Using the Kalman filter with ARIMA for the COVID-19 pandemic dataset of Pakistan

Aslam, Muhammad

The current pandemic of the Novel Corona virus (COVID-19) has resulted in multifold challenges related to health, economy, and society, etc. for the entire world. Many mathematical epidemiological models have been tried for the available data of the COVID-19 pandemic with the core objective to observe the trend and trajectories of infected cases, recoveries, and deaths, etc. However, these models have their own assumptions and parameters and vary with regional demography. This article suggests the use of a more pragmatic approach of the Kalman filter with the Autoregressive Integrated Moving Average (ARIMA) models in order to obtain more precise forecasts for the figures of prevalence, active cases, recoveries, and deaths related to the COVID-19 outbreak in Pakistan.