Nonlinear stochastic model for epidemic disease prediction by optimal
filtering perspective
Abstract
Understanding and predicting novel diseases has become very important
owing to the huge global health burden. Organizing and studying
mathematical models performs an essential role in predicting the
behavior of the disease. In this paper, a new stochastic
Susceptible-Infected-Recovered-Death (SIRD) model for spreading epidemic
disease is investigated. First, the deterministic SIRD model is
considered, and then, by allowing randomness in the recovery and death
rates that are not deterministic, the system of nonlinear stochastic
differential equations is derived. For the suggested model, the
existence and uniqueness of a positive global solution are demonstrated.
The parameter estimation is done with the conditional least square
estimator for deterministic models and the maximum likelihood estimator
for stochastic ones. After that, we investigate a nonadditive
state-space model for spreading epidemic disease by considering infected
as the hidden process variable. The problem of the hidden process
variable from noisy observations is filtered, predicted, and smoothed
using a recursive Bayesian technique. For estimating the hidden number
of infected variables, closed-form solutions are obtained. Finally,
numerical simulations with both simulated and real data are performed to
demonstrate the efficiency and accuracy of the current work.