A Novel Layered Learning Approach for Forecasting Respiratory Disease Excess Mortality during the COVID-19 pandemic

Forecasting model selection and model combination are the two contending approaches in the time series forecasting literature. Ensemble learning is useful for addressing a given predictive task by different predictive models when direct mapping from inputs to outputs is inaccurate. We adopt a layered learning approach to an ensemble learning strategy to solve the predictive tasks with improved predictive performance and take advantage of multiple learning processes into an ensemble model. In this proposed strategy, we build each model with a specific holdout and make the ensemble model of time series with a dynamic selection approach. For the experimental section, we studied more than twelve thousand observations in a portfolio of 61-time series of reported respiratory disease deaths to show the amount of improvement in predictive performance of excess mortality. Then we compare the forecasting outcome of our model with the corresponding total deaths of COVID-19 for selected countries. © 2021 Associacao Portuguesa de Sistemas de Informacao. All rights reserved.

Life Table Forecasting in COVID-19 Times: An Ensemble Learning Approach

Stochastic mortality modeling play a critical role in public pension design, population and public health projections and in the design, pricing and risk management of life insurance contracts and longevity-linked securities. There is no general method to forecast mortality rate applicable to all situations especially for unusual years such as the COVID-19 pandemic. In this paper, we investigate the feasibility of using an ensemble of traditional and machine learning time series methods to empower forecasts of age-specific mortality rates for groups of countries that share common longevity trends. We use Generalized Age-Period-Cohort stochastic mortality models to capture age and period effects, apply K-means clustering to time series to group countries following common longevity trends and use ensemble learning to forecast future longevity and annuity price markers. To calibrate models, we use data for 14 European countries from 1960 to 2018. The results show that the ensemble method presents the best robust results overall with minimum RMSE in the presence of structural changes in the shape of time series at the time of COVID-19.