Comparison of The Hawkes and SEIR Models For The Spread of Covid-19
Comparison of The Hawkes and SEIR Models For The Spread of Covid-19
Comparison of The Hawkes and SEIR Models For The Spread of Covid-19
Abstract
Two models that capture the spread of infectious diseases, the Hawkes
point process model and the SEIR compartmental model, are compared
with regard to their use in modeling the Covid-19 pandemic. The physi-
cal plausibility of the SEIR model is weighed against the parsimony and
flexibility of the Hawkes model. The mathematical connection between
Hawkes and SEIR models is described.
1
1 Introduction
The SARS-CoV2 (Covid-19) pandemic spread from China to at least 188 coun-
tries or regions in the first six months of 2020 [15]. The characteristics of the
Covid-19 virus have been estimated and forecasted by numerous researchers
with highly variable results. Estimates of properties such as reproduction rate
(or time-varying reproduction number), numbers of individuals infected, hospi-
talization rates, fatality rates, and efficacy of containment measures have varied
widely [4, 22]. Accurate real-time estimates of the spread of Covid-19 are dif-
ficult to achieve without population-wide testing [18, 6]. Nevertheless, it is
important for researchers to accurately estimate and forecast the dynamics of
Covid-19 so that optimal public policy measures and other responses can be
adopted.
Several different frameworks have been proposed for modeling the spread of
Covid-19, including compartmental models such as the SEIR (Susceptible →
Exposed → Infectious → Removed) differential equation model, and branching
point process models such as the Hawkes point process model [70, 37, 6, 10].
This paper compares these two approaches for forecasting Covid-19. Relative
to Hawkes models, SEIR models and their variants have been used far more
widely to describe the Covid-19 pandemic [7, 24, 31, 42] as well as other infec-
tious diseases such as Ebola [43] and SARS [19]. However, recent studies have
suggested that Hawkes models may be more accurate [87]. For general discus-
sion of mathematical and statistical models of epidemiological phenomena, see
[60, 28].
2
The function g is typically assumed to be a density, i.e. to be nonnegative and to
integrate to 1 over all time and space, and is called the triggering density. Com-
mon choices for g are the exponential or Pareto densities in time, and the Gaus-
sian or Pareto densities in space [69]. The constant K is called the productivity.
Provided g is a density function, K is the expected number of points triggered
directly by each point, and is thus closely connected to the reproduction number
in compartmental models such as SEIR. Each background point, associated with
µ(s), is expected to generate K + K 2 + K 3 + ... = 1/(1 − K) − 1 = K/(1 − K)
triggered points. As a result, in a Hawkes process, the expected fraction of
background points is 1 − K.
The resulting estimates have desirable properties. For instance, Ogata (1978)
showed that the MLE Θ̂, is, under standard conditions, asymptotically un-
biased, consistent, asymptotically normal, and asymptotically efficient, with
standard errors readily constructed using the diagonal elements of the inverse
of the Hessian of L evaluated at Θ̂ [59]. Further, if the fitted model is missing
some relevant covariates, under general conditions the MLE will nevertheless be
consistent, provided the effect of the missing covariates is small [74]. The trig-
gering function can also be estimated non-parametrically [49], and some authors
have also estimated the background rate µ(s) nonparametrically, e.g. [91, 65].
Bayesian methods can also be used to estimate parameters and quantify uncer-
tainty in Hawkes process models [68, 53].
A host of variations of the Hawkes model have been proposed [10, 70]. The
HawkesN model, as defined in [70], has a Hawkes conditional intensity scaled by
the proportion of events which can still occur after time t, in order to account
for the dynamic decrease in the number of susceptible individuals in a given
location [70]: X
λ(t) = (1 − Ic (t)/N )(µ + K g(t − t0 )). (2)
t0 <t
Hawkes models and their slight variants such as the epidemic-type aftershock
sequence (ETAS) model [57, 58], HawkesN [70, 6, 54], and the recursive model
[76] have been shown to be useful in modeling infectious diseases such as Ebola
[39, 64], chlamydia [75], SARS [82, 9], measles [21], meningococcal disease
[51], and Rocky Mountain Spotted Fever [76]. Hawkes models have also been
shown to be the best fitting models for forecasting seismicity in rigorous, purely
prospective earthquake forecasting studies such as the Collaboratory for the
Study of Earthquake Predictability (CSEP) [13, 14, 90, 8, 27, 77].
3
1.2 The SEIR Model
SEIR models and their variants have been widely used to model and forecast
the spread of many contagious diseases including Covid-19 [81, 86, 7, 29, 44,
32, 30, 66, 52, 31]. Such models employ a wide variety of modifications to the
classic SEIR model, including using Bayesian inference [52], machine learning
[31], mobility networks and ensemble approaches [32], and mixed-effects curve
fitting [81] to fit parameters, as well as slight compartmental variants like SuIER
which account for unreported cases [30]. Other models explicitly define scenarios
for government interventions or enforcement of public health policies in specific
populations [44, 7, 29].
Perhaps the most common method for estimating compartmental infectious dis-
ease model parameters is by using Bayesian estimation [62, 12]. Prior parame-
ters are often decided on using subject matter experts [52] or parameters fit to
prior outbreaks [25]. Bayesian SEIR models have been employed to model infec-
tious diseases such as Ebola [25], Visceral Leishmaniasis [62] and Covid-19 [52].
Prior distributions are typically specified by compartment. For instance, Frasso
et al. specified number of deaths as beta-distributed, duration of incubation
as normal, and observed cases as negative binomial [25]. Disease characteris-
tics such as reproduction number has been modelled within the context of SIR
models with a gamma prior [12]. Joint posteriors are then solved for using a
4
Susceptible
dS β·I·S
dt =Λ−µ·S− N
Exposed
dE β·I·S
dt = N − (µ + α)E
Infectious
dI
dt = α · E − (γ + µ)I
Recovered
dR
dt =γ·I −µ·R
Stochastic versions of the SIR and SEIR models allow researchers to include the
effect of networks of individuals, but specification and parameter estimation can
be more challenging [3]. Various stochastic SEIR models have been developed to
model Covid-19 data. A stochastic SEIR model with parameters fit using grid
search, which may be viewed as a relatively agnostic machine learning approach,
was implemented in [31], and a stochastic SEIR model hybrid with agent-based
simulation was suggested in [42]. The compartmental approach of the SEIR
model is slightly modified to accommodate under-detection and differentiated
government intervention in the DELPHI model [7]. Their flexibility notwith-
standing, the difficulty in estimating time-varying parameters in real time for
stochastic SEIR models is well known, especially for large populations [55].
Parameters in SEIR models are often estimated using opinions of expert epi-
demiologists or using data from other locations or past epidemics [11]. This
is attractive in the sense that expert opinion is integrated, but there is ample
opportunity for bias as well as mis-specification, and the parameter estimates
have a covariance structure that can be difficult to estimate. Further, non-
identifiability is a known problem for compartmental models [26]. Although
there exists algebraic approaches for testing identifiability such as exhaustive
modeling [83], such methods are not implemented in any of the above refer-
enced Covid-19 SEIR models. Crucially, estimated SEIR parameters in the
early stages of a epidemic (before peak infection) have been shown to be struc-
5
turally nonidentifiable [73].
The link between Hawkes-like and stochastic SIR models is explored in detail in
[70], where it is shown that an exponentially decaying triggering function chosen
for a finite population Hawkes model (HawkesN) coincides in expectation with
the number of individuals infected in a stochastic SIR model as it approaches
stationarity. This connection between SIR and Hawkes models was explored in
particular in the context of Covid-19 [6], where it was shown that the HawkesN
and SIR models converge if the triggering function is exponential and the re-
production number in the SIR model is constant [6]. SIR and HawkesN models
are shown to provide similar fit to Twitter re-tweet diffusions in [70].
One may also compare features such as the doubling time for both Hawkes and
SIR/SEIR models. In the early exponential growth stage, the doubling time for
SIR is τ = log(2)/(γ(R0 − 1)) [1]. The relationship between estimates of R0
and doubling time for simulations of compartmental models is summarized in
[50]. The parameter K is intuitively similar to R0 , as it represents the expected
number of events triggered by a previous event. The doubling time for HawkesN
models as a function of K is shown next to the doubling time of a SIR model as
a function of R0 in Figure 2. It should be noted that doubling time for Hawkes
models quickly approaches zero for K > 1, justifying the finite population cor-
rection present in the HawkesN in the context of modeling infectious diseases
6
such as Covid-19 [70].
5.5 SIR
Average HawkesN
5
average doubling time
4.5
3.5
2.5
1.5
1.5 2 2.5 3 3.5 4
R0
Relative to Hawkes processes, SEIR models are more natural mathematical rep-
resentations of the spread of contagious diseases. However, in implementation
SEIR models often require estimation of more parameters and structural modifi-
cations. With complexity, there is more opportunity for bias and random errors
in parameter estimates, as well as large covariances between pairs of parameter
estimates, and in some cases problems of identifiability [20, 71]. More press-
ingly, each component of the model is susceptible to mis-specification, which
can result in highly variable estimates and large forecasting errors [34, 61].
Problems such as these can be particularly severe in the case of Covid-19, where
available data used to fit parameters can rely can have substantial errors, due to
undercounted infected populations and testing policies that vary over time and
space [41]. Both Hawkes and SEIR models assume a homogenous population and
do not explicitly account for testing errors, but Hawkes and HawkesN models
appear to perform better than their SEIR equivalents for modeling the spread
of infectious diseases (see Table 1 below).
7
2.1 Comparison of Covid-19 Results in the Current Lit-
erature
SEIR models appear to be far more widely used by State and Federal agen-
cies for forecasting Covid-19 cases and deaths, with a notable exception being
the State of New Jersey which is primarily using a multivariate Hawkes model
[36]. Table 1 summarizes results comparing the accuracy of Hawkes models and
their variants with SEIR models and their variants for forecasting infectious dis-
eases. Point process models have been found to forecast incidence of mumps in
Pennsylvania better than compartmental SVEILR models [38]. Further, point
process models have been found to improve fit and forecasting performance rel-
ative to SEIR models when applied to incidence of pertussis in [87]. Yuan et al.
find substantially improved accuracy of Hawkes models over SEIR models for
forecasting Covid-19 in the European Union, California, New York, and for the
United States as a whole [89].
Table 1: Prior results comparing the forecasting accuracy of point process and compartmen-
tal models for infectious diseases. Errors reported are the root mean squared error (RMSE)
and (∗∗) mean absolute error of daily forecasts. Model selection using (∗) Akaike Information
Criterion (AIC) and (∗∗) Normalized Discounted Cumulative Gain.
Hawkes models are directly compared to SIR and SEIR models to explain the
spread of Covid-19 in California, Indiana, and New York in [6]. The Akaike
information criterion (AIC) is used to evaluate the candidate models, and by
this metric, HawkesN performs more poorly relative to its compartmental coun-
terparts for Covid-19 death data, and with mixed results for Covid-19 case data.
However, fitted parameters are found to vary materially across locations, and
relative fit of parameters across models is concluded to not be strongly indicated.
Rather than concluding on the merits of either type of model, the authors note
the difficulty of using limited data at the beginning of an epidemic such as that
of Covid-19 [6].
8
In the context of the Covid-19 pandemic, compartmental models such as SIR
and SEIR have been noted to generally have low accuracy for long-term fore-
casts, and machine learning models have been proposed as a superior alternative
[2]. Compartmental models also may be poorly calibrated for forecasting more
than five days out: forecast numbers of Covid-19 cases in Italy six days in the
future based on the SEIR model were 14% too low on average [2]. Various com-
partmental models for forecasting Covid-19 yield slightly different projections of
future cases or future deaths [72]. However, estimates of variability vary widely,
with prediction interval widths often varying by a factor of 3 [7, 24].
9
captured by a SIR or SEIR model. In the early exponential growth stage of an
epidemic, before finite population and social distancing effects play a role, the
linear Hawkes process in Equation 1 can readily be used to model new infections
(see Figure 3).
4500 10 0
SEIR
4000 Hawkes
3500 10 -1
3000
new infections
10 -2
2500
(ti-t j)
2000
10 -3
1500
1000
10 -4
500
0 10 -5
0 20 40 60 80 100 10 1
t t i-t j
While the Hawkes process can approximate SEIR in some situations with an
appropriately chosen kernel g(t), queue-Hawkes processes [17] can also be used
to model an exposed latent class of events. Let N be population size, NtE be
the cumulative sum of infections (whether recovered or not) up to time t. Then
we may define a hybrid model incorporating features of both SEIR and Hawkes,
which we call a SEIR-Hawkes process, where the intensity of newly exposed
cases is given by
NtE X
E I
λ (t) = 1 − R0 γ exp − γ(t − tj ) , (3)
N I t>tj
10
Because the Hawkes process in Equation 5 has a branching process representa-
tion [33], the process can be simulated iteratively; for each event pair (sIj , sE
j ),
by
1. Generating a Poisson random variable M with mean R0 .
2. Generating l = 1, ..., M events with inter-event times sE I
l − sj given by an
exponential random variable with parameter γ.
3. Generating l = 1, ..., M events with inter-event times sIl − sE
l given by an
exponential random variable with parameter µ.
Thinning then proceeds sequentially by accepting each event pair (sIj , sE
j ) with
E E E E E
probability λ (sj )/ν (sj ) where λ is computed using only accepted events
in the history and ν E is computed using all simulated events. In Figure 4
we simulate the SEIR-Hawkes process with parameters µ = 1, γ = .1, R0 =
2, N = 1000 and N0E = 10 (tE E
1 = ...t10 = 0) and compare to the forward-
Euler approximate solution (dt = .01) of a SEIR differential equation dS/dt =
−βSI/N , dE/dt = βSI/N −µE, dI/dt = µE−γI, dR/dt = γI, where β = γR0 .
4 Conclusion
The SEIR model is currently far more widely used to model epidemic diseases
such as Covid-19 than the Hawkes model, and its parameterization is phys-
ically plausible, with parameters that are readily interpeted in the epidemi-
ological community. The SEIR model also appears to forecast epidemics ade-
quately in most cases, especially in the early spread of the disease. However, the
Hawkes model seems to offer more accurate forecasts, with approximately 20-
30% smaller errors on average in most cases. Among the several reasons listed in
Section 2 for this discrepancy, the most significant seem to be mis-specification
11
in the SEIR model and its sensitivity to errors in estimates of latent quantities
such as the number of asymptomatic individuals and the distribution of incuba-
tion times. In general, when maximal accuracy is desired, models for forecasting
observations should typically be only as complex as necessary to represent the
main features of interest in the data, with minimal dependence on unobserved
or noisy data [39].
There are close connections between SEIR and Hawkes models, and indeed
the two types of models can be constructed to be equivalent or to converge
to one another in special cases. The SEIR-Hawkes model described here may
provide further linkage between the two paradigms in cases where one seeks the
accuracy of point process modeling without sacrificing the physical plausibility
and interpretation of SEIR parameters, and the model is shown here to emulate
characteristics of SEIR models closely.
5 Acknowledgements
This research was supported by NSF grants SCC-1737585 and ATD-1737996.
12
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