Seasonal and Periodic Patterns in US COVID-19 Mortality using the Variable Bandpass Periodic Block Bootstrap
Edward Valachovic, Ekaterina Shishova

TL;DR
This paper introduces the Variable Bandpass Periodic Block Bootstrap (VBPBB), a novel method for accurately detecting and analyzing seasonal and periodic patterns in US COVID-19 mortality data, improving confidence interval estimation.
Contribution
The paper presents VBPBB, a new bootstrap approach that filters PC components to enhance the detection of seasonality and periodicity in COVID-19 mortality data.
Findings
Evidence of seasonal periodic components in US COVID-19 mortality
VBPBB outperforms existing bootstrap methods in accuracy and power
Identification of additional periodic components and their timing
Abstract
Since the emergence of the SARS-CoV-2 virus, research into the existence, extent, and pattern of seasonality has been of the highest importance for public health preparation. This study uses a novel bandpass bootstrap approach called the Variable Bandpass Periodic Block Bootstrap (VBPBB) to investigate the periodically correlated (PC) components including seasonality within US COVID-19 mortality. Bootstrapping to produce confidence intervals (CI) for periodic characteristics such as the seasonal mean requires preservation of the PC component's correlation structure during resampling. While existing bootstrap methods can preserve the PC component correlation structure, filtration of that PC component's frequency from interference is critical to bootstrap the PC component's characteristics accurately and efficiently. The VBPBB filters the PC time series to reduce interference from other…
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Taxonomy
TopicsInsurance, Mortality, Demography, Risk Management
