Monitoring and forecasting the COVID-19 epidemic in the UK

This paper shows how existing methods of time series analysis and modeling can be exploited in novel ways to monitor and forecast the COVID-19 epidemic. In the past, epidemics have been monitored by various statistical and model metrics, such as evaluation of the effective reproduction number, [Formula: see text]. However, [Formula: see text] can be difficult and time consuming to compute. This paper suggests two relatively simple data-based metrics that could be used in conjunction with [Formula: see text] estimation and provide rapid indicators of how the epidemic’s dynamic behavior is progressing. The new metrics are the epidemic rate of change (RC) and a related state-dependent response rate parameter (RP), recursive estimates of which are obtained from dynamic harmonic and dynamic linear regression (DHR and DLR) algorithms. Their effectiveness is illustrated by the analysis of COVID-19 data in the UK and Italy. The paper also shows how similar methodology, combined with the refined instrumental variable method for estimating hybrid Box–Jenkins models of linear dynamic systems (RIVC), can be used to relate the daily death numbers in the Italian and UK epidemics and then provide 15-day-ahead forecasts of the UK daily death numbers. The same approach can be used to model and forecast the UK epidemic based on the daily number of COVID-19 patients in UK hospitals. Finally, the paper speculates on how the state-dependent parameter (SDP) modeling procedures may provide data-based insight into a nonlinear differential equation model for epidemics such as COVID-19.