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Spatio-temporal prediction of the COVID-19 pandemic in US counties: modeling with a deep LSTM neural network

Prediction of complex epidemiological systems such as COVID-19 is challenging on many grounds. Commonly used compartmental models struggle to handle an epidemiological process that evolves rapidly and is spatially heterogeneous. On the other hand, machine learning methods are limited at the beginning of the pandemics due to small data size for training. We propose a deep learning approach to predict future COVID-19 infection cases and deaths 1 to 4 weeks ahead at the fine granularity of US counties. The multi-variate Long Short-term Memory (LSTM) recurrent neural network is trained on multiple time series samples at the same time, including a mobility series. Results show that adding mobility as a variable and using multiple samples to train the network improve predictive performance both in terms of bias and of variance of the forecasts. We also show that the predicted results have similar accuracy and spatial patterns with a standard ensemble model used as benchmark. The model is attractive in many respects, including the fine geographic granularity of predictions and great predictive performance several weeks ahead. Furthermore, data requirement and computational intensity are reduced by substituting a single model to multiple models folded in an ensemble model.

The highly infectious COVID-19 pandemic that has been with us since the early months of 2020 has been adversely affecting public health worldwide with about 155 million reported cases of infection and 32 million deaths as of May 5, 2021 [1][2][3] . Despite adopting non-pharmaceutical social distancing measures (e.g., travel ban, cancellation of flights, restrictions on gatherings, closure of schools and public transport) and pharmaceutical measures (i.e., vaccination), the number of coronavirus cases increased alarmingly fast in the United States and elsewhere throughout large periods of the pandemic [4][5][6][7][8] . Since March 2021, the COVID-19 pandemic has jumped globally towards a new peak exceeding the previous peak of January 2021 due to uncontrolled outbursts in India, Europe, and South America 3,5 . Considering the catastrophic consequences of this pandemic, this study envisioned to develop a purely data-driven model to forecast the number of infection cases and deaths 4 weeks ahead using a multi-variate deep long short-term memory (LSTM) network to guide policymakers to make timely appropriate decisions.
Although COVID-19 related infection cases and deaths have decreased by the time of this study, US citizens experienced the highest peak of the pandemic from November 2020 to February 2021 (Fig. 1). Despite strong pharmaceutical and non-pharmaceutical control measures, large cohorts of people have been affected daily in all states (Fig. 2). Well into this pandemic, the US has remained the most affected country in the world, with 21.39% and 18.23% of global confirmed cases and deaths, as of May 5, 2021 2 . However, the severity of the pandemic has started to taper off nationally since late February thanks to the successes of recent vaccine administration (i.e., 32% of people was fully vaccinated and 45% had at least one dose as of May 5, 2021) 3 . Moreover, multiple new variants of the COVID-19 virus that transmit more readily from person to person and change the effectiveness of the vaccines are emerging and circulating in the US and around the world 10 . Additionally, people are hesitant to receive vaccine against COVID-19 infection in the US 11 . Thus, a combination of evidence-based  www.nature.com/scientificreports/ The convergence of recent developments in Information and Communication Technologies and in data analytics (i.e., production, access and storage of data, and analysis of information, cloud computing) has empowered people to apply Artificial Intelligence (AI) (e.g., machine and deep learning, text mining) to model and control complex issues in health care systems [41][42][43] . Hence, AI-based techniques are widely used to monitor social distancing patterns of people and to assess scenarios on the transition of COVID-19 accurately 15 . They can solve multi-scalar, endogenous, non-linear, and ambiguous problems and extract insights from complex, unstructured and large data sets using their computational ability with reliable prediction compared to traditional approaches. Additionally, hybrid models (i.e., combining of multiple machine learning techniques) may enhance the robustness and generalization ability of machine learning models to handle reputedly wicked problems, such as a viral pandemic, quickly and effectively compared to single machine learning techniques and simulation models 44,45 . One of the main motivations to predict the COVID-19 pandemic with machine learning is that it can more effectively estimate the effects of social distancing measures on the transmission of virus considering socio-economic control factors, which conventional econometric methods or compartmental models pain to capture 15 . However, high-quality data devoid of collection biases, robust methodologies, and validation with external data sets and models are necessary to develop a ubiquitous, reliable, and trustworthy model to provide consistent predictions across diverse systems (e.g., data, settlement contexts) 15,43,46 .
Considering the rapid transmission of COVID-19 and the time lapse for the implementation of control measures, many studies have conducted spatio-temporal disease modeling to understand the geographic exposure and evolution patterns of associated risks of the pandemic 4,47-51 . Spatio-temporal models are widely used by researchers to explain the temporal progress of disease over geographic regions and patterns of infection and mortality rates 52 . Recent studies have demonstrated that space and time are two critical factors for determining health risks during the COVID-19 pandemic 53,54 . Spatio-temporal models consider infection rates of the surrounding neighbors to reduce the variability in the estimation that may exist locally 52 . These models also consider retrospective infection rates for short-and long-term prediction, controlling the irregular reporting of daily confirmed cases and deaths. Thus, spatio-temporal models yield better prediction, with a higher prediction accuracy and a lower tendency to over-or under-fit compared to traditional epidemiological and machine learning-based models 47 . In this study, we used a deep learning-based space-time LSTM network to predict future COVID-19 cases and deaths, which can guide policymakers for timely interventions to reduce the severity of the pandemic and for more effective management of health care resources (e.g., nursing and medical staff, ICU beds, supplies, etc) under emergency conditions.
A wide range of studies have developed models for predicting COVID-19 cases and deaths and have investigated the factors that influence virus diffusion using machine learning and deep learning 15,21,55 . They mentioned that lockdown and confinement measures, and socioeconomic factors significantly influence the outbreak of the pandemic and its dynamics. Specifically, the family of deep recurrent neural networks have proven to be an attractive approach for epidemic forecast 56 due to their acute capability to learn time series. Among these methods, uni-variate 57 and multi-variate 58,59 LSTM models have been successful at predicting influenza and COVID-19, mainly due to their capability to memorize long-term dependencies. DeepGLEAM 60 uses a stochastic Diffusion Convolutional RNN (DCRNN) model, which considers short (commuting) and long range (air flight) mobility network connections, to forecast COVID-19 deaths at county and state granularities. Other versions of recurrent neural networks, such as attention networks 61 and bidirectional LSTM 62 networks, have also been reported to be successful. Taking stock of best practices in the extant literature, we propose a multi-variate and multi-time series long short-term memory (MTS-LSTM) network to simultaneously forecast confirmed cases, deaths, and mobility of all sub-populations at the county level using a single model. A study predicting the COVID-19 pandemic at this local level would provide unique insights for the policymakers to make targeted interventions to cope with the pandemic, given that many critical operational decisions and actions are made locally.
Previous models of epidemics have used a variety of covariates including mobility, underlying health, sociodemographic and socio-economic variables for predicting COVID-19 confirmed cases and death counts. In line with this precedence, we started with the implementation of models with various sets of independent variables. These variables included population density and measures at the sub-population level of race, educational attainment, age, family size and status, poverty, income, employment, housing, being in metropolitan or micropolitan area, health insurance status, percentage of deaths from other health conditions, percentage change in the time spent at work from Google mobility reports 63 , and number of visits to Points of Interest from SafeGraph Places Schema data sets 64 . After training a whole suite of model specifications and investigating the impact of these variables on pandemic severity by comparison of respective Root Mean Square Error (RMSE) statistics, it was found that COVID-19 is predicted with the highest accuracy with the SafeGraph mobility data as the sole covariate feature. The capability of the proposed deep learning model to predict COVID-19 dynamics with high performance with a single covariate is one of its distinctive strengths.

Data pre-processing
In this research, we proposed a multi-variate recurrent neural network with LSTM layers to predict the dynamics of a pandemic, which learns from multiple sample time-series simultaneously. To assess the performance of the proposed multi-time series long short-term memory (MTS-LSTM) method, we collected data on COVID-19 confirmed cases and deaths and foot traffic at the county level for a period of 33 weeks between January 26th and September 12th, 2020.
First, the data for deaths and confirmed cases of COVID-19 infection were downloaded from the Center for Systems Science and Engineering (CSSE) at Johns Hopkins University 65 and pre-processed to correct inaccuracies. During data cleaning, for example, instances of decrease in cumulative counts were identified and replaced by the value of the previous day. We calculated the weekly sum of confirmed cases and deaths corresponding www.nature.com/scientificreports/ to the Morbidity and Mortality Weekly Report (MMWR) weeks used by the Centers for Disease Control and Prevention (CDC) for all counties in lower 48 states of the US. MMWR weeks are based on the epidemiological calendar, with start on Sunday and end on Saturday. Daily reported cases and deaths were not selected since the new cases data are typically noisy. Instead, one may use the daily moving average. However, it is important to ensure no data leakage occurs between training, validation, and test data sets due to temporal dependency. Next, the daily foot traffic patterns and points of interest (POI) for the top 5500 national brands were obtained from SafeGraph's Places Schema data set 64 . SafeGraph provides visit data from around 18 million unique devices nationwide, which translates to 5-6% of the US population. These data are provided freely upon request for research purposes through the SafeGraph COVID-19 Data Consortium. We pre-processed and aggregated the foot traffic of the POIs into the county geographies and calculated their trailing average for each week.
Finally, to evaluate our model, we obtained predictions of an ensemble model implemented by COVID-19 Forecast Hub in collaboration with CDC for the period of 4 weeks ending on September 12th, 2020. Every week, the ensemble model accepts forecasts of COVID-19 confirmed cases and deaths from eligible models with a variety of assumptions and methodologies and takes the arithmetic mean and median of the forecasts for each geographic location. Evaluating the performance of the ensemble model and comparing it with the performance of the series of input models, the COVID-19 Forecast Hub recommends using the ensemble instead of individual models for policy considerations 66 . In addition, since the ensemble model is an average of several input models, it has less variability in performance over time than a single input model. As a result, the ensemble model is a good criterion for assessing the performance of our model. However, only predictions of new cases are available for the ensemble model.

Model implementation
The codes were written in Python using the TensorFlow 2.5.0 package for deep learning. The implementation was conducted in the Google Colaboratory environment with GPU accelerators and high-RAM run-time shape. The model predicts all variables at the same time with a 4-week horizon (T = 4) and a time step of 1 week. We had confirmed cases, deaths, and mobility data for 33 weeks. The time series were divided into three sets. The last 4 weeks of the time series for all counties were kept aside for the test. We did not use data from these 4 weeks in any instances of the training process. Predictions of the Ensemble Model for the same 4 weeks were downloaded for evaluating the MTS-LSTM. Then, we used an out-of-sample validation (cross-validation) for training our model on the remaining 29 weeks (n = 33 − 4 = 29). After pre-processing of the time series, as explained in the model section, 70% of the feature vectors were used for training, and the rest (30%) for validation. This process was repeated ten times, each with a new set of randomly selected training and validation sets. All models in our experiments were trained using a batch size of 1024, an Adam optimizer with an initial learning rate of 10 −3 and Huber loss function for 100 epochs. After a set of experiments, the window size was optimized with a length of three time steps (l = 3). This agrees with findings from other research that show the number of daily new cases of COVID-19 is related to population mobility of 3 weeks prior 67 .

Results and discussion
Our research had three specific objectives. First, we aimed to study the impact of adding foot traffic (mobility) on prediction performance. Then, we wanted to find out how using multiple sample time series affects the performance of the predictions. Finally, we compared our predictions with the ensemble model.
To address the first question, we implemented the model with two specifications. The first model includes time series of two variables, deaths and new cases (m = 2), while the second model also includes the foot traffic as the third variable (m = 3). For the second objective, we trained the two models with different fractions of counties (1%-5%-10%-25%-50%-100%), henceforth called "experiments", randomly selected among all counties in the data set and involved in the training and validation processes. We trained the model with ten "replications" to estimate the variation of predictions, each with a different set of randomly selected counties using a Monte Carlo sampling method.
Results are presented in Fig. 3, where the two panels on the left show the RMSE week of new infection cases for all counties, and the two panels on the right show the same measure for deaths in all counties. Colors represent the portion of counties that have been used in an experiment (1 to 100%). The darker the color, the larger the fraction of counties that has been used in the experiment. Each observation point represents prediction of a single replication from the Monte Carlo process. In other words, points with the same color show all replications of a specific experiment. Notice that the Box-and-Whisker diagrams are plotted based on the forecasts from the experiment with 100% of counties.
What stands out in this figure is that Model 2 (with mobility as a predictor) predicts the new cases with lower RMSE median and variance than Model 1 (without mobility as a predictor) when 100% of counties are used in the training processes, and the same can also be said for experiments with smaller fractions of counties. Interestingly, Model 1 shows smaller RMSE values for the deaths compared to Model 2, while the differences are not significant. One possible explanation for this is that the window size is optimized with respect to the relationship between mobility and new cases. At the same time, the number of deaths has an extra delay in response to the number of new cases. That is, training the second model with a larger window size (possibly five or six for COVID-19) may lead to smaller death RMSE values for the second model compared to the first. From the figure, we can also find out that involving population mobility in the model improves the performance for predicting over a longer horizon window. Predictions of new cases for the third and fourth weeks have RMSEs less than the first-week prediction RMSE in the second model and their variance remains low. Median performances in the prediction of deaths are rather similar with the two model over a longer horizon, but Model 2 exhibits lower variances.  Fig. 3). The pattern is more consistent with the death predictions mainly because the data on new infection cases are more subject to noise in comparison to the death data, which is more reliable.
The MTS-LSTM network may result in small negative predictions for some counties. For the confirmed cases for example the minimum value for 10 Monte Carlo repetitions is − 9.076, which is very small. The other two variables always remain positive in predictions. All negative values are replaced by zero before calculating RMSE values for evaluation. Alternatively, one could add an activation function to the last dense layer to make sure all predictions are non-negative.
Finally, we compared the prediction results of models 1 and 2 with the ensemble model from CDC. The ensemble model predictions for the 4 weeks between August 17th and September 12th were obtained 68 . Figure 4 shows the dynamics of the new cases (left), deaths (middle), and foot traffic (right) over 33 weeks for several indicative counties. The predictions for the last 4 weeks from all three models are also reported in the panels of this figure. Models 1 and 2 are represented with 95% confidence intervals. Predictions based on the ensemble model are point predictions. Most counties have experienced the same mobility pattern over the study period, while their deaths and new cases series are shown to follow different trends and to be in different stages across the study period, including during the prediction horizon window. Additional results for counties with large, medium or small population size are available in the supplementary materials (see additional information section). These illustrative cases suggest that predictions from our MTS-LSTM model are overall acceptable, but that great variability exists across different population communities in the US.
A deeper comparison between predictions from Model 2 and the ensemble model is available in Fig. 5, where predicted values for each county are plotted against their actual values for each model by week of the prediction horizon. Rows one and two represent the new infection cases from Model 1 and new cases from the ensemble model, respectively. The RMSE week values for the two models are in the same range, indicating very similar performance between the two models. This can also be seen in the two maps of Fig. 6, where the RMSE county measure is depicted for both models. The third row in Fig. 5 shows the death prediction results against their actually reported values. As we observed in Fig. 3, the model's performance to predict deaths is higher than for new cases, which is an indication that the deaths data are more reliable than data on new cases. RMSE new cases total is equal to 224. 28

Multi-time series long short-term memory model
We designed a multi-variate recurrent neural network with LSTM layers to predict three variables of COVID-19 confirmed cases and deaths, as well as foot traffic for multiple sub-populations using an iterated multi-step (IMS) estimation. LSTM is a gradient-based method developed by 69 to efficiently learn to store information over extended time intervals by recurrent back-propagation. This information is the long-term dependencies in a time series and can be transferred using a structure called memory cell. Memory cells have three gate structures named, input, forget, and output gates. These gates control the usage of historical information 70 . Several versions of LSTM have been developed for applications in disease spread 59,60 . www.nature.com/scientificreports/ To aid the presentation of model results, we may refer to a uni-variate time series as a "feature", and to a multi-variate time series as "features" from time-to-time. Also, a "feature vector" represents a sub-sequence of a multi-variate time series. Batches of feature vectors are the inputs to the network. Figure 7 demonstrates the data preparation and architecture of the network. x i is a multi-variate time series for sub-population i with n time steps and m features. A window L of length l is selected to create the feature vectors and labels from each time series. x (j)<t> i represents the time-step t of feature vector j from sub-population i . The sequence of feature values in each window (feature vector) is used to predict the next time step, where the actual values of the time series for those steps are used as the labels. In the process of creating feature vectors from each time series, the last sub-sequences with lengths less than l are dropped. This means that each time series has n − l feature vectors of the same length.

Data model preparation.
We shuffled feature vectors from time series of all sub-populations to create a bag of feature vectors. Such an approach has three advantages compared to the single time series forecasting with LSTM layers. First and foremost, it provides more data for training compared to using the time series of each sub-population separately. Data are very limited at the early stages of the outbreaks, both in frequency and in quality. Therefore, data-driven approaches, especially deep learning methods with many parameters, are not applicable or end up with inaccurate predictions. Second, the spread of infectious diseases such as COVID-19 has complex diffusion and relocation  (1) www.nature.com/scientificreports/ The output features from the last LSTM layer, which provide representation for cases, deaths, and mobility, are concatenated before entering to the dense layer to provide a new feature representation. This new feature has information from previous time steps (time lags) of the feature being predicted as well as previous time steps (time lags) of secondary features. This way, all temporal dependencies, including various time lags between features, implicitly contributes to the predicted value of a feature in the back-propagation process. This is the simplest way to exploit temporal dependencies of various features. More explicit ways, with an added layer of complexity, exist to exploit dependencies of various features. For example, the cross-modal (cross-feature) LSTM 72 separates the input features into a single time series and passes each of those through a separate threelayer LSTM stream and can be used for this purpose. A mechanism for information flow between the LSTM streams is proposed by authors to explicitly exploit multi-feature dependencies. The outputs from these LSTM layers are then concatenated into a new feature representation. This approach is more explicit because new hyperparameters are added to the model that can be controlled in a fine-tuning process. In this research study, we use the former approach. However, it is of interest to compare these two approaches of modeling between feature temporal dependencies in the future research.
Finally, one may use either of two approaches to forecast variables for multi-steps 73 . The first approach is to optimize the multi-step forecasting objective function directly. This method is called direct multi-step (DMS) estimation, which is usually computationally expensive. Furthermore, the optimization of the objective function may fail if the model is highly non-linear or when the parameters are not well initialized 74 . The other approach is to predict step by step in an iterative way. This method is called iterated multi-step (IMS) approach. The choice of method depends on the bias and variance of the prediction, on the number of prediction steps, and on the non-linearity of the model 75 . IMS is easy to train, and forecasts of arbitrary length are possible. However, it is prone to accumulative errors 74 . In this research, we used an IMS method since the length of the prediction horizon is not long.

Evaluation
We use three RMSE based metrics to evaluate predictions: RMSE county calculates the RMSE of multi-step predictions for a single sample (county). T is the length of the prediction horizon and P t and O t are the prediction and observation for time step t. RMSE week represents the RMSE of predictions for a single time step (week) and all counties, where j is the county index and C is the number of counties. Finally, RMSE total presents a single-value metric based on RMSE with all predictions in different counties and weeks.

Conclusions and future work
We proposed a multi-variate LSTM-based recurrent neural network with mobility trained on multiple time series samples at the same time to predict the spatio-temporal spread of a pandemic. Our results show that adding mobility as a variable and using multiple samples to train the network improve the performance of the predictions both in terms of the bias and of the variance of forecasts. We also showed that the predicted results have similar accuracy and spatial patterns with the ensemble model used for benchmarking. While this may not add a new capability in modeling performance, our MTS-LSTM model has several attractive advantages. Compared to the single time-series LSTM, our model predicts the dynamics of disease within different sub-populations simultaneously. For a study area with n sub-populations, we used a single model instead of n different models. Given our experimental results, it may also be possible to replace the ensemble model which is based on several other models with a single model exhibiting the same level of performance, which would reduce data inputs and computational resources. From the point of view of training data size, this approach takes advantage of disease spread data from a sub-population to predict disease dynamics in other sub-populations. This is a very attractive feature, especially at the beginning of pandemics. At such crucial times, data availability is very limited, and machine learning and deep learning methods can be challenging to implement and use.
Recurrent neural networks are capable of being updated with new sets of observations as they become available. From this point of view, they are comparable with Bayesian learning. Besides, our model predicts all variables at the same time. This is important because of the causal relationship between variables that may impact the predictions. For example, staying at home when volunteering may be affected by the current number of new cases. Also, the model is highly flexible to add new variables such as hospital capacity or vaccination rates, as reliable data become available.
There is room to further improve our MTS-LSTM model. First, we optimized the size of the moving window based on the RMSE of new cases. It is better to optimize this hyperparameter by considering all variables (in our research, new infection cases and deaths). Second, we predicted the dynamics for a single period of time. www.nature.com/scientificreports/ For the full evaluation of the model, it is useful to use the current model to predict dynamics for other periods as well. Third, after using a specific amount of data (about 10%), the model starts to improve slowly. This means, on the one hand that, if we have data from a portion of counties, we can get to an acceptable level of accuracy to predict dynamics of disease for all counties. On the other hand, this means there is room to use more complex models. In this respect, experimenting with different architectures such as adding bidirectional LSTM layers, 1D convolutional layers, encoder-decoder layers, and attention layers, presents a frontier for future work with opportunity to further enhance the predictive power of the MTS-LSTM model. Fourth, efficacy may also be improved by explicitly modeling temporal dependencies between features using a Cross-modal (cross-feature) LSTM 72 . Fifth, we did not account for spatial dependencies between counties in this research. All counties that participate in predictions of dynamics for a county have the same weights. However, we expect the counties closer to each other to have more similar values and, as a result, higher weights. Thus, it is useful to apply methods to include the spatial dependence. This can be conducted in a preliminary process using geo-statistical models or using the integration of LSTM with convolutional neural networks. The integration of LSTM with convolutional layers in graph based neural networks is also an interesting line of future research for disease spread prediction 60,76,77 . Along a somewhat related line of thought, our analysis did not support using a series of covariates as predictors, which would better differentiate between local conditions. We would conjecture, however, that this requires further study, especially in the context of a model structure that captures spatial relationships more comprehensively. Finally, the model can also be extended to series at different scales and granularities (e.g., state level and county level) to establish how performance changes or to experiment with policy-related scenarios (e.g., statewide lockdowns) that operate at various jurisdictional levels. Our MTS-LSTM model was trained with COVID-19 cases and deaths series in the United States and for a specific time period. It will be important to use this pretrained model to predict disease dynamics in other geographic contexts, time periods, or even similar infectious diseases such as influenza in order to demonstrate the reproducibility of our methodology and results.