Evaluation of short-term multi-target respiratory forecasts over winter 2024-25 in England using sub-ensemble contribution analyses
Kennedy, J. C.; Furguson, W.; Jones, O.; Ward, T.; Riley, S.; Tang, M. L.; Mellor, J.
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BackgroundEpidemic forecasting research often assesses ensembles and their component models using probabilistic scoring rules. Quantifying how individual models affect ensemble performance is challenging, particularly across multiple targets and spatial scales. MethodsWe present Winter 2024-25 forecasts of Influenza and COVID-19 hospital admissions in England and conduct a retrospective simulation using the operational component models. Forecasts were scored using the per capita weighted interval score (pcWIS) for counts and the ranked probability score (RPS) for ordinal trend direction. We compared operational retrospective forecasts, used generalised additive models (GAMs) to estimate the expected change in score from the inclusion of a model in a sub-ensemble, and used Pareto analysis to understand which sub-ensembles were Pareto-optimal across scoring rules. ResultsNationally, the Influenza and COVID-19 operational ensembles achieved pcWIS of 5.20 x 10-7 and 3.98x 10-7, with RPS of 0.234 and 0.171 respectively. This corresponds to a 47% improvement in score versus sub-ensembles for Influenza pcWIS. However, Influenza operational ensembles were 22% worse than sub-ensembles, on average, when measured by RPS. For COVID-10, operational ensembles were 43% and 265% worse on average, than retrospective sub-ensembles by pcWIS and RPS, respectively. The sub-ensemble simulation showed individual models influenced the ensembles during different epidemic phases. The Pareto analysis demonstrated that there can be a trade-off between relative direction and absolute count score optimisation. InterpretationOur analysis shows that UKHSA forecasts were well calibrated with observations and often had comparable performance to optimal ensembles. Our GAM and Pareto analyses inform model selection for future ensembles. Author SummaryForecasts of winter hospital pressures in England are an important tool for senior healthcare leaders. It is common practice to produce a forecasting ensemble, i.e. combine the predictions of multiple models to create a single, more accurate prediction. Forecasting teams should strive to produce the best forecast possible; one tool for this is retrospective evaluation over a forecasting season using proper scoring rules to assess performance. Our forecasts are constructed of two components, an epidemic trend direction estimate as well as forecast of hospital admission numbers. There are two main challenges we address. The first is understanding at which epidemic phase different ensemble contributions are most effective, the second is the joint optimisation of an ensemble for both trend direction and admission numbers forecast. We apply these methods to a variety of ensembles (sub-ensembles) based on our own modelling suite, and compare the sub-ensembles to our operational forecasts from the Winter 2024/25 season.
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