A Mixture Integer GARCH Model with Application to Modeling and Forecasting COVID-19 Counts
Bibliographic record
Abstract
This article introduces a flexible time series regression model known as the Mixture of Integer-Valued Generalized Autoregressive Conditional Heteroscedasticity (MINGARCH). Mixture models provide versatile frameworks for capturing heterogeneity in count data, including features such as multiple peaks, seasonality, and intervention effects. The proposed model is applied to regional COVID-19 data from Malaysia. To account for geographical variability, five regions—Selangor, Kuala Lumpur, Penang, Johor, and Sarawak—were selected for analysis, covering a total of 86 weeks of data. Comparative analysis with existing time series regression models demonstrates that MINGARCH outperforms alternative approaches. Further investigation into forecasting reveals that MINGARCH yields superior performance in regions with high population density, and significant influencing factors have been identified. In low-density regions, confirmed cases peaked within three weeks, whereas high-density regions exhibited a monthly seasonal pattern. Forecasting metrics—including MAPE, MAE, and RMSE—are significantly lower for the MINGARCH model compared to other models. These results suggest that MINGARCH is well-suited for forecasting disease spread in urban and densely populated areas, offering valuable insights for policymaking.
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How this classification was reachedexpand
Full frame machine prediction
Teacher imitationNot calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.
Distilled classifier scores by category (both heads)
| Category | Codex | Gemma |
|---|---|---|
| Metaresearch | 0.004 | 0.008 |
| Meta-epidemiology (narrow) | 0.001 | 0.001 |
| Meta-epidemiology (broad) | 0.001 | 0.002 |
| Bibliometrics | 0.001 | 0.002 |
| Science and technology studies | 0.001 | 0.001 |
| Scholarly communication | 0.002 | 0.002 |
| Open science | 0.002 | 0.001 |
| Research integrity | 0.001 | 0.002 |
| Insufficient payload (model declined to judge) | 0.002 | 0.000 |
Machine scores (provisional)
The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.
Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.
score_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from itClassification
machine, unvalidatedMachine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.
How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".