Evaluating epidemic forecasts in an interval format.

For practical reasons, many forecasts of case, hospitalization, and death counts in the context of the current Coronavirus Disease 2019 (COVID-19) pandemic are issued in the form of central predictive intervals at various levels. This is also the case for the forecasts collected in the COVID-19 Fore...

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Main Authors: Johannes Bracher, Evan L Ray, Tilmann Gneiting, Nicholas G Reich
Format: Article
Language:English
Published: Public Library of Science (PLoS) 2021-02-01
Series:PLoS Computational Biology
Online Access:https://doi.org/10.1371/journal.pcbi.1008618
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author Johannes Bracher
Evan L Ray
Tilmann Gneiting
Nicholas G Reich
author_facet Johannes Bracher
Evan L Ray
Tilmann Gneiting
Nicholas G Reich
author_sort Johannes Bracher
collection DOAJ
description For practical reasons, many forecasts of case, hospitalization, and death counts in the context of the current Coronavirus Disease 2019 (COVID-19) pandemic are issued in the form of central predictive intervals at various levels. This is also the case for the forecasts collected in the COVID-19 Forecast Hub (https://covid19forecasthub.org/). Forecast evaluation metrics like the logarithmic score, which has been applied in several infectious disease forecasting challenges, are then not available as they require full predictive distributions. This article provides an overview of how established methods for the evaluation of quantile and interval forecasts can be applied to epidemic forecasts in this format. Specifically, we discuss the computation and interpretation of the weighted interval score, which is a proper score that approximates the continuous ranked probability score. It can be interpreted as a generalization of the absolute error to probabilistic forecasts and allows for a decomposition into a measure of sharpness and penalties for over- and underprediction.
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spelling doaj.art-ca7ae5c7d221495d83bd6ed87855f3692022-12-22T02:32:21ZengPublic Library of Science (PLoS)PLoS Computational Biology1553-734X1553-73582021-02-01172e100861810.1371/journal.pcbi.1008618Evaluating epidemic forecasts in an interval format.Johannes BracherEvan L RayTilmann GneitingNicholas G ReichFor practical reasons, many forecasts of case, hospitalization, and death counts in the context of the current Coronavirus Disease 2019 (COVID-19) pandemic are issued in the form of central predictive intervals at various levels. This is also the case for the forecasts collected in the COVID-19 Forecast Hub (https://covid19forecasthub.org/). Forecast evaluation metrics like the logarithmic score, which has been applied in several infectious disease forecasting challenges, are then not available as they require full predictive distributions. This article provides an overview of how established methods for the evaluation of quantile and interval forecasts can be applied to epidemic forecasts in this format. Specifically, we discuss the computation and interpretation of the weighted interval score, which is a proper score that approximates the continuous ranked probability score. It can be interpreted as a generalization of the absolute error to probabilistic forecasts and allows for a decomposition into a measure of sharpness and penalties for over- and underprediction.https://doi.org/10.1371/journal.pcbi.1008618
spellingShingle Johannes Bracher
Evan L Ray
Tilmann Gneiting
Nicholas G Reich
Evaluating epidemic forecasts in an interval format.
PLoS Computational Biology
title Evaluating epidemic forecasts in an interval format.
title_full Evaluating epidemic forecasts in an interval format.
title_fullStr Evaluating epidemic forecasts in an interval format.
title_full_unstemmed Evaluating epidemic forecasts in an interval format.
title_short Evaluating epidemic forecasts in an interval format.
title_sort evaluating epidemic forecasts in an interval format
url https://doi.org/10.1371/journal.pcbi.1008618
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AT tilmanngneiting evaluatingepidemicforecastsinanintervalformat
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