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Outline
• Basic model
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Basic Model
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Notation
S = Susceptible
I = Infective
R = Recovered
D = Dead
St + It + Rt + Dt = N
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SIRD Model: Overview
◦ Death: fraction δ
◦ Recovery: fraction 1 − δ
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SIRD Model: Laws of Motion
∆St+1 = −βSt It /N
| {z }
new infections
∆Rt+1 = (1 − δ)γIt
| {z }
recover
∆Dt+1 = δγIt
|{z}
die
R0 = D0 = 0
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New notation (terrible) R0 : Initial infection rate
◦ β = rate at which you get the virus from one infective person
◦ 1/γ = average time infected
◦ So R0 = expected number of infections generated by one
sick person when no herd immunity (s0 ≈ 1)
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Basic Properties of Differential System (Hethcote 2000)
1
e∗ = − log(1 − e∗ )
R0
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Social Distancing
βt = β0 e−λt + β ∗ (1 − e−λt )
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Estimation: Countries and States
◦ β0 and β ∗
◦ I0 : initial number of infections (gets timing right)
• Objective function:
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Guide to Graphs
◦ Black=current
◦ Red = oldest, Orange = second oldest, Yellow =third oldest...
◦ Violet (purple) = one day earlier
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New York: Cumulative Deaths per Million People (δ = .003/.001/.005)
New York
R0=4.2,0.9 = 0.003, =0.07, =0.2, %Infected(today)=21
450
THRU APR 10
400
Cumulative deaths per million people
350
Three estimates (δ = .003/.001/.005)
300 fit equally well in levels
250
200
150
100
50
0
Mar 14 Mar 17 Mar 20 Mar 23 Mar 26 Mar 29 Apr 01 Apr 04 Apr 07 Apr 10
2020
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New York: Daily Deaths per Million People (δ = .003/.001/.005)
New York
R0=4.2,0.9 = 0.003, =0.07, =0.2, %Infected(t+30)=42
50
THRU APR 10
45
40
35
deaths
30
25
20
15
10
0
Mar 15 Mar 29 Apr 12 Apr 26 May 10 May 24 Jun 07
2020
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New York: Cumulative Deaths per Million (Future, δ = .003/.001/.005)
New York
R0=4.2,0.9 = 0.003, =0.07, =0.2, %Infected(end)=44 = 0.005
1500
THRU APR 10
= 0.003
Cumulative deaths per million people
1000
= 0.001
500
0
Mar 14 Mar 28 Apr 11 Apr 25 May 09 May 23 Jun 06
2020
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Italy: Cumulative Deaths per Million People (λ = .07/.05/.10)
Italy
R0=5.3,0.7 = 0.003, =0.07, =0.2, %Infected(today)=12
350
THRU APR 10
300
Cumulative deaths per million people
250
Three estimates (λ = .07/.05/.10) fit
pretty well in levels
200
150
100
50
0
Feb 21 Feb 28 Mar 06 Mar 13 Mar 20 Mar 27 Apr 03 Apr 10
2020
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Italy: Daily Deaths per Million People (λ = .07/.05/.10)
Italy
R0=5.3,0.7 = 0.003, =0.07, =0.2, %Infected(t+30)=15
16
THRU APR 10
14
deaths
10
0
Feb 22 Mar 07 Mar 21 Apr 04 Apr 18 May 02 May 16
2020
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Italy: Cumulative Deaths per Million (Future, λ = .07/.05/.10)
Italy
R0=5.3,0.7 = 0.003, =0.07, =0.2, %Infected(end)=15
600
THRU APR 10
= 0.1
500
Cumulative deaths per million people
= 0.07
= 0.05
400
300
200
0
Feb 21 Mar 06 Mar 20 Apr 03 Apr 17 May 01 May 15
2020
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Spain: Cumulative Deaths per Million People (γ = .2/.1)
Spain
R0=5.9,0.3 = 0.003, =0.07, =0.2, %Infected(today)=14
400
THRU APR 10
350
Cumulative deaths per million people
300
γ = .2 fits slightly better in levels
250
200
150
100
50
0
Mar 03 Mar 10 Mar 17 Mar 24 Mar 31 Apr 07 Apr 14
2020
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Spain: Daily Deaths per Million People (γ = .2/.1)
Spain
R0=5.9,0.3 = 0.003, =0.07, =0.2, %Infected(t+30)=16
25
THRU APR 10
20
Daily deaths per million people
10
0
Mar 04 Mar 18 Apr 01 Apr 15 Apr 29 May 13 May 27
2020
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Spain: Cumulative Deaths per Million (Future, γ = .2/.1)
Spain
R0=5.9,0.3 = 0.003, =0.07, =0.2, %Infected(end)=16
800 = 0.1
THRU APR 10
700
Cumulative deaths per million people
600
500 = 0.2
400
300
200
Very different futures!
100
0
Mar 03 Mar 17 Mar 31 Apr 14 Apr 28 May 12 May 26
2020
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Repeated “Forecasts” from the
past 7 days of data
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Spain (7 days): Daily Deaths per Million People
Spain
R0=5.9,0.3 = 0.003, =0.07, =0.2, %Infected(t+30)=16
25
THRU APR 10
20
Daily deaths per million people
15
10
0
Mar 04 Mar 18 Apr 01 Apr 15 Apr 29 May 13 May 27
2020
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Italy (7 days): Daily Deaths per Million People
Italy
R0=5.3,0.7 = 0.003, =0.07, =0.2, %Infected(t+30)=15
16
THRU APR 10
14
12
Daily deaths per million people
10
0
Feb 22 Mar 07 Mar 21 Apr 04 Apr 18 May 02 May 16
2020
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New York (7 days): Daily Deaths per Million People
New York
R0=4.2,0.9 = 0.003, =0.07, =0.2, %Infected(t+30)=42
60
THRU APR 10
50
Daily deaths per million people
40
30
20
10
0
Mar 15 Mar 29 Apr 12 Apr 26 May 10 May 24 Jun 07
2020
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New York (7 days): Cumulative Deaths per Million (Future)
New York
R0=4.2,0.9 = 0.003, =0.07, =0.2, %Infected(end)=44
1600
THRU APR 10
1400
Cumulative deaths per million people
1200
1000
800
600
400
200
0
Mar 14 Mar 28 Apr 11 Apr 25 May 09 May 23 Jun 06
2020
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California (7 days): Cumulative Deaths per Million
California
R0=4.0,1.0 = 0.003, =0.07, =0.2, %Infected(today)= 1
18
THRU APR 10
16
Cumulative deaths per million people
14
12
10
0
Mar 04 Mar 11 Mar 18 Mar 25 Apr 01 Apr 08 Apr 15
2020
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California (7 days): Daily Deaths per Million People
California
R0=4.0,1.0 = 0.003, =0.07, =0.2, %Infected(t+30)= 3
20
THRU APR 10
18
(noisy and unreliable)
16
Daily deaths per million people
14
12
10
0
Mar 05 Mar 19 Apr 02 Apr 16 Apr 30 May 14 May 28
2020
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California (7 days): Cumulative Deaths per Million (Future)
California
R0=4.0,1.0 = 0.003, =0.07, =0.2, %Infected(end)= 5
450
THRU APR 10
350
300
250
200
150
100
50
0
Mar 04 Mar 18 Apr 01 Apr 15 Apr 29 May 13 May 27
2020
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U.K. (7 days): Cumulative Deaths per Million
U.K.
R0=3.6,1.5 = 0.003, =0.07, =0.2, %Infected(today)= 8
200
THRU APR 10
180
160
Cumulative deaths per million people
140
120
100
80
60
40
20
0
Mar 05 Mar 12 Mar 19 Mar 26 Apr 02 Apr 09 Apr 16
2020
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U.K. (7 days): Daily Deaths per Million People
U.K.
R0=3.6,1.5 = 0.003, =0.07, =0.2, %Infected(t+30)=51
120
THRU APR 10
80
60
40
20
0
Mar 06 Mar 20 Apr 03 Apr 17 May 01 May 15 May 29
2020
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U.K. (7 days): Cumulative Deaths per Million (Future)
U.K.
R0=3.6,1.5 = 0.003, =0.07, =0.2, %Infected(end)=60
2500
THRU APR 10
2000
Cumulative deaths per million people
1500
1000
500
0
Mar 05 Mar 19 Apr 02 Apr 16 Apr 30 May 14 May 28
2020
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Sweden (7 days): Daily Deaths per Million People
Sweden
R0=3.2,1.3 = 0.003, =0.07, =0.2, %Infected(t+30)=32
40
THRU APR 10
30
Daily deaths per million people
25
20
15
10
0
Mar 12 Mar 26 Apr 09 Apr 23 May 07 May 21 Jun 04
2020
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France (7 days): Daily Deaths per Million People
France
R0=4.4,1.7 = 0.003, =0.07, =0.2, %Infected(t+30)=66
100
THRU APR 10
70
60
50
40
30
20
10
0
Feb 16 Mar 01 Mar 15 Mar 29 Apr 12 Apr 26 May 10
2020
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Cumulative Deaths per Million, Log Scale
CUMULATIVE DEATHS PER MILLION
Spain Italy
256 France DATA THROUGH 12-APR-2020
U.K.
128
3%
35%
64 U.S. Hubei, China
=2
Iran
s, g
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32 day
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14
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16
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8 5
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4 es
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0.5
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Hubei, China (7 days): Daily Deaths per Million People
Hubei, China
R0=2.5,0.5 = 0.003, =0.07, =0.2, %Infected(t+30)= 2
4.5
THRU APR 10
3.5
Daily deaths per million people
2.5
1.5
0.5
0
Jan 23 Feb 06 Feb 20 Mar 05 Mar 19 Apr 02 Apr 16
2020
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S. Korea (7 days): Daily Deaths per Million People
S. Korea
R0=1.8,0.9 = 0.003, =0.07, =0.2, %Infected(t+30)= 0
0.25
THRU APR 10
0.2
Daily deaths per million people
0.15
0.1
0.05
0
Feb 21 Mar 06 Mar 20 Apr 03 Apr 17 May 01 May 15
2020
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Washington (7 days): Daily Deaths per Million People
Washington
R0=1.4,1.4 = 0.003, =0.07, =0.2, %Infected(t+30)=19
40
THRU APR 10
30
Daily deaths per million people
25
20
15
10
0
Mar 01 Mar 15 Mar 29 Apr 12 Apr 26 May 10 May 24
2020
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Louisiana (7 days): Daily Deaths per Million People
Louisiana
R0=3.5,0.6 = 0.003, =0.07, =0.2, %Infected(t+30)=13
16
THRU APR 10
14
12
Daily deaths per million people
10
0
Mar 15 Mar 29 Apr 12 Apr 26 May 10 May 24 Jun 07
2020
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Florida (7 days): Daily Deaths per Million People
Florida
R0=4.0,1.3 = 0.003, =0.07, =0.2, %Infected(t+30)=11
80
THRU APR 10
60
Daily deaths per million people
50
40
30
20
10
0
Mar 07 Mar 21 Apr 04 Apr 18 May 02 May 16 May 30
2020
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Michigan (7 days): Daily Deaths per Million People
Michigan
R0=3.7,0.5 = 0.003, =0.07, =0.2, %Infected(t+30)=13
25
THRU APR 10
15
10
0
Mar 19 Apr 02 Apr 16 Apr 30 May 14 May 28 Jun 11
2020
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Massachusetts (7 days): Daily Deaths per Million People
Massachusetts
R0=2.4,1.6 = 0.003, =0.07, =0.2, %Infected(t+30)=55
70
THRU APR 10
50
40
30
20
10
0
Mar 21 Apr 04 Apr 18 May 02 May 16 May 30 Jun 13
2020
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Assessing Uncertainty
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How Do We Evaluate Uncertainty?
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Our Approach
1000
800
600
400
200
0
Feb 29 Mar 14 Mar 28 Apr 11 Apr 25 May 09 May 23
2020
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R0 is key for dynamics...
1600
1400
Cumulate deaths per million people
10-Apr-2020
1200
1000
800
600
R0 today = 0.9
R0 today = 1.1
400
R0 today = 1.2
R0 today (point estimate) = 1.4
R0 today = 1.5
200
R0 today = 1.7
R0 today = 1.8
0
Mar 14 Mar 28 Apr 11 Apr 25 May 09 May 23 Jun 06
2020
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R0 is key for dynamics...
R0 today = 1.6
R0 today = 1.7
200
150
10-Apr-2020
100
50
0
Mar 04 Mar 18 Apr 01 Apr 15 Apr 29 May 13 May 27
2020
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R0 is key for dynamics...
500
10-Apr-2020
Cumulate deaths per million people
400
300
200
R0 today = 0.3
R0 today = 0.4
R0 today = 0.6
100 R0 today (point estimate) = 0.7
R0 today = 0.9
R0 today = 1.0
R0 today = 1.2
0
Mar 03 Mar 17 Mar 31 Apr 14 Apr 28 May 12 May 26
2020
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γ not so much
= 0.220
1000 = 0.230
800
600
400
200
0
Feb 29 Mar 14 Mar 28 Apr 11 Apr 25 May 09 May 23
2020
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γ not so much
1200
Cumulate deaths per million people
1000
800
600
400 = 0.170
= 0.180
= 0.190
= 0.200
200 = 0.210
= 0.220
= 0.230
0
Mar 14 Mar 28 Apr 11 Apr 25 May 09 May 23 Jun 06
2020
49 / 68
γ not so much
= 0.220
= 0.230
100
50
0
Mar 04 Mar 18 Apr 01 Apr 15 Apr 29 May 13 May 27
2020
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γ not so much
450
400
Cumulate deaths per million people
350
300
250
200
150
= 0.170
= 0.180
100 = 0.190
= 0.200
= 0.210
50 = 0.220
= 0.230
0
Mar 03 Mar 17 Mar 31 Apr 14 Apr 28 May 12 May 26
2020
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δ matters for deaths, not for dynamics
= 0.005
= 0.006
1500
10-Apr-2020
1000
500
0
Feb 29 Mar 14 Mar 28 Apr 11 Apr 25 May 09 May 23
2020
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δ matters for deaths, not for dynamics
= 0.005
= 0.006
1500
10-Apr-2020
1000
500
0
Mar 14 Mar 28 Apr 11 Apr 25 May 09 May 23 Jun 06
2020
53 / 68
δ matters for deaths, not for dynamics
= 0.005
= 0.006
150
10-Apr-2020
100
50
0
Mar 04 Mar 18 Apr 01 Apr 15 Apr 29 May 13 May 27
2020
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δ matters for deaths, not for dynamics
600
Cumulate deaths per million people
500
10-Apr-2020
400
300
200 = 0.000
= 0.001
= 0.002
= 0.003
100 = 0.004
= 0.005
= 0.006
0
Mar 03 Mar 17 Mar 31 Apr 14 Apr 28 May 12 May 26
2020
55 / 68
We can plot joint draws
1800
1600
Cumulate deaths per million people
1400
1200
10-Apr-2020
1000
800
600
400
200
0
Feb 29 Mar 14 Mar 28 Apr 11 Apr 25 May 09 May 23
2020
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Policy Counterfactuals
57 / 68
Reducing R0 has a huge impact...
4
Infected, percentage
10-Apr-2020
0
Feb 29 Mar 14 Mar 28 Apr 11 Apr 25 May 09 May 23
2020
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Reducing R0 has a huge impact...
10-Apr-2020
0
Mar 14 Mar 28 Apr 11 Apr 25 May 09 May 23 Jun 06
2020
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Reducing R0 has a huge impact...
0.3
Infected, percentage
0.25
0.2
0.15
0.1
0.05
0
Mar 04 Mar 18 Apr 01 Apr 15 Apr 29 May 13 May 27
2020
60 / 68
...but it has a decreasing marginal effects on cumulate deaths
R0 lowered to 1.3
R0 lowered to 0.9
1000 R0 lowered to 0.6
R0 lowered to 0.3
Cumulate deaths per million people
800
600
400
200
0
Feb 29 Mar 14 Mar 28 Apr 11 Apr 25 May 09 May 23
2020
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...but it has a decreasing marginal effects on cumulate deaths
1200
Cumulate deaths per million people
1000
800
600
400
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...but it has a decreasing marginal effects on cumulate deaths
100
80
60
40
20
0
Mar 04 Mar 18 Apr 01 Apr 15 Apr 29 May 13 May 27
2020
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Reopening and Herd Immunity
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Percent Ever Infected would be very informative
New York 58 21 13
California 2 1 0
Italy 35 12 7
Spain 40 14 8
U.K. 22 8 5
France 34 13 8
Hubei, China 5 2 1
S. Korea 0 0 0
Sweden 14 5 3
Louisiana 22 7 4
Florida 3 1 1
Washington 8 3 2
Michigan 19 6 4
Massachusetts 15 5 3
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Herd Immunity
R0 (t)s(t) < 1
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Herd Immunity and Opening the Economy?
Percent R0 (t+30) Percent
Susceptible with no way back
R0 R∗0 t+30 outbreak to normal
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Conclusion
Thanks!
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