Abstract

In this paper, NeuralProphet (NP), an explainable hybrid modular framework, enhances the forecasting performance of pandemics by adding two neural network modules; auto-regressor (AR) and lagged-regressor (LR). An advanced deep auto-regressor neural network (Deep-AR-Net) model is employed to implement these two modules. The enhanced NP is optimized via AdamW and Huber loss function to perform multivariate multi-step forecasting contrast to Prophet. The models are validated with COVID-19 time-series datasets. The NP’s efficiency is studied component-wise for a long-term forecast for India and an overall reduction of 60.36% and individually 34.7% by AR-module, 53.4% by LR-module in MASE compared to Prophet. The Deep-AR-Net model reduces the forecasting error of NP for all five countries, on average, by 49.21% and 46.07% for short-and-long-term, respectively. The visualizations confirm that forecasting curves are closer to the actual cases but significantly different from Prophet. Hence, it can develop a real-time decision-making system for highly infectious diseases.

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