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Scoring epidemiological forecasts on transformed scales

Forecast evaluation is essential for the development of predictive epidemic models and can inform their use for public health decision-making. Common scores to evaluate epidemiological forecasts are the Continuous Ranked Probability Score (CRPS) and the Weighted Interval Score (WIS), which can be se...

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Autores principales: Bosse, Nikos I., Abbott, Sam, Cori, Anne, van Leeuwen, Edwin, Bracher, Johannes, Funk, Sebastian
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Public Library of Science 2023
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10495027/
https://www.ncbi.nlm.nih.gov/pubmed/37643178
http://dx.doi.org/10.1371/journal.pcbi.1011393
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author Bosse, Nikos I.
Abbott, Sam
Cori, Anne
van Leeuwen, Edwin
Bracher, Johannes
Funk, Sebastian
author_facet Bosse, Nikos I.
Abbott, Sam
Cori, Anne
van Leeuwen, Edwin
Bracher, Johannes
Funk, Sebastian
author_sort Bosse, Nikos I.
collection PubMed
description Forecast evaluation is essential for the development of predictive epidemic models and can inform their use for public health decision-making. Common scores to evaluate epidemiological forecasts are the Continuous Ranked Probability Score (CRPS) and the Weighted Interval Score (WIS), which can be seen as measures of the absolute distance between the forecast distribution and the observation. However, applying these scores directly to predicted and observed incidence counts may not be the most appropriate due to the exponential nature of epidemic processes and the varying magnitudes of observed values across space and time. In this paper, we argue that transforming counts before applying scores such as the CRPS or WIS can effectively mitigate these difficulties and yield epidemiologically meaningful and easily interpretable results. Using the CRPS on log-transformed values as an example, we list three attractive properties: Firstly, it can be interpreted as a probabilistic version of a relative error. Secondly, it reflects how well models predicted the time-varying epidemic growth rate. And lastly, using arguments on variance-stabilizing transformations, it can be shown that under the assumption of a quadratic mean-variance relationship, the logarithmic transformation leads to expected CRPS values which are independent of the order of magnitude of the predicted quantity. Applying a transformation of log(x + 1) to data and forecasts from the European COVID-19 Forecast Hub, we find that it changes model rankings regardless of stratification by forecast date, location or target types. Situations in which models missed the beginning of upward swings are more strongly emphasised while failing to predict a downturn following a peak is less severely penalised when scoring transformed forecasts as opposed to untransformed ones. We conclude that appropriate transformations, of which the natural logarithm is only one particularly attractive option, should be considered when assessing the performance of different models in the context of infectious disease incidence.
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spelling pubmed-104950272023-09-12 Scoring epidemiological forecasts on transformed scales Bosse, Nikos I. Abbott, Sam Cori, Anne van Leeuwen, Edwin Bracher, Johannes Funk, Sebastian PLoS Comput Biol Research Article Forecast evaluation is essential for the development of predictive epidemic models and can inform their use for public health decision-making. Common scores to evaluate epidemiological forecasts are the Continuous Ranked Probability Score (CRPS) and the Weighted Interval Score (WIS), which can be seen as measures of the absolute distance between the forecast distribution and the observation. However, applying these scores directly to predicted and observed incidence counts may not be the most appropriate due to the exponential nature of epidemic processes and the varying magnitudes of observed values across space and time. In this paper, we argue that transforming counts before applying scores such as the CRPS or WIS can effectively mitigate these difficulties and yield epidemiologically meaningful and easily interpretable results. Using the CRPS on log-transformed values as an example, we list three attractive properties: Firstly, it can be interpreted as a probabilistic version of a relative error. Secondly, it reflects how well models predicted the time-varying epidemic growth rate. And lastly, using arguments on variance-stabilizing transformations, it can be shown that under the assumption of a quadratic mean-variance relationship, the logarithmic transformation leads to expected CRPS values which are independent of the order of magnitude of the predicted quantity. Applying a transformation of log(x + 1) to data and forecasts from the European COVID-19 Forecast Hub, we find that it changes model rankings regardless of stratification by forecast date, location or target types. Situations in which models missed the beginning of upward swings are more strongly emphasised while failing to predict a downturn following a peak is less severely penalised when scoring transformed forecasts as opposed to untransformed ones. We conclude that appropriate transformations, of which the natural logarithm is only one particularly attractive option, should be considered when assessing the performance of different models in the context of infectious disease incidence. Public Library of Science 2023-08-29 /pmc/articles/PMC10495027/ /pubmed/37643178 http://dx.doi.org/10.1371/journal.pcbi.1011393 Text en © 2023 Bosse et al https://creativecommons.org/licenses/by/4.0/This is an open access article distributed under the terms of the Creative Commons Attribution License (https://creativecommons.org/licenses/by/4.0/) , which permits unrestricted use, distribution, and reproduction in any medium, provided the original author and source are credited.
spellingShingle Research Article
Bosse, Nikos I.
Abbott, Sam
Cori, Anne
van Leeuwen, Edwin
Bracher, Johannes
Funk, Sebastian
Scoring epidemiological forecasts on transformed scales
title Scoring epidemiological forecasts on transformed scales
title_full Scoring epidemiological forecasts on transformed scales
title_fullStr Scoring epidemiological forecasts on transformed scales
title_full_unstemmed Scoring epidemiological forecasts on transformed scales
title_short Scoring epidemiological forecasts on transformed scales
title_sort scoring epidemiological forecasts on transformed scales
topic Research Article
url https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10495027/
https://www.ncbi.nlm.nih.gov/pubmed/37643178
http://dx.doi.org/10.1371/journal.pcbi.1011393
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