基于变系数Hawkes过程的新型冠状病毒肺炎的传播强度分析  

Transmission Rate Analysis of COVID-19 Based on the Hawkes Process with Time-varying Coefficient

作　　者：吴远山 黄佳雨 叶桉均 WU YUANSHAN;HUANG JIAYU;YE ANJUN(School of Statistics and Mathematics,Zhongnan University of Economics and Law,Wuhan 430073,China;School of Mathematics and Statistics,Wuhan University,Wuhan 430072,China)

机构地区：[1]中南财经政法大学统计与数学学院,武汉430073 [2]武汉大学数学与统计学院,武汉430072

出　　处：《应用数学学报》2022年第3期421-431,共11页Acta Mathematicae Applicatae Sinica

基　　金：国家自然科学基金(12071483)资助项目。

摘　　要：当前,新型冠状病毒肺炎(COVID-19)在全球大部分地区肆虐,对人类生命安全和社会经济活动带来严峻挑战.新型冠状病毒肺炎的传播强度随时间的变化规律及其影响因素是传染病学家关心的重要问题.基于新型冠状病毒肺炎病例数,本文提出变系数Hawkes过程,分析日本,韩国以及北京市,武汉市新冠肺炎传播强度随时间变化的趋势,评估突发事件和政府采取的干预措施对疫情防控的影响.本文基于样条逼近技术建立半参数估计方法,数值模拟结果表明所提出方法在有限样本下具有良好表现.该研究可为疫情防控提供有益的统计建议.Currently,the coronavirus disease(COVID-19)is becoming a pandemic around the world,threatening the human social and economic activities and life safety.It is scientifically interested to investigate the evolution process of COVID-19 with confirmed positive cases in specific region and time period.We propose a time-varying coefficient Hawkes process to study the trend of COVID-19 transmission over time and evaluate the effect of government intervention measures as well as some emergent events.Adopting the spline approximation technique,we develop a semiparametric estimating approach,whose finitesample performance is assessed through simulation study.As an illustration,we apply the time-varying coefficient Hawkes process to examine the transmission dynamics of the pandemic in Japan,South Korea,Beijing and Wuhan,showing that the government intervention policy and emergent public health event can affect the evolution mechanism of COVID-19.

关 键 词：点过程 复发事件 半参数方法 样条函数 拐点 

分 类 号：O211.65[理学—概率论与数理统计]