The covariance matrix of metapopulation disease models and applications to early warning signals

Infectious disease time series often show signs of epidemic transitions, such as the peaks and troughs of the time series. In these time series, key system parameters can lead to catastrophic changes in the dynamical system behaviour (often called critical transitions). Modellers have increasingly shown that early warning signals can anticipate these transitions, both critical and non-critical, in infectious disease time series. Existing methods, however, generally focus on univariate time series data, or ignore spatiotemporal patterns that may be present as a disease spreads through a population. Recent ecological literature developments expand existing temporal and spatial methods to consider the covariance matrix of multiple, related time series. However, many of these proposed signals still make an assumption of stationary time series/system equilibrium. Whilst often true in ecological modelling, disease systems are seldom at equilibrium. In this paper, we propose the usage of the eigendecomposition of the non-stationary covariance matrix as a more suitable early warning signal for epidemiological data. We first analyse the expected trends in the eigenvalues and eigenbasis of the covariance matrix on approach to a transition. Next we apply these methods to a spatially-structured susceptible-infectious-recovered model to explore how the eigenbasis may provide extra information to modellers. Finally, we test these methods on SARS-CoV-2 case data during the 2020-2021 pandemic period in England.