03-31-2020, 11:58 AM
(03-31-2020, 10:57 AM)BostonCard Wrote: The count per day is noisier. Just look at the series from Italy that started this thread, or the Santa Clara data.If smoothing over that noise by taking cumulative sums improves precision, it's a misleading result. I just did a quick simulation using linear regression on noisy data, and the cumulative sums produce more precise slope estimates. But it's an invalid result because the residuals of the model are highly autocorrelated. This makes sense because the detrended cumulative sums are going to be autocorrelated as well.
BC
Anyway, none of that matters because the covid-19 models here have zero predictive value even if the model calculations were all done correctly.
