.

*Predict Number of Active Cases by Covid-19 Pandemic based on Medical Facilities (Volume of Testing, ICU beds, Ventilators, Isolation Units, etc)**using Multi-variate LSTM based Multi-Step Forecasting*

The intensity of the growth of the covid-19 pandemic worldwide has propelled researchers to evaluate the best machine learning model that could the people affected in the distant future by considering the current statistics and predicting the near future terms in subsequent stages.

While different univariate models like ARIMA/SARIMA and traditional time-series are capable of predicting Number of Active cases, daily recoveries, Number of deaths, they do not take into consideration the other time-varying factors like ** Medical Facilities (Volume of Testing, ICU beds, Hospital Admissions, Ventilators, Isolation Units**,

As these factors become important we build a predictive model that can predict the Number of Active Cases, Deaths, and Recoveries based on the change in Medical Facilities as well as other changes in infrastructure.

Here in this blog, we try to model Multi-step Time Series Prediction using Deep learning Models on the basis of Medical Information available for different states of India.

A typical multi-step predictive model looks as the below figure, where each of the predicted outcomes from the previous state is treated as next state input to derive the outcome for the second-state and so forth.

www.tensorflow.org/tutorials/structured_data/time_series_files/outp..." alt="png" width="429" height="280" /> Source

The following figure illustrated the important steps involved in selecting the best deep learning model.

- Feeding
**Multi-variate data**from a single source or from aggregated sources available directly from the cloud or other 3rd-party providers into the ML modeling data ingestion system. - Cleaning, preprocessing, and feature engineering of the data involving
**scaling**and**normalization**. - Conversion of the data to a
**supervised time-series**. - Feeding the data to a deep learning training source that can train different time-series models like
**LSTM, CNN, BI-LSTM, CNN+LSTM**using different combinations of**hidden layers, neurons, batch-size, and other hyper-parameters.** - Forecasting based on
**near term**or**far distant term**in future either using**Single-Step or Multi-Step Forecasting respectively** - Evaluation of some of the error metrics like (
**MAPE, MAE, ME, RMSE, MPE**) by comparing it with the actual data, when it comes in - Re-training the
**model and continuous improvements**when the threshold of error exceeds.

The code snippet gives an overview of the necessary libraries required for tensorflow.

`from tensorflow.python.keras.layers import Dense, LSTM, RepeatVector,TimeDistributed,Flatten, Bidirectional from tensorflow.python.keras import Sequential from tensorflow.python.keras.layers.convolutional import Conv1D, Conv2D, MaxPooling1D,ConvLSTM2D`

As Delhi had high Covid-19 cases, here we model different DL models for the **“DELHI” State (National Capital of India). **Further**,** we keep the scope of dates from 25th March to 6th June 2020. Data till 29th April has been used for Training, whereas from **30th April to 6th June **has been used for testing/prediction. The test data has been used to predict for 7 days for 3 subsequent stages of prediction.

This code demonstrates the data is first split into a 70:30 ratio between training and testing (by finding the closest number to 7), where each set is then restructured to weekly samples of data.

`def split_dataset(data): `

# split into standard weeks

print(np.shape(data))

split_factor = int((np.shape(data)[0]*0.7))

print("Split Factor no is", split_factor)

m = 7

trn_close_no = closestNumber(split_factor, m)

te_close_no = closestNumber((np.shape(data)[0]-split_factor), m)

train, test = data[0:trn_close_no], data[trn_close_no:(trn_close_no + te_close_no)]

print("Initials Train-Test Split --", np.shape(train), np.shape(test))

len_train = np.shape(train)[0]

len_test = np.shape(test)[0]

# restructure into windows of weekly data

train = array(split(train[0:len_train], len(train[0:len_train]) / 7))

test = array(split(test, len(test) / 7))

print("Final Train-Test Split --", np.shape(train), np.shape(test))

return train, test

Initials Train-Test Split -- (49, 23) (21, 23) ----- Training and Test DataSet Final Train-Test Split -- (7, 7, 23) (3, 7, 23)-----Arrange Train and Test DataSet into 7 and 3 weekly samples respecytively.

The data set and the features have been scaled using **Min-Max Scaler.**

`scaler = MinMaxScaler(feature_range=(0, 1)) `

scaled_dataset = scaler.fit_transform(dataset)

The tricky part in **converting** the t**ime-series to a supervised time-series for multi-step prediction** lies in **incorporating** the **number of past days** **(i.e. the historic data**) that the **weekly data **has to consider.

The series derived by considering historic data is **considered 7 times during training iterations and 3 times during testing iterations** (as it got split as **(7,7,23) and (7,3,23)**, where **22** is the **number of input features** with **one predicted output**). This **series** built using **historic** data helps the model to** learn and predict** **any day of the week.**

The below snippet code demonstrates what is described above.

`# convert history into inputs and outputs `

def to_supervised(train, n_input, n_out=7):

# flatten data

data = train.reshape((train.shape[0] * train.shape[1], train.shape[2]))

X, y = list(), list()

in_start = 0

# step over the entire history one time step at a time

for _ in range(len(data)):

# define the end of the input sequence

in_end = in_start + n_input

out_end = in_end + n_out

# ensure we have enough data for this instance

if out_end <= len(data):

X.append(data[in_start:in_end, :])

y.append(data[in_end:out_end, 0])

# move along one time step

in_start += 1

return array(X), array(y)

In this section, we describe how we train different DL models using Tensorflow’s Keras APIs.

The following figure recollects the structure of a **Convolution Neural Network (CNN)** with a code snippet showing how a **1D CNN** with **16 filters**, with a **kernel size** of 3 has been used to train the network over **7 steps, where each 7 step is of 7 days.**

`# train CNN model `

def build_model_cnn(train, n_input):

# prepare data

train_x, train_y = to_supervised(train, n_input)

# define parameters

verbose, epochs, batch_size = 0, 200, 4

n_timesteps, n_features, n_outputs = train_x.shape[1], train_x.shape[2], train_y.shape[1]

# define model model = Sequential()

model.add(Conv1D(filters=16, kernel_size=3, activation='relu', input_shape=(n_timesteps,n_features)))

model.add(MaxPooling1D(pool_size=2))

model.add(Flatten())

model.add(Dense(10, activation='relu'))

model.add(Dense(n_outputs))

model.compile(loss='mse', optimizer='adam')

# fit network

model.fit(train_x, train_y, epochs=epochs, batch_size=batch_size, verbose=verbose)

return model

CNN

The following code snippet demonstrates how we train an **LSTM model**, plot the t**raining and validation loss, **before making a prediction.

`# train LSTM model `

def build_model_lstm(train, n_input):

# prepare data

train_x, train_y = to_supervised(train, n_input)

print(np.shape(train_x))

print(np.shape(train_y))

# define parameters

verbose, epochs, batch_size = 0, 50, 16

n_timesteps, n_features, n_outputs = train_x.shape[1], train_x.shape[2], train_y.shape[1]

# reshape output into [samples, timesteps, features]

train_y = train_y.reshape((train_y.shape[0], train_y.shape[1], 1))

# define model

model = Sequential()

model.add(LSTM(200, activation='relu', input_shape=(n_timesteps, n_features)))

model.add(RepeatVector(n_outputs))

model.add(LSTM(200, activation='relu', return_sequences=True))

model.add(TimeDistributed(Dense(100, activation='relu')))

model.add(TimeDistributed(Dense(1)))

model.compile(loss='mse', optimizer='adam')

# fit network

model.fit(train_x, train_y, epochs=epochs, batch_size=batch_size, verbose=verbose)

return model

The below figure illustrates the **Actual vs Predicted Outcome of the Multi-Step LSTM model** after the predicted outcome has been inverse-transformed (to remove the effect of scaling).

LSTM

The following code snippet demonstrates how we train a BI-**LSTM model**, plot the t**raining and validation loss, **before making a prediction.

`# train Bi-Directionsl LSTM model `

def build_model_bi_lstm(train, n_input):

# prepare data

train_x, train_y = to_supervised(train, n_input)

print(np.shape(train_x))

print(np.shape(train_y))

# define parameters

verbose, epochs, batch_size = 0, 50, 16

n_timesteps, n_features, n_outputs = train_x.shape[1], train_x.shape[2], train_y.shape[1]

# reshape output into [samples, timesteps, features]

train_y = train_y.reshape((train_y.shape[0], train_y.shape[1], 1))

# define model

model = Sequential()

model.add(Bidirectional(LSTM(200, activation='relu', input_shape=(n_timesteps, n_features))))

model.add(RepeatVector(n_outputs))

model.add(Bidirectional(LSTM(200, activation='relu', return_sequences=True)))

model.add(TimeDistributed(Dense(100, activation='relu')))

model.add(TimeDistributed(Dense(1)))

model.compile(loss='mse', optimizer='adam')

# fit network

model.fit(train_x, train_y, epochs=epochs, batch_size=batch_size, verbose=verbose)

return model

The below figure illustrates the **Actual vs Predicted Outcome of Multi-Step Bi-LSTM model** after the predicted outcome has been inverse-transformed (to remove the effect of scaling).

BI-LSTM

Here we have used **Conv1d with TimeDistributed Layer,** which is then fed to a **single layer of LSTM**, to predicted different sequences, as illustrated by the figure below. The CNN model is built first, then added to the LSTM model by wrapping the **entire sequence of CNN layers** in a **TimeDistributed layer**.

`# train Stacked CNN + LSTM model `

def build_model_cnn_lstm(train, n_input):

# prepare data

train_x, train_y = to_supervised(train, n_input)

# define parameters

verbose, epochs, batch_size = 0, 500, 16

n_timesteps, n_features, n_outputs = train_x.shape[1], train_x.shape[2], train_y.shape[1]

# reshape output into [samples, timesteps, features]

train_y = train_y.reshape((train_y.shape[0], train_y.shape[1], 1))

# define model

model = Sequential()

model.add(Conv1D(filters=64, kernel_size=3, activation='relu', input_shape=(n_timesteps, n_features)))

model.add(Conv1D(filters=64, kernel_size=3, activation='relu'))

model.add(MaxPooling1D(pool_size=2))

model.add(Flatten())

model.add(RepeatVector(n_outputs))

model.add(LSTM(200, activation='relu', return_sequences=True))

model.add(TimeDistributed(Dense(100, activation='relu')))

model.add(TimeDistributed(Dense(1)))

model.compile(loss='mse', optimizer='adam')

# fit network

model.fit(train_x, train_y, epochs=epochs, batch_size=batch_size, verbose=verbose)

return model

The prediction and inverse scaling help to yield the actual predicted outcomes, as illustrated below.

LSTM With CNN

The below snippet states how the data is properly reshaped into (1, n_input, n) to forecast for the following week. For the multi-variate time-series (of 23 features) with test data of 23 samples (with predicted output from previous steps i.e. 21+2) for 3 weeks is reshaped from **(7,7,23), (8,7,23) and (9,7,23)** as **(49,23), (56,23) and (63, 23)**

`# make a forecast `

def forecast(model, history, n_input):

# flatten data

data = array(history)

data = data.reshape((data.shape[0]*data.shape[1], data.shape[2]))

# retrieve last observations for input data

input_x = data[-n_input:, :]

# reshape into [1, n_input, n]

input_x = input_x.reshape((1, input_x.shape[0], input_x.shape[1]))

# forecast the next week

yhat = model.predict(input_x, verbose=0)

# we only want the vector forecast

yhat = yhat[0]

return yhat

Here at each step at the granularity of every week, we evaluate the model and compare it against the actual output.

`# evaluate one or more weekly forecasts against expected values`

def evaluate_forecasts(actual, predicted):

print("Actual Results", np.shape(actual))

print("Predicted Results", np.shape(predicted))

scores = list() # calculate an RMSE score for each day

for i in range(actual.shape[1]):

# calculate mse

mse = mean_squared_error(actual[:, i], predicted[:, i])

# calculate rmse

rmse = sqrt(mse)

# store

scores.append(rmse)

plt.figure(figsize=(14, 12))

plt.plot(actual[:, i], label='actual')

plt.plot(predicted[:, i], label='predicted')

plt.title(ModelType + ' based Multi-Step Time Series Active Cases Prediction for step ' + str(i))

plt.legend()

plt.show()

# calculate overall RMSE

s = 0

for row in range(actual.shape[0]):

for col in range(actual.shape[1]):

s += (actual[row, col] - predicted[row, col]) ** 2

score = sqrt(s / (actual.shape[0] * actual.shape[1]))

return score, scores # evaluate a single model

def evaluate_model(train, test, n_input):

model = None

# fit model

if(ModelType == 'LSTM'):

print('lstm')

model = build_model_lstm(train, n_input)

elif(ModelType == 'BI_LSTM'):

print('bi_lstm')

model = build_model_bi_lstm(train, n_input)

elif(ModelType == 'CNN'):

print('cnn')

model = build_model_cnn(train, n_input)

elif(ModelType == 'LSTM_CNN'):

print('lstm_cnn')

model = build_model_cnn_lstm(train, n_input)

# history is a list of weekly data

history = [x for x in train]

# walk-forward validation over each week

predictions = list()

for i in range(len(test)):

# predict the week

yhat_sequence = forecast(model, history, n_input)

# store the predictions

predictions.append(yhat_sequence)

# get real observation and add to history for predicting the next week

history.append(test[i, :])

# evaluate predictions days for each week

predictions = array(predictions)

score, scores = evaluate_forecasts(test[:, :, 0], predictions)

return score, scores, test[:, :, 0], predictions

*Here we show a univariate and multi-variate, multi-step time-series prediction.*

A type of **CNN-LSTM is the ConvLSTM (primarily for two-dimensional spatial-temporal data)**, where the convolutional reading of input is built directly into each LSTM unit.

Here for this particular univariate time series, we have the input vector as

[timesteps=14, rows=1, columns=7, features=2 (input and output)]

`# train CONV LSTM2D model `

def build_model_cnn_lstm_2d(train, n_steps, n_length, n_input):

# prepare data

train_x, train_y = to_supervised_2cnn_lstm(train, n_input)

# define parameters

verbose, epochs, batch_size = 0, 750, 16

n_timesteps, n_features, n_outputs = train_x.shape[1], train_x.shape[2], train_y.shape[1]

# reshape into subsequences [samples, time steps, rows, cols, channels]

train_x = train_x.reshape((train_x.shape[0], n_steps, 1, n_length, n_features))

# reshape output into [samples, timesteps, features]

train_y = train_y.reshape((train_y.shape[0], train_y.shape[1], 1))

# define model

model = Sequential()

model.add(ConvLSTM2D(filters=64, kernel_size=(1,3), activation='relu', input_shape=(n_steps, 1, n_length, n_features)))

model.add(Flatten()) model.add(RepeatVector(n_outputs))

model.add(LSTM(200, activation='relu', return_sequences=True))

model.add(TimeDistributed(Dense(100, activation='relu')))

model.add(TimeDistributed(Dense(1))) model.compile(loss='mse', optimizer='adam')

# fit network

model.fit(train_x, train_y, epochs=epochs, batch_size=batch_size, verbose=verbose)

return model

# convert history into inputs and outputs

def to_supervised_2cnn_lstm(train, n_input, n_out=7):

# flatten data data = train.reshape((train.shape[0]*train.shape[1], train.shape[2]))

X, y = list(), list()

in_start = 0

# step over the entire history one time step at a time

for _ in range(len(data)):

# define the end of the input sequence

in_end = in_start + n_input

out_end = in_end + n_out

# ensure we have enough data for this instance

if out_end <= len(data):

x_input = data[in_start:in_end, 0]

x_input = x_input.reshape((len(x_input), 1))

X.append(x_input)

y.append(data[in_end:out_end, 0])

# move along one time step

in_start += 1

return array(X), array(y)

# make a forecast def forecast_2cnn_lstm(model, history, n_steps, n_length, n_input):

# flatten data data = array(history)

data = data.reshape((data.shape[0]*data.shape[1], data.shape[2]))

# retrieve last observations for input data

input_x = data[-n_input:, 0]

# reshape into [samples, time steps, rows, cols, channels]

input_x = input_x.reshape((1, n_steps, 1, n_length, 1))

# forecast the next week

yhat = model.predict(input_x, verbose=0)

# we only want the vector forecast

yhat = yhat[0]

return yhat

# evaluate a single model

def evaluate_model_2cnn_lstm(train, test, n_steps, n_length, n_input):

# fit model

model = build_model_cnn_lstm_2d(train, n_steps, n_length, n_input)

# history is a list of weekly data

history = [x for x in train]

# walk-forward validation over each week

predictions = list()

for i in range(len(test)):

# predict the week

yhat_sequence = forecast_2cnn_lstm(model, history, n_steps, n_length, n_input)

# store the predictions

predictions.append(yhat_sequence)

# get real observation and add to history for predicting the next week

history.append(test[i, :])

# evaluate predictions days for each week

predictions = array(predictions)

score, scores = evaluate_forecasts(test[:, :, 0], predictions)

return score, scores, test[:, :, 0], predictions

df_state_all = pd.read_csv('all_states/all.csv')

df_state_all = df_state_all.drop(columns=['Latitude', 'Longitude', 'index'])

stateName = unique_states[8]

dataset = df_state_all[df_state_all['Name of State / UT'] == unique_states[8]]

dataset = dataset.sort_values(by='Date', ascending=True)

dataset = dataset[(dataset['Date'] >= '2020-03-25') & (dataset['Date'] <= '2020-06-06')]

print(np.shape(dataset))

daterange = dataset['Date'].values

no_Dates = len(daterange)

dateStart = daterange[0] dateEnd = daterange[no_Dates - 1]

print(dateStart) print(dateEnd)

dataset = dataset.drop(columns=['Unnamed: 0', 'Date', 'source1', 'state', 'Name of State / UT', 'tagpeopleinquarantine', 'tagtotaltested'])

print(np.shape(dataset)) n = np.shape(dataset)[0] scaler = MinMaxScaler(feature_range=(0, 1)) scaled_dataset = scaler.fit_transform(dataset)

# split into train and test

train, test = split_dataset(scaled_dataset)

# define the number of subsequences and the length of subsequences

n_steps, n_length = 2, 7

# define the total days to use as input

n_input = n_length * n_steps

score, scores, actual, predicted = evaluate_model_2cnn_lstm(train, test, n_steps, n_length, n_input)

# summarize scores

summarize_scores(ModelType, score, scores)

The model parameters can be summarized as :

The evaluate_model function appends the model forecasting score at each step and returns it at the end.

The below figure illustrates the **Actual vs Predicted Outcome of Multi-Step ConvLSTM2D model** after the predicted outcome has been inverse-transformed (to remove the effect of scaling).

Uni-Variate **ConvLSTM2D**

For multi-variate time series wit**h 22 input features **and **one** **output prediction**, we take into consideration the following changes: In function **forecast_2cnn_lstm** we replace the input data shaping to constitute the multi-variate features

`#In function forecast_2cnn_lstm input_x = data[-n_input:, :]. `

#replacing 0 with : # reshape into [samples, time steps, rows, cols, channels]

input_x = input_x.reshape((1, n_steps, 1, n_length, data.shape[1]))

#replacing 1 with #data.shape[1] for multi-variate

Further, in function **to_supervised_2cnn_lstm**, we replace x_input’s feature size from 0 to : and 1 with 23 features as follows:

`x_input = data[in_start:in_end, :] `

x_input = x_input.reshape((len(x_input), x_input.shape[1]))

Multi-Variate **ConvLSTM2D**

We can further try out Bi-Directional LSTM with a 2D Convolution Layer as depicted in the figure below. The model stacking and subsequent layers remain the same as tried in the previous step, with the exception of using a BI-LSTM in place of a single LSTM.

**Comparison of Model Metrics on test data set**

Deep Learning Method | RMSE |

LSTM | 912.224 |

BI LSTM | 1317.841 |

CNN | 1021.518 |

LSTM + CNN | 891.076 |

Conv2D + LSTM (Uni-Variate Single-Step) | 1288.416 |

Conv2D + LSTM (Multi-Variate Multi-Step) | 863.163 |

In this blog, I have discussed multi-step time-series prediction using deep learning mechanisms and compared/evaluated them based on RMSE. Here, we notice that for a forecasting time-period of 7 days stacked **ConvLSTM2D **works the best, followed by **LSTM with CNN**, **CNN**, and **LSTM** networks. More extensive model evaluation with different hidden layers and neurons with efficient hyperparameter tuning can further improve accuracy.

Though we see the model accuracy decreases for multi-step models, this can be a useful tool for having long term forecasts where predicted outcomes in the previous week help in playing a dominant role on predicted outputs.

For complete source code check out https://github.com/sharmi1206/covid-19-analysis

Special thanks to machinelearningmastery.com. as some of the concepts have been taken from there.

- https://arxiv.org/pdf/1801.02143.pdf
#### https://github.com/sharmi1206/covid-19-analysis

- https://machinelearningmastery.com/multi-step-time-series-forecasting/
- https://machinelearningmastery.com/multi-step-time-series-forecasti...
- https://machinelearningmastery.com/how-to-develop-lstm-models-for-m...
- https://machinelearningmastery.com/convert-time-series-supervised-l...
- https://www.tensorflow.org/tutorials/structured_data/time_series
- https://www.aiproblog.com/index.php/2018/11/13/how-to-develop-lstm-...

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