论文标题
分析集合卡尔曼滤波中观察函数选择的效果,以获取流行模型
Analyzing the Effects of Observation Function Selection in Ensemble Kalman Filtering for Epidemic Models
论文作者
论文摘要
集合卡尔曼滤波器(ENKF)是一种流行的顺序数据同化方法,在流行病学研究中越来越多地用于参数估计和预测预测。观察功能在ENKF框架中起着至关重要的作用,将未知系统变量与观察到的数据联系起来。观察到的数据和建模假设的关键差异导致流行性建模文献中不同的观察功能的使用。在这项工作中,我们提出了一个新颖的计算分析,该分析证明了在这种情况下使用ENKF进行状态和参数估计时选择观察函数的效果。在研究与经典易感性内部反射(SIR)模型有关的四个流行病学启发的观察函数时,我们显示了错误的观察模型假设(即,与患病率模型拟合的发生率数据拟合的发生率模型,或忽略不足的未来情况)可能会导致无效的估计值和有效的预测。结果证明了选择一个观察函数的重要性,该观察函数在几种过滤方案中很好地解释了可用数据,包括具有已知参数的状态估计,以及恒定和时间变化参数的结合状态和参数估计。数值实验进一步说明了滤波器中的观察噪声协方差矩阵如何有助于解决某些情况下观察函数的不确定性。
The Ensemble Kalman Filter (EnKF) is a popular sequential data assimilation method that has been increasingly used for parameter estimation and forecast prediction in epidemiological studies. The observation function plays a critical role in the EnKF framework, connecting the unknown system variables with the observed data. Key differences in observed data and modeling assumptions have led to the use of different observation functions in the epidemic modeling literature. In this work, we present a novel computational analysis demonstrating the effects of observation function selection when using the EnKF for state and parameter estimation in this setting. In examining the use of four epidemiologically-inspired observation functions of different forms in connection with the classic Susceptible-Infectious-Recovered (SIR) model, we show how incorrect observation modeling assumptions (i.e., fitting incidence data with a prevalence model, or neglecting under-reporting) can lead to inaccurate filtering estimates and forecast predictions. Results demonstrate the importance of choosing an observation function that well interprets the available data on the corresponding EnKF estimates in several filtering scenarios, including state estimation with known parameters, and combined state and parameter estimation with both constant and time-varying parameters. Numerical experiments further illustrate how modifying the observation noise covariance matrix in the filter can help to account for uncertainty in the observation function in certain cases.