A sequential ensemble approach to epidemic modeling: Combining Hawkes and SEIR models using SMC$^2$

Abstract: This paper proposes a sequential ensemble methodology for epidemic modeling that integrates discrete-time Hawkes processes (DTHP) and Susceptible-Exposed-Infectious-Removed (SEIR) models. Motivated by the need for accurate and reliable epidemic forecasts to inform timely public health interventions, we develop a flexible model averaging (MA) framework using Sequential Monte Carlo Squared. While generating estimates from each model individually, our approach dynamically assigns them weights based on their incrementally estimated marginal likelihoods, accounting for both model and parameter uncertainty to produce a single ensemble estimate. We assess the methodology through simulation studies mimicking abrupt changes in epidemic dynamics, followed by an application to the Irish influenza and COVID-19 outbreaks. Our results show that combining the two models can improve both estimates of the infection trajectory and reproduction number compared to using either model alone. Moreover, the MA consistently produces more stable and informative estimates of the time-varying reproduction number, with credible intervals that maintain appropriate coverage. These features are particularly valuable in high-uncertainty contexts where reliable situational awareness is essential. This research contributes to pandemic preparedness by enhancing forecast reliability and supporting more informed public health responses.