Asymmetric Bidirectional Predictive Dynamics in Google Search and COVID-19 Time Series: A Multi-Horizon Forecast-Error Analysis

We investigate whether the past of an auxiliary time series provides predictive information about a target beyond that contained in the target's own history. We compare matched out-of-sample target-only and target-plus-source forecasts and introduce the forecast-error distribution entropy (FEDE) predictive-causality framework, where predictive causality is understood in the Granger sense: auxiliary history is informative when it improves prediction beyond the target's own past. FEDE quantifies how the full signed forecast-error distribution changes across prediction horizons. Controlled nonlinear benchmarks hide source-target dependence behind nonlinear transformations not supplied to the predictors. LightGBM recovers these hidden channels, whereas Ridge does not. Across four equal-power nonlinearities and four noise levels, the mean response-sensitivity statistic for FEDE remains 29.00, 27.47, 23.22, and 28.67, compared with 14.09, 10.68, 12.67, and 12.71 for mean log-RMSE gain. Directional and source controls separate the true source-to-target channel from the reverse direction and from independent periodic, quasiperiodic, chaotic, and autoregressive auxiliaries. Chronological Granger-style comparisons show strong model-form dependence: a degree-2 polynomial model is exceptionally sensitive to the matched quadratic channel but becomes weak or oppositely aligned for other nonlinearities, while basic convergent cross mapping is weak or directionally inconsistent in this stochastic, partly non-invertible setting. FEDE remains positively aligned across all 108 tested combinations of window length, history length, and maximum forecast horizon. Together, these results establish FEDE as a sensitive and robust horizon-resolved tool that extracts predictive information beyond conventional error-magnitude measures when the nonlinear interaction form is unknown. Code available in Zenodo.

Accurate epidemic forecasting is crucial for public health response, resource allocation, and outbreak intervention, but remains difficult with sparse, noisy, and highly non-stationary data. Because epidemics unfold across interacting regions, spatiotemporal methods are natural candidates for improving forecasts. Despite growing interest in spatial information, no standardized benchmark exists, and current evaluations often use simple chronological train-test splits that do not reflect real-time forecasting practice. We address this gap with SpatialEpiBench, a challenging benchmark for spatiotemporal epidemic forecasting in realistic public-health settings. SpatialEpiBench includes 11 epidemic datasets with standardized rolling evaluations and outbreak-specific metrics. We evaluate adjacency-informed forecasting models with widely used epidemic priors that adapt general models to epidemiology, but find that most methods underperform a simple last-value baseline from 1 day to 1 month ahead, even during outbreaks and with these priors. We identify three major failure modes: (1) poor outbreak anticipation, (2) difficulty handling sparsity and noise, and (3) limited utility of common geographic adjacency for epidemiological spatial information. We release benchmark data, code, and instructions at https://github.com/Rachel-Lyu/SpatialEpiBench to support development of operationally useful epidemic forecasting models.

Accurate medium- to long-range epidemic forecasting requires extrapolating high-dimensional, heterogeneous and nonstationary dynamics from partial observations. Yet hybrid models often leave implicit which observations inform which epidemic processes and how learned graph interactions modify system state. We introduce LE-EpiGNODE, which replaces generic message passing with process-specific, mechanism-guided neural operators: age-contact information drives Lagrangian infection generation, whereas mobility drives conservative Eulerian population transport within a structure-preserving universal differential equation. We evaluated LE-EpiGNODE across 14 controlled synthetic mechanisms spanning time-modulated, state-dependent, nonlinear and coupled dynamics, three complementary COVID-19 settings, 21 comparator models and five targeted ablations. Forecasting gains tended to become more pronounced at longer horizons; at the longest horizon, LE-EpiGNODE achieved the lowest WMAPE in all three real-world datasets, reducing error by 17.7-40.0% relative to the best baseline. Controlled ablations linked these gains to the Lagrangian-Eulerian decomposition and process-aligned priors, while synthetic ground truth showed that learned operators and induced state fluxes track known generating dynamics. These results support mechanism-organized graph neural dynamics as a route to reliable long-horizon extrapolation with directly testable, process-level mechanistic interpretation beyond trajectory accuracy.