Nonlinear Dynamics, Stochastic Methods, And Predictive Modelling For Infectious Disease: Application To Public Health And Epidemic Forecasting
dc.contributor.advisor | Wu, Jianhong | |
dc.contributor.author | Prashad, Christopher Daniel | |
dc.date.accessioned | 2025-04-10T10:53:38Z | |
dc.date.available | 2025-04-10T10:53:38Z | |
dc.date.copyright | 2024-12-09 | |
dc.date.issued | 2025-04-10 | |
dc.date.updated | 2025-04-10T10:53:37Z | |
dc.degree.discipline | Mathematics & Statistics | |
dc.degree.level | Doctoral | |
dc.degree.name | PhD - Doctor of Philosophy | |
dc.description.abstract | Statistical models must adapt to the evolving nature of many processes over time. This thesis introduces flexible models and statistical methods designed to infer data-generating processes that vary temporally. The primary objective is to develop frameworks for efficient estimation and prediction of both univariate and multivariate time series data. The models considered are general dynamic predictive models with parameters that change over time, featuring time-varying regression coefficients or variance components. These models are capable of accommodating time-dependent covariates and can handle situations where information is incomplete. Several novel enhancements to existing mathematical models are introduced, with a particular focus on online learning and real-time prediction. Efficient Bayesian inference methodology is developed for analyzing the posterior of covariance components of dynamic models sequentially with a closed-form estimation algorithm for real-time online processing. Additionally, an online change detection algorithm for structural breaks is developed, combining the benefits of Kalman filters with sequential Monte Carlo methods. A general and extensible compartmental model for the study of infectious disease data is proposed, with several innovative extensions to established probability models for the analysis of data. Next, we extend the classical SIRS (Susceptible-Infectious-Recovered-Susceptible) model by integrating innovative stochastic mean-reverting transmission processes to more accurately capture the variability observed in real-world epidemic data. Lastly, we provide a methodology that harnesses expansive data sources and feature engineering for analyzing and forecasting peak time and height of epidemic waves, crucial for the planning of public health strategies and interventions. The performance of these inference methodologies is assessed through simulation experiments and real data from clinical, social-demographic, and epidemic domains. | |
dc.identifier.uri | https://hdl.handle.net/10315/42842 | |
dc.language | en | |
dc.rights | Author owns copyright, except where explicitly noted. Please contact the author directly with licensing requests. | |
dc.subject.keywords | Dynamic regression models | |
dc.subject.keywords | Bayesian sequential inference | |
dc.subject.keywords | Stochastic simulation | |
dc.subject.keywords | Particle filter | |
dc.subject.keywords | Online prediction | |
dc.subject.keywords | Covariance estimation | |
dc.subject.keywords | Structural change detection | |
dc.subject.keywords | Disease transmission processes | |
dc.subject.keywords | Mean reversion | |
dc.subject.keywords | Stochastic threshold | |
dc.subject.keywords | Infectious disease modelling | |
dc.subject.keywords | Epidemic wave peak forecasting | |
dc.subject.keywords | Predictive modelling | |
dc.subject.keywords | Mathematical epidemiology | |
dc.subject.keywords | Public health | |
dc.title | Nonlinear Dynamics, Stochastic Methods, And Predictive Modelling For Infectious Disease: Application To Public Health And Epidemic Forecasting | |
dc.type | Electronic Thesis or Dissertation |
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