Forecasting COVID-19 with Temporal Hierarchies and Ensemble Methods

Publication date: Jun 26, 2025

Infectious disease forecasting efforts underwent rapid growth during the COVID-19 pandemic, providing guidance for pandemic response and about potential future trends. Yet despite their importance, short-term forecasting models often struggled to produce accurate real-time predictions of this complex and rapidly changing system. This gap in accuracy persisted into the pandemic and warrants the exploration and testing of new methods to glean fresh insights. In this work, we examined the application of the temporal hierarchical forecasting (THieF) methodology to probabilistic forecasts of COVID-19 incident hospital admissions in the United States. THieF is an innovative forecasting technique that aggregates time-series data into a hierarchy made up of different temporal scales, produces forecasts at each level of the hierarchy, then reconciles those forecasts using optimized weighted forecast combination. While THieF’s unique approach has shown substantial accuracy improvements in a diverse range of applications, such as operations management and emergency room admission predictions, this technique had not previously been applied to outbreak forecasting. We generated candidate models formulated using the THieF methodology, which differed by their hierarchy schemes and data transformations, and ensembles of the THieF models, computed as a mean of predictive quantiles. The models were evaluated using weighted interval score (WIS) as a measure of forecast skill, and the top-performing subset was compared to a group of benchmark models. These models included simple ARIMA and seasonal ARIMA models, an ensemble of these ARIMA models, a naive baseline model, four operational incident hospitalization models from the U.S. COVID-19 Forecast Hub, and an equally-weighted quantile median of all models that submitted incident hospitalization forecasts to the Forecast Hub. The THieF models and THieF ensembles demonstrated improvements in WIS and MAE, as well as competitive prediction interval coverage, over many benchmark models for both the validation and testing phases. The best THieF model’s rank oscillated between second or third out of fourteen total models during the testing evaluation. These accuracy improvements suggest the THieF methodology may serve as a useful addition to the infectious disease forecasting toolkit.

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Concepts Keywords
4_week_ensemble Arima
Economics Covid
F12 Ensemble
Hospitalization18 Forecast
Thief Forecasts
Hierarchy
Hospitalizations
Incident
Medrxiv
Models
Phase
Preprint
Testing
Thief
Validation

Semantics

Type Source Name
disease MESH COVID-19
disease MESH Infectious disease
pathway REACTOME Infectious disease
disease MESH emergency
drug DRUGBANK Huperzine B
drug DRUGBANK Coenzyme M
disease IDO process
drug DRUGBANK Pentaerythritol tetranitrate
drug DRUGBANK Spinosad
disease MESH anomalies
drug DRUGBANK L-Valine
disease MESH uncertainty
pathway REACTOME Translation
drug DRUGBANK Aspartame
drug DRUGBANK Tropicamide
drug DRUGBANK Methionine
drug DRUGBANK Methyl isocyanate

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