Forecasting COVID-19 infections in the Arabian Gulf region

In this paper, an empirical analysis of linear state space models and long short-term memory neural networks is performed to compare the statistical performance of these models in predicting the spread of COVID-19 infections. Data on the pandemic daily infections from the Arabian Gulf countries from 2020/03/24 to 2021/05/20 are fitted to each model and a statistical analysis is conducted to assess their short-term prediction accuracy. The results show that state space model predictions are more accurate with notably smaller root mean square errors than the deep learning forecasting method. The results also indicate that the poorer forecast performance of long short-term memory neural networks occurs in particular when health surveillance data are characterized by high fluctuations of the daily infection records and frequent occurrences of abrupt changes. One important result of this study is the possible relationship between data complexity and forecast accuracy with different models as suggested in the entropy analysis. It is concluded that state space models perform better than long short-term memory networks with highly irregular and more complex surveillance data.