Estimating a continuously varying offset between multivariate time series with application to COVID-19 in the United States

Abstract: This paper introduces new methods to track the offset between two multivariate time series on a continuous basis. We then apply this framework to COVID-19 counts on a state-by-state basis in the United States to determine the progression from cases to deaths as a function of time. Across multiple approaches, we reveal an "up-down-up" pattern in the estimated offset between reported cases and deaths as the pandemic progresses. This analysis could be used to predict imminent increased load on a healthcare system and aid the allocation of additional resources in advance.