Short-term forecasts of the dynamics of coronavirus disease 2019 (COVID-19) in the period up to its decline following mass vaccination was a task that received much attention but proved difficult to do with high accuracy. However, the availability of standardized forecasts and versioned datasets from this period allows for continued work in this area. Here, we introduce the Gaussian infection state space with time dependence (GISST) forecasting model. We evaluate its performance in one to four weeks ahead forecasts of COVID-19 cases, hospital admissions and deaths in the state of California made with official reports of COVID-19, Google's mobility reports and vaccination data available each week. Evaluation of these forecasts with a weighted interval score shows them to consistently outperform a naive baseline forecast and often score closer to or better than a high-performing ensemble forecaster. The GISST model also provides parameter estimates for a compartmental model of COVID-19 dynamics, includes a regression submodel for the transmission rate and allows for parameters to vary over time according to a random walk. GISST provides a novel, balanced combination of computational efficiency, model interpretability and applicability to large multivariate datasets that may prove useful in improving the accuracy of infectious disease forecasts.
Keywords: COVID-19; forecasting; infectious disease model; state-space model.