and Fractional
spelling doaj.art-581bf4c83eef4571a6528e074a9c16532023-11-19T10:48:25ZengMDPI AGFractal and Fractional2504-31102023-08-017966010.3390/fractalfract7090660Forecasting the Active Cases of COVID-19 via a New Stochastic Rayleigh Diffusion ProcessAhmed Nafidi0Yassine Chakroune1Ramón Gutiérrez-Sánchez2Abdessamad Tridane3Laboratory of Systems Modelization and Analysis for Decision Support, Department of Mathematics and Computer Science, National School of Applied Science, Hassan First University of Settat, B.P. 218, 26103 Berrechid, MoroccoLaboratory of Systems Modelization and Analysis for Decision Support, Department of Mathematics and Computer Science, National School of Applied Science, Hassan First University of Settat, B.P. 218, 26103 Berrechid, MoroccoDepartment of Statistics and Operational Research, Facultad de Ciencias, Compus Fuente Nueva de University of Granada, 18071 Granada, SpainDepartment of Mathematical Sciences, College of Science, United Arab Emirates University, Al Ain 15551, United Arab EmiratesIn this work, we study the possibility of using a new non-homogeneous stochastic diffusion process based on the Rayleigh density function to model the evolution of the active cases of COVID-19 in Morocco. First, the main probabilistic characteristics and analytic expression of the proposed process are obtained. Next, the parameters of the model are estimated by the maximum likelihood methodology. This estimation and the subsequent statistical inference are based on the discrete observation of the variable <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><mrow><mi>x</mi><mo>(</mo><mi>t</mi><mo>)</mo></mrow></semantics></math></inline-formula> “number of active cases of COVID-19 in Morocco” by using the data for the period of 28 January to 4 March 2022. Then, we analyze the mean functions by using simulated data for fit and forecast purposes. Finally, we explore the illustration of using this new process to fit and forecast the active cases of COVID-19 data.https://www.mdpi.com/2504-3110/7/9/660Rayleigh distributiondiffusion process estimationmean functionsimulated annealingCOVID-19
spellingShingle Ahmed Nafidi
Yassine Chakroune
Ramón Gutiérrez-Sánchez
Abdessamad Tridane
Forecasting the Active Cases of COVID-19 via a New Stochastic Rayleigh Diffusion Process
Fractal and Fractional
Rayleigh distribution
diffusion process estimation
mean function
simulated annealing
COVID-19
title Forecasting the Active Cases of COVID-19 via a New Stochastic Rayleigh Diffusion Process
title_full Forecasting the Active Cases of COVID-19 via a New Stochastic Rayleigh Diffusion Process
title_fullStr Forecasting the Active Cases of COVID-19 via a New Stochastic Rayleigh Diffusion Process
title_full_unstemmed Forecasting the Active Cases of COVID-19 via a New Stochastic Rayleigh Diffusion Process
title_short Forecasting the Active Cases of COVID-19 via a New Stochastic Rayleigh Diffusion Process
title_sort forecasting the active cases of covid 19 via a new stochastic rayleigh diffusion process
topic Rayleigh distribution
diffusion process estimation
mean function
simulated annealing
COVID-19
url https://www.mdpi.com/2504-3110/7/9/660
work_keys_str_mv AT ahmednafidi forecastingtheactivecasesofcovid19viaanewstochasticrayleighdiffusionprocess
AT yassinechakroune forecastingtheactivecasesofcovid19viaanewstochasticrayleighdiffusionprocess
AT ramongutierrezsanchez forecastingtheactivecasesofcovid19viaanewstochasticrayleighdiffusionprocess
AT abdessamadtridane forecastingtheactivecasesofcovid19viaanewstochasticrayleighdiffusionprocess