Public health forecasts must respond to abrupt changes in surveillance data without over-extrapolating noise, reporting artifacts, or temporary trends. We evaluated autoregressive integrated moving average (ARIMA), random forest, and extreme gradient boosting (XGBoost) models using 190 weekly observations of publicly available Ontario COVID-19 case counts from January 2020 to October 2023. Rolling-origin time-series cross-validation preserved temporal order during model tuning and evaluation. Performance was assessed across three operating dimensions: responsiveness following selected turning points, forecast horizons of one to six weeks, and the amount of historical training data. We also developed Machine Learning and ARIMA Model Averaging (MLAMA), a non-negative performance-weighted ensemble with weights that vary by forecast horizon and responsiveness setting. Retrospective comparisons showed that ARIMA adapted rapidly after turning points but its normalized error increased at longer horizons. Random forest and XGBoost were less responsive initially but maintained more stable normalized error over longer horizons. For two-week forecasts at the end of the study period, training on the most recent data outperformed using longer historical periods, particularly for XGBoost. MLAMA achieved the lowest normalized mean absolute percentage error across most forecast horizons and ranked among the best-performing methods across responsiveness settings. These findings support selecting forecasting models according to operating conditions rather than relying on a single universally preferred approach. MLAMA provides a practical framework for combining complementary statistical and machine-learning forecasts. The accompanying Python package is currently maintained in a private repository while software validation and reproducibility testing are completed.
Filipa Lino, Bárbara Tavares, Carlos Santiago +2cs.LG
Emergency Departments (EDs) are critical access points in healthcare systems, yet they face persistent pressure from unpredictable patient demand, seasonal surges, and non-urgent visits. Effective ED planning requires forecasts at multiple decision-making levels: hospitals need local demand estimates for staffing and bed management, regions require forecasts to coordinate healthcare units, and national authorities need system-wide projections for capacity planning. However, most existing approaches forecast ED demand independently at a single level, ignoring the hierarchy linking hospitals, regions, and national systems. This can produce incoherent predictions, where hospital-level forecasts do not aggregate consistently to regional or national demand. We propose HierSTT, a hierarchical Transformer-based framework for coherent multi-level ED forecasting. HierSTT jointly predicts hospital, regional, and national level demand in a single end-to-end model. A Temporal Fusion Transformer captures national dynamics, while spatio-temporal Transformer encoder-decoder modules model regional and hospital demand conditioned on higher-level forecasts. A coherence-aware loss penalizes cross-level inconsistencies during training. We further introduce a nationwide Portuguese ED dataset covering 81 hospitals across 5 regional health administrations, with heterogeneous covariates at each level. Experiments show that HierSTT reduces average WAPE by 32\% relative to the best non-hierarchical deep learning baseline and outperforms all classical hierarchical reconciliation methods, while producing near-coherent predictions across levels. Additional resources associated with this work are available at https://github.com/FilipaLino/HierSTT.
Wearable devices and smartphones generate rich behavioural time series that can support proactive health interventions, yet systematic comparisons of modern forecasting architectures for these data are lacking. In particular, it remains unclear how models generalise across populations, how different architectures respond to participant-level fine-tuning and how forecasting accuracy degrades across multi-day horizons. We benchmark six deep learning architectures, two zero-shot Foundation Models (FM) and statistical baselines on three public datasets encompassing over 800 participants, reporting per-feature metrics for step counts, screen time and sleep duration across 1-8 day horizons. We further conduct a per-feature personalisation study across all six architectures and assess FM transferability across dataset sizes and temporal granularities. Our key findings are: (i) no single architecture dominates, PatchTST leads among trained models while the three runners-up (TCN, MLP, Transformer) show no meaningful performance difference; (ii) the FM TimesFM matches or exceeds trained models zero-shot, especially in low-data regimes and (iii) participant-level fine-tuning reduces per-feature RMSE by 16-60\%, with sleep benefiting most and step counts least. These results provide practical guidance on architecture selection, FM applicability and personalisation strategies for mobile health forecasting. To the best of our knowledge, this is the first study to jointly evaluate modern deep learning, FMs and personalisation for multi-horizon behavioural forecasting from wearables.