A spatio-temporal autoregressive model for monitoring and predicting COVID infection rates

The COVID-19 epidemic has raised major issues with regard to modelling and forecasting outcomes such as cases, deaths and hospitalisations. In particular, the forecasting of area-specific counts of infectious disease poses problems when counts are changing rapidly and there are infection hotspots, as in epidemic situations. Such forecasts are of central importance for prioritizing interventions or making severity designations for different areas. In this paper, we consider different specifications of autoregressive dependence in incidence counts as these may considerably impact on adaptivity in epidemic situations. In particular, we introduce parameters to allow temporal adaptivity in autoregressive dependence. A case study considers COVID-19 data for 144 English local authorities during the UK epidemic second wave in late 2020 and early 2021, which demonstrate geographical clustering in new cases—linked to the then emergent alpha variant. The model allows for both spatial and time variation in autoregressive effects. We assess sensitivity in short-term predictions and fit to specification (spatial vs space-time autoregression, linear vs log-linear, and form of space decay), and show improved one-step ahead and in-sample prediction using space-time autoregression including temporal adaptivity.