Study of the trend pattern of COVID-19 using spline-based time series model: a Bayesian paradigm

Kumar, Jitendra; Agiwal, Varun; Yau, Chun Yip

A vast majority of the countries are under economic and health crises due to the current epidemic of coronavirus disease 2019 (COVID-19). The present study analyzes the COVID-19 using time series, an essential gizmo for knowing the enlargement of infection and its changing behavior, especially the trending model. We consider an autoregressive model with a non-linear time trend component that approximately converts into the linear trend using the spline function. The spline function splits the series of COVID-19 into different piecewise segments between respective knots in the form of various growth stages and fits the linear time trend. First, we obtain the number of knots with their locations in the COVID-19 series to identify the transmission stages of COVID-19 infection. Then, the estimation of the model parameters is obtained under the Bayesian setup for the best-fitted model. The results advocate that the proposed model appropriately determines the location of knots based on different transmission stages and know the current transmission situation of the COVID-19 pandemic in a country.