ABSTRACT
Coronavirus disease 2019 (COVID-19) caused by the SARS-CoV-2 virus has spread seriously throughout the world. Predicting the spread, or the number of cases, in the future can facilitate preparation for, and prevention of, a worst-case scenario. To achieve these purposes, statistical modeling using past data is one feasible approach. This paper describes spatio-temporal modeling of COVID-19 case counts in 47 prefectures of Japan using a nonlinear random effects model, where random effects are introduced to capture the heterogeneity of a number of model parameters associated with the prefectures. The negative binomial distribution is frequently used with the Paul-Held random effects model to account for overdispersion in count data; however, the negative binomial distribution is known to be incapable of accommodating extreme observations such as those found in the COVID-19 case count data. We therefore propose use of the beta-negative binomial distribution with the Paul-Held model. This distribution is a generalization of the negative binomial distribution that has attracted much attention in recent years because it can model extreme observations with analytical tractability. The proposed beta-negative binomial model was applied to multivariate count time series data of COVID-19 cases in the 47 prefectures of Japan. Evaluation by one-step-ahead prediction showed that the proposed model can accommodate extreme observations without sacrificing predictive performance.