Nowcasting by Bayesian Smoothing: A flexible, generalizable model for real-time epidemic tracking

Sarah F. McGough; Michael A. Johansson; Marc Lipsitch; Nicolas A. Menzies

While we chose long moving windows to capitalize on data availability, these considerations may affect the choice of moving window size and nowcast performance, depending on the data. In light of this, we experimented with moving windows of different lengths to assess the impact on nowcast performance with dengue data. We tested moving windows of 5, 12, and 27 weeks (approx. 6 months). A 5-week moving window produced substantially lower accuracy nowcasts (rRMSE = 7.381) with several steep case overestimates in 2007-08 and 2010 (Fig. S6A) . However, accuracy metrics for moving windows of 12 weeks or longer were similar to those using the full 104 week window (range in rRMSE: 0.6-0.655; average score: 0.35-0.37) (Table S4 ; Fig. S6 ). While shorter moving windows often produced more accurate estimates of the reporting delay probability (Fig. S7A) , the estimated variance of the random walk process varied dramatically from week-to-week (Fig. S7B ) resulting in more dramatic overestimates at certain periods of extreme time-varying delays, suggesting a trade-off between delay estimation accuracy and more stable estimates of weekly cases.