team_name: University of Sydney Forecast Lab model_name: One Model by Manifold Embedding model_abbr: USyd-OneModelMan model_contributors: - name: Pablo Montero Manso affiliation: University of Sydney email: pablo.monteromanso@sydney.edu.au website_url: https://github.com/pmontman/covid19forec license: cc-by-4.0 team_model_designation: primary methods: A single autoregressive model fit jointly to all European time series, adding time series from the top regions across the world. A high-dimensional manifold embedding is used capture the process. data_inputs: JHU (reported fatalities) citation: https://arxiv.org/abs/2008.00444 methods_long: The information of multiple time series can be shared in a single model via a large dimensional manifold embedding. In addition to Europe death series, the regions with the largest average daily deaths are added to reduce the variance of the model estimation and share information (the regions more advanced in the pandemic can help forecast the others). Each time series is time-delay embedded and stacked together before for fitting a single linear autoregressive model. The dimension of the embedding is tuned by temporal validation, the best dimension of the last 4 weeks. This methodology has been successfully applied in the ensemble forecast efforts of Spain and Australia. See citation for detailed description and statistical properties.