摘要翻译：
在本文中，我们估计了一个易感-感染-康复(SIR)模型的时变新冠病毒接触率。我们对接触率的测量是使用积极感染、康复和死亡病例的数据构建的。我们提出了一种新的趋势滤波方法，它是Hodrick-Prescott(HP)滤波器的一种变体，受可能的扭结数目的约束。我们称它为$\textIt{稀疏HP过滤器}$，并将其应用于来自五个国家的日常数据：加拿大、中国、南韩、英国和美国。我们的新方法产生了与每个国家的实际事件很好地一致的扭结。我们发现稀疏HP滤波器比$\ell_1$trend滤波器提供了更少的扭结，同时两种方法都能很好地拟合数据。理论上，我们建立了稀疏HP和$\ell_1$趋势过滤器的风险一致性。最后，我们建议使用时变的$\textIt{联系增长率}$来记录和监测COVID-19的爆发。
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英文标题：
《Sparse HP Filter: Finding Kinks in the COVID-19 Contact Rate》
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作者：
Sokbae Lee, Yuan Liao, Myung Hwan Seo, Youngki Shin
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最新提交年份：
2020
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分类信息：

一级分类：Economics        经济学
二级分类：Econometrics        计量经济学
分类描述：Econometric Theory, Micro-Econometrics, Macro-Econometrics, Empirical Content of Economic Relations discovered via New Methods, Methodological Aspects of the Application of Statistical Inference to Economic Data.
计量经济学理论，微观计量经济学，宏观计量经济学，通过新方法发现的经济关系的实证内容，统计推论应用于经济数据的方法论方面。
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一级分类：Statistics        统计学
二级分类：Applications        应用程序
分类描述：Biology, Education, Epidemiology, Engineering, Environmental Sciences, Medical, Physical Sciences, Quality Control, Social Sciences
生物学，教育学，流行病学，工程学，环境科学，医学，物理科学，质量控制，社会科学
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英文摘要：
  In this paper, we estimate the time-varying COVID-19 contact rate of a Susceptible-Infected-Recovered (SIR) model. Our measurement of the contact rate is constructed using data on actively infected, recovered and deceased cases. We propose a new trend filtering method that is a variant of the Hodrick-Prescott (HP) filter, constrained by the number of possible kinks. We term it the $\textit{sparse HP filter}$ and apply it to daily data from five countries: Canada, China, South Korea, the UK and the US. Our new method yields the kinks that are well aligned with actual events in each country. We find that the sparse HP filter provides a fewer kinks than the $\ell_1$ trend filter, while both methods fitting data equally well. Theoretically, we establish risk consistency of both the sparse HP and $\ell_1$ trend filters. Ultimately, we propose to use time-varying $\textit{contact growth rates}$ to document and monitor outbreaks of COVID-19.
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PDF链接：
https://arxiv.org/pdf/2006.10555