Covid-19 Cases Prediction Using SARIMAX Model by Tuning Hyperparameter Through Grid Search Cross-validation Approach

SARS-Coronavirus was first detected in December 2019, later named COVID-19, and declared a pandemic by the World Health Organization (WHO). As prediction models assist policymakers in making decisions based on expected outcomes. Existing models were only used to anticipate a smaller range of data resulting in irrelevant predictions. Our research focuses on predicting COVID-19 confirmed, recovered, and deceased Indian cases for 20 days ahead. Tuning of hyperparameters is performed with a grid search cross-validation approach. The dataset is collected from the Kaggle. Our forecast indicates that the count of confirmed and deceased cases is higher whereas, recovered cases prediction shows a decreasing trend. The Score achieved is 0.5112 and root-mean-square error (RMSE) is 1251 using optimized SARIMAX. Finally, Monte Carlo simulation has also been performed to justify the prediction accuracy as compared to other models such as linear, polynomial, prophet, and SARIMAX without grid search cross validation.