# Indicator Combination

• Source name: indicator-combination

This source provides signals which are combinations of the other sources, calculated or composed by Delphi. It is not a primary data source.

1. Statistical Combination Signals
1. Estimation
2. Data Preprocessing
3. Standard Errors
2. Compositional Signals: Confirmed Cases and Deaths

## Statistical Combination Signals

These signals combine Delphi’s indicators—not including cases and deaths, but including other signals expected to be related to the underlying rate of coronavirus infection—to produce a single indicator. The goal is to provide a single map of the COVID-19 activity at each geographic level each day that summarizes other indicators so that users can study its fluctuations over space and time and not be overwhelmed by having to necessarily monitor many individual sensors.

These signals were updated daily until March 17, 2021.

• nmf_day_doc_fbc_fbs_ght: This signal uses a rank-1 approximation, from a nonnegative matrix factorization approach, to identify an underlying signal that best reconstructs the Doctor Visits (smoothed_adj_cli), Facebook Symptoms surveys (smoothed_cli), Facebook Symptoms in Community surveys (smoothed_hh_cmnty_cli), and Search Trends (smoothed_search) indicators. It does not include official reports (cases and deaths from the jhu-csse source). Higher values of the combined signal correspond to higher values of the other indicators, but the scale (units) of the combination is arbitrary. Note that the Search Trends source is not available at the county level, so county values of this signal do not use it. This signal is deprecated and is no longer updated as of March 17, 2021.
• nmf_day_doc_fbs_ght: This signal is calculated in the same way as nmf_day_doc_fbc_fbs_ght, but does not include the Symptoms in Community survey signal, which was not available at the time this signal was introduced. It also uses smoothed_cli from the doctor-visits source instead of smoothed_adj_cli. This signal is deprecated and is no longer updated as of May 28, 2020.

### Estimation

Let $$x_{rs}(t)$$ denote the value of sensor $$s$$ on day $$t$$ in region $$r$$ (not necessarily mean centered). We aim to construct a single scalar latent variable each day for every region $$r$$, denoted by $$z_{r}(t)$$, that can simultaneously reconstruct all other reported sensors. We call this scalar summary the combined indicator signal. Below we describe the method used to compute the combined signal. For notational brevity, we fix a time $$t$$ and drop the corresponding index.

#### Optimization Objective

At each time $$t$$ (which in our case has resolution of a day), given a set $$\mathcal{S}$$ of sensors (with total $$S$$ sensors) and a set $$\mathcal{R}$$ of regions (with total $$R$$ regions), we aim to find a combined indicator that best reconstructs all sensor observations after being passed through a learned sensor-specific transformation $$g_{s}(\cdot)$$. That is, for each time $$t$$, we minimize the sum of squared reconstruction error:

$\sum_{s \in \mathcal{S}} \sum_{r \in \mathcal{R}} (x_{rs} - g_{s}(z_{r}))^2,$

over combined indicator values $$z = z_{1:R}$$ and candidate transformations $$g = g_{1:S}$$. To solve the optimization problem, we constrain $$z$$ and $$g$$ in specific ways as explained next.

#### Optimization Constraints

We constrain the sensor-specific transformation $$g_{s}$$ to be a linear function such that $$g_{s}(x) = a_{s} x$$. Then, the transformations $$g$$ are simply various rescalings $$a = a_{1:S}$$, and the objective can be more succinctly written as

$\min_{z \in\mathbb{R}^{R}, a\in\mathbb{R}^S} \|X - z a^\top\|_F^2.$

where $$X$$ is the $$R \times S$$ matrix of sensor values $$x_{rs}$$ (each row corresponds to a region and each column to a sensor value). Additionally, to make the parameters identifiable, we constrain the norm of $$a$$.

If $$u_1, v_1, \sigma_1$$ represent the first left singular vector, right singular vector, and singular value of $$X$$, then the well-known solution to this objective is given by $$z = \sigma_1 u_1$$ and $$a = v_1$$, which is similar to the principal component analysis (PCA). However, in contrast to PCA, we do not remove the mean signal from each column of $$X$$. To the extent that the mean signals are important for reconstruction, they are reflected in $$z$$.

Furthermore, since all sensors should be increasing in the combined indicator value, we further constrain the entries of $$a$$ to be nonnegative. Similarly, since all sensors are nonnegative, we also constrain the entries of $$z$$ to be nonnegative. This effectively turns the optimization problem into a non-negative matrix factorization problem as follows:

$\min_{z \in\mathbb{R}^{R}: z \ge 0, a\in\mathbb{R}^S : a \ge 0} \|X - z a^\top\|_F^2.$

### Data Preprocessing

#### Scaling of Data

Since different sensor values are on different scales, we perform global column scaling. Before approximating the matrix $$X$$, we scale each column by the root mean square observed entry of that sensor over all of time (so that the same scaling is applied each day).

Note that one might consider local column scaling before approximating the matrix $$X$$, where we scale each column by its root mean square observed entry each so that each sensor has (observed) second moment equal to 1 (each day). But this suffers from the issue that the locally scaled time series for a given sensor and region can look quite different from the unscaled time series. In particular, increasing trends can be replaced with decreasing trends and, as a result, the derived combined indicator may look quite distinct from any unscaled sensor. This can be avoided with global column scaling.

#### Lags and Sporadic Missingness

The matrix $$X$$ is not necessarily complete and we may have entries missing. Several forms of missingness arise in our data. On certain days, all observations of a given sensor are missing due to release lag. For example, Doctor Visits is released several days late. Also, for any given region and sensor, a sensor may be available on some days but not others due to sample size cutoffs. Additionally, on any given day, different sensors are observed in different regions.

To ensure that our combined indicator value has comparable scaling over time and is free from erratic jumps that are just due to missingness, we use the following imputation strategies:

• lag imputation, where if a sensor is missing for all regions on a given day, we copy all observations from the last day on which any observation was available for that sensor;
• recent imputation, where if a sensor value if missing on a given day is missing but at least one of past $$T$$ values is observed, we impute it with the most recent value. We limit $$T$$ to be 7 days.

#### Persistent Missingness

Even with the above imputation strategies, we still have issues that some sensors are never available in a given region. The result is that combined indicator values for that region that may be on a completely different scale from values in other regions with additional observed sensors. This can only be overcome by regularizing or pooling information across space. Note that a very similar problem occurs when a sensor is unavailable for a very long period of time (so long that recent imputation is inadvisable and avoided by setting $$T = 7$$ days).

We deal with this problem by geographic imputation, where we impute values from regions that share a higher level of aggregation (e.g., the median observed score in an MSA or state), or by imputing values from megacounties (since the counties in question are missing and hence should be reflected in the rest of state estimate). The order in which we look to perform geographic imputations is observed values from megacounties, followed by median observed values in the geographic hierarchy (county, MSA, state, or country). We chose this imputation sequence among different options by evaluating their effectiveness to mimic the actual observed sensor values in validation experiments.

### Standard Errors

We compute standard errors for the combined indicator using the bootstrap. The input data sources are resampled individually, and the combined indicator is recomputed for the resampled input. Then, the standard error is given by taking the standard deviation of the resampled combined indicators. We take $$B=100$$ bootstrap replicates and use the jackknife to verify that for this number of replicates, estimated variance is small relative to the variance of variances.

The resampling method for each input source is as follows:

• Doctor Visits: We inject a single additional observation with value 0.5 into the calculation of the proportion, and then resample from the binomial distribution, using the “Jeffreysized” proportion and sample size $$n+1$$.
• Symptom Survey: We first inject a single additional observation with value 0.35 into the calculation of the proportion $$p$$. Then, we sample an average of $$n+1$$ independent $$\text{Binomial}(p, m)/m$$ variables, where we choose $$m$$ so the household variance $$p(1-p)/m = n\text{SE}^2$$, which is equivalent to sampling $$\text{Binomial}(p, mn) / mn$$. The prior proportion of 0.35 was chosen to match the resampling distribution with the original distribution.
• Facebook Community Survey: We resample from the binomial distribution, with the reported proportion and sample size.
• Google Health Trends: Because we do not have access to the sampling distribution, we do not resample this signal.

## Compositional Signals: Confirmed Cases and Deaths

These signals combine the cases and deaths data from JHU and USA Facts. This is a straight composition: the signals below use the JHU signal data for Puerto Rico, and the USA Facts signal data everywhere else. Consult each signal’s documentation for information about geographic reporting, backfill, and other limitations.

These signals were updated daily until November 18, 2021.

Signal 7-day average signal Description
confirmed_cumulative_num   Cumulative number of confirmed COVID-19 cases
Earliest date available: 2020-02-20
confirmed_cumulative_prop   Cumulative number of confirmed COVID-19 cases per 100,000 population
Earliest date available: 2020-02-20
confirmed_incidence_num confirmed_7dav_incidence_num Number of new confirmed COVID-19 cases, daily
Earliest date available: 2020-02-20
confirmed_incidence_prop confirmed_7dav_incidence_prop Number of new confirmed COVID-19 cases per 100,000 population, daily
Earliest date available: 2020-02-20
deaths_cumulative_num   Cumulative number of confirmed deaths due to COVID-19
Earliest date available: 2020-02-20
deaths_cumulative_prop   Cumulative number of confirmed due to COVID-19, per 100,000 population
Earliest date available: 2020-02-20
deaths_incidence_num deaths_7dav_incidence_num Number of new confirmed deaths due to COVID-19, daily
Earliest date available: 2020-02-20
deaths_incidence_prop deaths_7dav_incidence_prop Number of new confirmed deaths due to COVID-19 per 100,000 population, daily
Earliest date available: 2020-02-20