Abstract
We utilize functional data analysis techniques to investigate patterns of COVID-19 positivity and mortality
in the US and their associations with Google search trends for COVID-19 related symptoms. Specifically,
we represent state-level time series data for COVID-19 and Google search trends for symptoms as
smoothed functional curves. Given these functional data, we explore the modes of variation in the data
using functional principal component analysis (FPCA). We also apply functional clustering analysis to
identify patterns of COVID-19 confirmed case and death trajectories across the US. Moreover, we quantify
the associations between Google COVID-19 search trends for symptoms and COVID-19 confirmed case
and death trajectories using dynamic correlation. Finally, we examine the dynamics of correlations for the
top nine Google search trends of symptoms commonly associated with COVID-19 confirmed case and
death trajectories. Our results reveal and characterize distinct patterns for COVID-19 spread and mortality
across the US. The dynamics of these correlations suggest the feasibility of using Google queries to
forecast COVID-19 cases and mortality for up to three weeks in advance. Our results and analysis
framework set the stage for the development of predictive models for forecasting COVID-19 confirmed
cases and deaths using historical data and Google search trends for nine symptoms associated with both
outcomes.
Keywords
COVID-19 spread and mortality in US, functional data analysis, SARS-COV-2, Google COVID-19
Search Trends Symptoms.
Background
In December 2019, an outbreak of the coronavirus disease (COVID-19) caused by the spread of the 2019
novel coronavirus (SARS-CoV-2) originated in the city of Wuhan in China. Due to the exponential
worldwide spread of the virus, the World Health Organization (WHO) declared COVID-19 a pandemic on
March 11, 2020. As of January 11, 2021, and according to John Hopkins University COVID-19 Dashboard
(available at https://coronavirus.jhu.edu/map.html), the number of COVID-19 worldwide confirmed cases
reached more than 90 million (including more than 22 million cases in the US) and the number of global
deaths reached more than 1.9 million (~376,000 in the US). To date, the COVID-19 pandemic has caused
a huge negative global impact on the economy [1], health [2, 3], and education [4-6]), with the US as one
of the top countries affected by this pandemic.
Extensive open access COVID-19 data, including test results, present outstanding opportunities for data
scientists to apply a variety of statistical and machine learning approaches to characterize underlying
factors governing variation in the pattern and rate of COVID-19 spread across the US. For example, Tang
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et al [7] applied functional principal component analysis (FPCA) to examine the modes of variation for
COVID-19 confirmed case trajectories for 50 US states, quantified the correlations between confirmed
case and death trajectories using functional canonical correlation analysis (FCCA), and grouped the 50
states into five subgroups where states shared similar COVID-19 spread patterns. Chen et al [8] used
nonnegative matrix factorization (NMF) followed by a k-means clustering procedure applied to the NFM
coefficients to cluster the COVID-19 confirmed case trajectories for 49 US states into 7 groups and
investigated the dynamics of the clustering results over time. Similar analyses had been applied to various
regions in the world. For instance, Carroll et al [9] used FPCA to investigated the modes of variation in
COVID-19 case and death trajectories for 64 countries for an interval of 64 days and used functional
regression analysis to show significant association between reduced workplace mobility and lower spread
of the virus as well as association between baseline demographic (i.e., population density and percentage
of population above 65 years) and doubling rates of mortality. Boschi et al [10] used a functional
clustering approach based on probabilistic π-mean with local alignment [11] to investigate the patterns
of COVID-19 mortality across 20 Italian regions and applied functional regression analysis [12] to show
strong associations between COVID-19 mortality and both local mobility and positivity.
Recently, Google released the Google COVID-19 search trends symptoms dataset (version 1.0) [13]. The
dataset provides daily (and weekly) time series of anonymized and aggregated searches for more than
400 medical symptoms at the state and county levels. The goal is to provide an open-access dataset to
accelerate scientific and public health insights into the spread and impact of COVID-19 while maintaining
the privacy of Google users. Traditional approaches for forecasting the spread of a virus (e.g., seasonal
flu) infection were found to predict results with one or two weeks delay [14]. Since its presentation in
November 2008, Google Flu Trends (GFT), an online tool that uses aggregated Google search queries data
to provide daily estimates of the occurrence of flu two weeks in advance [15-17], had been shown to
improve the predictive performance of traditional surveillance and forecasting systems [14, 18, 19].
Motivated by these results and several other studies demonstrating the viability of Google search trends
in infectious disease surveillance and early epidemic prediction [20, 21], we hypothesize that Google
search trends for COVID-19 related symptoms could be used in combination with historical COVID-19 data
to predict future COVID-19 spread and mortality rates.
To the best of our knowledge, no models for forecasting COVID-19 spread or mortality using the Google
COVID-19 search trends symptoms database have been developed yet. The major aim of this study is to
establish the foundation for developing such prediction models via identifying relevant symptoms
associated with COVID-19 confirmed cases and deaths. Additionally, we apply functional data analysis
techniques to investigate modes of variation and patterns of COVID-19 positivity and mortality as well as
Google search trends for selected COVID-19 related symptoms in the US.
Methods
Data
The numbers of daily COVID-19 confirmed cases and deaths were obtained from the Centers for Disease
Control and Prevention (CDC) at https://data.cdc.gov/Case-Surveillance/United-States-COVID-19-Cases-
and-Deaths-by-State-o/9mfq-cb36 (accessed on November 6th, 2020). The data were collected at the
state-level including the 50 states as well as the District of Columbia (DC) (hereafter, the 51 US states).
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The study period included the 245 days beginning March 1, 2020 (when the COVID-19 outbreak was
declared a national emergency in the US) through October 31 st, 2020. To account for variation in
population size in each state, we normalized the number of cases to count per million people in each state
using 2019 census population estimates.
In addition to the two COVID-19 time-series datasets collected from CDC, we experimented with 422 time-
series datasets extracted from the Google COVID-19 Search Trends Symptoms dataset (in short, symptoms
dataset) [13]. The symptoms dataset was released by Google on September 2 nd, 2020 and is publicly
available at: https://github.com/google-research/open-covid-19-data/. The dataset includes aggregated
state-level daily Google searches for 422 symptoms and conditions that may relate to COVID-19. The data
were normalized by scaling the daily symptom search count proportional to the total search activity in
each state during the day. We also included data extracted from the 2019 US Census data (available at
https://www.census.gov/data.html) for four risk factors [22-24] representing the percentage of the state-
level population with: black race; age greater than 65 years; unemployment status; and income below the
poverty level.
Statistical analysis framework
In our analyses, we modeled the COVID-19 state-level data from CDC and Google search trends as
functional data. Specifically, we transformed per-state time-series CDC and Google data collected during
the study time interval into smoothed function curves (See Fig. 1 as an example). Using these curves as
data atoms, functional data analysis (FDA) provides tools analogous to statistical and multivariate analysis
tools where random variables are replaced with random functions [12]. We used functional principal
component analysis (FPCA) [12, 25] to analyze variations in the data and detect patterns of the COVID-19
spread and mortality in the US. To quantify the similarity between two functional datasets (e.g., COVID-
19 case trajectories and Google search trends for one of the COVID-19 related symptoms such as
hypoxemia), we used two functional correlation analysis methods. First, we used the robust and relatively
fast dynamic correlation procedure [26, 27] to quantify and rank the associations between COVID-19
trajectories and each of the 422 symptoms search trends. Second, we used the functional canonical
correlation analysis (FCCA) method [12, 28] to depict the pairwise correlations between COVID-19
trajectories and each of the top nine symptoms search trends identified from the first step. In what
follows, we provide brief summaries of the functional data analysis techniques used in this study.
From time-series to functional data
Let {π‘ΰ―ΰ―: π = 1,2, β¦ , π πππ π = 1,2, β¦ ,π} be an observed time-series dataset for N=51 states over T = 245
days. We transformed each time-series into a function using a weighted linear combination of πΎ basis
functions (i.e., π₯ΰ―(π‘) = β πΰ―ΰ― πΰ― (π‘), π = 1,2, β¦ ,πΰ―
ΰ―ΰଡ where πΰ― is the πΰ―§ΰ― basis function). In our
experiments, we used the cubic B-spline as the basis functions and set πΎ equals to π. The coefficients πΰ―ΰ―
where estimated using the roughness penalty [25, 29, 30] on the second derivative of each curve.
Using this data representation, we: i) examined the trajectories, and mean and variance curves to identify
trends in the data; ii) applied several FDA approaches to the three functional datasets considered in this
study.
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Functional principal component analysis
Functional principal component analysis (FPCA) is a powerful and widely used tool for linear
dimensionality reduction of the functional data [12, 25]. In multivariate analysis (MVA), PCA is used to: i)
reduce the number of (potentially) correlated variables to a smaller number of uncorrelated variables
(principal components); ii) explore the latent relationships between variables. PCA determines the
weights for combining the input variables into principal components with maximized variations.
Specifically, the principal component scores πΰ― of a sample π₯ΰ― are determined as πΰ― = β π½ΰ―π₯ΰ―ΰ―
ΰ―£
ΰ―ΰଡ for π =
1, β¦ ,π, where the unknow weight vector π½ΰ― = (π½ΰ¬΅ , β¦ ,π½ΰ―£ ) is estimated using the following step-wise
procedure [12]:
1. Determine the first eigenvector πଡ that maximize πΰ―ଡ =
ଡ
ΰ― β (β πΰ―ଡ π₯ΰ―ΰ―
ΰ―£
ΰ―ΰଡ )ΰ¬Άΰ―
ΰ―ΰଡ such that
β πΰ―ଡ
ΰ¬Ά = ||πଡ ||ΰ¬Ά = 1ΰ―£
ΰ―ΰଡ .
2. Repeat this step to compute subsequent eigenvectors πΰ― for π = 2, β¦ , π. On the πΰ―§ΰ― step,
compute πΰ― such that
ଡ
ΰ― β πΰ―ΰ―
ΰ¬Άΰ―
ΰ―ΰଡ is maximized and subject to the following constraints
||πΰ― ||ΰ¬Ά = 1
ΰ· πΰ―ΰ― πΰ―ΰ― = 0, π < π
ΰ―£
ΰ―ΰଡ
For functional data, the preceding procedure could be used with functions replacing vectors, continuous
index π‘ replacing the discrete index π and integrals replacing summations. For more details, interested
readers are referred to [12].
For analyzing the variation in the functional data, we applied the concept of modes of variations for
functional data [31] which visualizes the range of FPC scores. The πΰ―§ΰ― mode of variation is the set of
functions computed as
π(π‘) Β± πΌΰΆ₯ πΰ― πΰ― (π‘), πΌ π [βπ΄, π΄]
Where π(π‘) is the mean curve and πΰ― is the πΰ―§ΰ― eigenvalue and π΄ = 2.
Functional Clustering
An interesting application of FPCA is to represent each functional curve π₯ΰ―(π‘) using its FPCA scores in order
to enable the application of traditional multivariate statistical and machine learning approaches. For
clustering the functional curves of the 51 states, we represented each functional curve using the
normalized first four FPCA. We then used the π-means algorithm [32, 33] and the Euclidean distance to
cluster the data into π groups. We evaluated the clustering results for different choices of π (i.e., π =
{2,3, β¦ ,10}) using the majority rule applied to 30 different selection criteria (included in NbClust R
package (version 3.0) [34]).
Dynamic Correlation
To quantify the similarity between per-state curves for confirmed cases and deaths to counterpartsβ
curves for 422 symptoms, we used dynamic correlation [26, 27]. Dynamic correlation is a non-parametric
functional data analysis technique developed to measure the correlation between two random functions
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at individual and population levels. Given two random functions, dynamic correlation can be viewed as
the cosine similarity between them after population-centering [27]. It is worth noting that the name
βdynamic correlationβ reflects the centering around a dynamic (time-varying) instead of a static population
mean and the estimated correlation coefficient is a static value between -1 and 1. In our experiments, we
used an implementation of the dynamic correlation methods proposed in [26] provided via the βdynCorrβ
R package (version 1.1.0) [35].
Functional Canonical Correlation Analysis
Canonical correlation analysis (CCA) [12, 28] quantifies the associations between two sets of variables by
transforming both of them into a common lower dimensional space with maximum correlations. Given
two random vectors π and π, the CCA finds two weight vectors π’ and π£ such that the two linear
transformations π’ΰ― π and π£ΰ― π, also called the canonical variables, are maximally correlated. In 1993,
Leurgans et al [36] adapted the CCA for functional data. Given two random functions, π(π‘) and π(π‘), the
functional correlation analysis (FCCA) seeks two weigh functions π’(π‘) and π£(π‘) such that β« π’π ππ‘
ΰ―
଴ and
β« π£π ππ‘
ΰ―
଴ , called functional correlation variables, are maximally correlated. In our analysis, we used the
cca.fd function from the fda R package [37] to conduct FCCA with roughness penalties on the second
derivative of each curve.
Results
Trajectories of COVID-19 confirmed and death cases in US
Fig. 1 shows the trajectories for COVID-19 daily (left) and cumulative (right) per million confirmed cases
for the 51 US states. In the trajectories of the confirmed daily COVID-19 cases, the mean curve (black
line) shows two local maxima (i.e., waves). The first wave peaked on April 6 th where the largest numbers
of confirmed cases were reported in NY and NJ. The second wave peaked on July 20 th where the leading
states were FL, AZ, and LA. The mean curve shows that another local maximum with larger numbers of
cases is expected to be formed after October 31st (end of our study time interval). In the 3rd wave, ND and
SD are expected to contribute the largest numbers of confirmed COVID-19 cases. The trajectories of total
COVID-19 confirmed cases complement the trajectories of daily cases and reveal several interesting
patterns. First, the two leading states in the first wave, NY and NJ, had total cumulative case rates greater
than the mean from the start of the pandemic until the last week of October. However, their curves seem
to have flattened since mid-June. Second, AZ and FL, the two leading states in the second wave, were
below the mean curve until mid-June after which their curves were above the mean curve. The 3rd leading
state in the second wave, LA, followed a pattern that was different from AZ and FL. LA curve was always
above the mean curve. Third, the leading states in the 3 rd wave had total numbers below the mean and
started to cross the mean curve in the last week of August (the time when most schools and universities
had opened for the new academic year). Fourth, by the end of our study time duration, the cumulative
numbers of confirmed COVID-19 cases in the 3 rd wave leading states (ND, SD) exceeded the numbers for
the 2nd wave leading states (AZ, FL), which themselves exceeded the numbers for the leading states in the
1st wave (NY, NJ). Overall, the trajectories of the confirmed COVID-19 cases demonstrated variations in
the spread of COVID-19 across the US states.
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Fig. 2 shows the trajectories for COVID-19 daily (left) and cumulative (right) per million death cases for
the 51 states. For the daily trajectories, the mean curve had one global maximum which occurred in mid-
April and starting mid-June the mean curve was almost horizontal until mid-October where the curve
seemed to start going up again. The global maxima in the mean curve of daily death cases corresponds to
the first wave of the COVID-19 spread in the US and therefore it is not surprising that most deaths are
reported in NY and NJ, the two leading states in the first wave. Interestingly, the NJ curve of daily death
cases had a unique pattern with two peaks occurring on April 20 th and June 25 th. This peak reflects the
sudden jump in the number of COVID-19 deaths in NJ when 1854 probable COVID-19 deaths were added.
The trajectories of the total COVID-19 death cases show that from the starting date of our study period
until June 25 th, NY had the largest cumulative number of COVID-19 deaths. After June 25 th and until the
end of the study period, NJ is the leading state in terms of the total per million number of COVID-19
deaths. At the end date of our study period, the top leading states in terms of total per million number of
deaths are NJ, NY, MA, CT, LA, and RI.
Modes of variations in COVID-19 confirmed and death cases trajectories
To further explore the variations in the curves representing COVID-19 daily confirmed and death cases,
we utilized the FPCA to project the data in a lower dimensional space. Fig. 3 shows the top four
eigenfunctions counting for 95.28% of the variations in the curves shown in Fig. 1. The first eigenfunction
πଡ was less than zero until June 4 th and then seemed to be exponentially increasing. This suggests the
variability between states started to increase in early June and as we move forward the variability
increases more. The second eigenfunction πΰ¬Ά had two peaks. The first peak was negative and was
observed in mid-April (close to the time of the first wave peak). The second peak was positive and occurred
in mid-July (close to the time of the peak in the second wave). The curve also shows that a third negative
peak is about to be formed likely in a future time that is close to the time of the peak in the third wave.
The third eigenfunction πΰ¬· was always positive (except during the first 10 days of March) and had a global
maximum in mid-April and another local maximum in mid-July. The fourth eigenfunction πΰ¬Έ was sinusoidal
with alternating negative and positive peaks occurring in mid-April, mid-May, end of June, and end of
August. Since the top two eigenfunctions accounted for 82.7% of the total variation in the data, we
projected the 51 states in a two-dimensional space determined by the first two FPC scores. This projection
of the 51 curves is shown in Fig. 4. We found that the first wave leading states, NY and NJ, had negative
FPC1 and lowest FPC2 scores. The three leading states in the second wave (FL, AZ, and LA) had negative
FPC1 scores and the highest FPC2 scores. Finally, the leading states in the third wave (e.g., ND, SD, and
WI) had the highest FPC1 scores but negative FPC2 scores. Fig. 5 shows the spectrum of curves
representing the range of FPC1 and FPC2 scores. The first mode of variation captured greater variability
in the data in September and October and showed that from mid-May to end of June, all curves were
close to the mean curve. The top leading state in each of the three waves (NY, AZ, and ND) could be easily
identified as outliers from the spectrum of curves for FPC1 scores. The second mode of variation captured
the shape of the curves and shows that the greatest variability among curves occurred during the second
wave. Two inflection points were noted at the first of June and October, respectively.
To examine the modes of variation in the COVID-19 daily death cases, we report the top four
eigenfunctions (Fig. 6) as well as the two-dimensional representation of the 51 US states in the space
defined by the first two FPC scores (Fig. 7). In Fig. 6, we noted that the first eigenfunction πଡ had two
positive peaks corresponding to the two peaks in the trajectories of NY and NJ, respectively (see Fig. 2).
We also noted that the second eigenfunction πΰ¬Ά had a negative peak in mid_April and two positive peaks
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in mid-May and late July. These two eigenfunctions explained 83.8% of the variability in the COVID-19
daily death trajectories. Fig. 7 shows the 51 in the two-dimensional FPC space. Most of the states seemed
to form a single cluster and outlier states represented the states with high rates of COVID-19 mortality.
Although NY and NJ were two clear outliers, they were not close to each other in the FPC space which
reflects the different patterns in the daily death trajectories of the two states (See Fig. 2). Fig. 8 shows the
first and second modes of variations for COVID-19 death trajectories. The first mode of variation shows
that the greatest variation in the data occurred in the third week of April. Starting mid-July, the variability
in the data was consistently low. The second mode of variation seems to modulate the shapes of the
curves and the inflection point at the third week of April corresponds to the time when the death rates in
the first wave started to drop. In both modes of variation, the top leading state in each of the three waves
(NY, AZ, and ND) appeared as clear outliers.
Clustering US states by trajectories of COVID-19 confirmed cases
Fig. 9 shows the clustering of the 51 US states based on the trajectories of COVID-19 daily confirmed cases.
We found that the optimal number of clusters was seven. This large number of clusters reflects the great
variations in the spread of COVID-19 across different US states due to differences in states related to
demographics of its population and health policies adopted by the US states.
Fig. 10 characterizes the member states in each of the seven identified groups from the curves of COVID-
19 confirmed cases. Cluster C1 included the three leading states in the second wave AZ, FL, and LA.
Interestingly, none of these three states had shared borders with the other two states. States in this group
encountered two peaks in the numbers of COVID-19 cases. The first peak (with a mean of 100 cases per
million) occurred in the first week of June while the second peak (with a mean of ~460 cases per million)
occurred in mid-July. At the end of the study interval, another peak is about to be constructed with a
mean of at least 150 cases per million. Cluster C2 included 10 states (CO, ME, MI, NH, OH, OR, PA, VT, WA,
WV). This class covered states from North East, Mid-Atlantic, North West, and one isolated state, CO, from
the Mid-West. Like the cluster C1 mean curve, the cluster C2 mean curve had two peaks which occurred
in early June and 20 th of July but the number of cases in these two peaks was around 50-60 cases per
million. Cluster C3 included six western states (AK, ID, MT, NM, UT, WY) and one Mid-West state, WI. The
mean curve of cluster C3 had only one peak (with 150 cases per million) that occurred on the 20 th of July
and a new peak (with more than 600 cases per million) will be formed after the end of the study duration.
Cluster C4 had seven southern states (AL, AR, GA, MS, SC, TN, TX) and two western states (CA and NV).
Cluster C4 had a mean curve with a dramatic increase in the number of cases started in the third week of
May and reached a peak of 320 cases per million on the 20th of July. The future expected peak is expected
to have more than 250 cases. Cluster C5 had seven states (CT, DC, MA, NJ, NY, RI) which covers the two
leading states in the first wave and five neighboring states from the North East and Mid-Atlantic regions.
States of this cluster had an early peak in the third week of April with the average number of cases
reaching 300. Then, the average number of cases dropped to less than 50 in mid-June before crossing 100
cases per day in mid-October. Cluster C6 had 14 states from the Mid-West and Mid-Atlantic regions (DE,
HI, IA, IL, IN, KS, KY, MD, MN, MO, NC, NE, OK, VA). The mean curve of states in cluster C6 had three local
maxima with 100, 150, 150 cases, respectively. The average number of cases exceeded 350 daily cases at
the end of our study period. Cluster C7 included two states, ND and SD, which are the top two leading
states in the third wave. The mean curve of these two states crossed the 100 daily cases for the first time
in mid-July and crossed the 500 daily cases in the last week of September and reached more than 1500
daily cases by the end of October.
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We also used four potential risk factors from 2019 census data to characterize the seven groups. Fig. S1
shows the boxplots of the seven groups for each risk factor. Table 1 summarizes these results using the
median and the rank of these risk factors in each group.
Table 1: Characterization (in terms of median and rank) of the seven groups of COVID-19 spread
patterns across the US 51 states using four risk factors from 2019 US census data.
Census Variable C1 C2 C3 C4 C5 C6 C7
Black race 16.9(2) 4(5) 1.5(7) 17.1(1) 13.6(3) 9.2(4) 2.9(6)
Age 65+ 18.2(2) 18.5(1) 17.1(3) 16.5(5) 17(4) 16.2(7) 16.3(6)
Unemployment 5(1) 4.5(3) 3.5(6) 4.8(2) 4.5(3) 4(5) 2.7(7)
Below poverty level 13.5(2) 11.2(5) 10.4(6) 13.8(1) 10.4(6) 11.4(3) 11.3(4)
Clustering US states by trajectories of COVID-19 death cases
Clustering the 51 US states based on the trajectories of COVID-19 daily death cases yielded five clusters
(See Fig. 11). Fig. 12 characterizes the member states in each group. Cluster C1 included nine southern
states (AL, AZ, FL, GA, LA, MS, NV, SC, TX). Its mean curve showed two peaks that were observed in mid-
April and last week of July with the average number of per million deaths equal 3 and 7, respectively.
Cluster C2 included nine states (CT, DC, DE, IL, MA, MD, NJ, PA, RI). IL is the only member state in C2 that
does not have any shared borders with any other member states in C2. The mean curve of C2 reached its
global maximum in the last week of April with 15 per million deaths. Cluster C3 had 27 states (AK, CA, CO,
HI, IA, ID, IN, KS, KY, ME, MI, MN, NC, NE, NH, NM, OH, OK, OR, TN, UT, VA, VT, WA, WI, WV, WY) and the
average number of per million deaths for this cluster was always less than or equal 3. Cluster C4 included
five states spanning North-West (MT), Mid-West (MO, ND, SD), and South-East (AR) regions. Its mean
curve demonstrated that this cluster had the largest number of per million deaths since the beginning of
October 2020. Cluster C5 had only one state, NY. The trajectory curve for NY followed the same pattern
as the trajectory curves in C2 however NY reached a peak of 52 per million death cases in mid-April while
the leading state in C2, NJ, reached a peak of 30 per million death cases. Table 2 characterizes each cluster
using the median of four state-level risk factors from 2019 US census data. Interestingly, cluster C1 is
ranked at the top for three risk factors (race is black, unemployment, and poverty), while it had the lowest
rank for the percentage of the population older than 65 years.
Table 2: Characterization (in terms of median and rank) of the seven groups of COVID-19 death
patterns across the US 51 states using four risk factors from 2019 US census data.
Census Variable C1 C2 C3 C4 C5
Black race 26.8(1) 14.6(3) 4.6(4) 3.4(5) 17.6(2)
Age 65+ 16.5(5) 17.1(2) 16.8(4) 17.2(1) 16.9(3)
Unemployment 4.9(1) 4.6(2) 3.9(4) 3.8(5) 4.4(3)
Below poverty level 13.6(1) 10.8(5) 11.2(4) 12.6(3) 13(2)
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9
Associations between Google COVID-19 search trends for symptoms and COVID-19 confirmed and
death cases
Anonymized and aggregated state-level Google COVID-19 daily searches for symptoms were smoothed
and treated as 422 functional datasets, one dataset for each symptom. Pairwise associations between
each symptom functional dataset and functional datasets for COVID-19 confirmed and death cases,
respectively, were quantified using dynamic correlation [26]. The complete results are reported in Tables
S1 and S2. Table 3 summarizes the top 15 symptoms, sorted by the absolute value of the dynamic
correlation estimates, associated with COVID-19 confirmed and death cases, respectively. We noted that
the top 15 symptoms associated with COVID-19 daily confirmed cases had relatively higher dynamic
correlations compared to the dynamic correlation estimates for the top 15 symptoms associated with
COVID-19 daily death cases. Interestingly, hypoxemia, ageusia, and anosmia are amongst the top 5
symptoms in both cases. The table includes four symptoms with no clear relation to COVID-19:
xeroderma, bruise, nodule, and genital wart. Interestingly, the four symptoms are related to dermatologic
conditions.
Table 3: Top 15 symptoms associated with COVID-19 confirmed cases and deaths, respectively. The
nine symptoms shared in the two sets are highlighted in bold.
Symptom Correlation Symptom Correlation
Hypoxemia 0.78 Hypoxemia 0.65
Ageusia 0.69 Hypoxia 0.54
Anosmia 0.69 Pneumonia 0.48
Dysgeusia 0.65 Anosmia 0.46
Hypoxia 0.64 Ageusia 0.41
Sinusitis 0.62 Panic attack 0.40
Fever 0.61 Fever 0.40
Low grade fever 0.61 Shortness of breath 0.40
Xeroderma 0.56 Chest pain 0.40
Pneumonia 0.55 Dysgeusia 0.39
Chills 0.54 Nodule -0.38
Shortness of breath 0.54 Genital wart -0.37
Cough 0.54 Bradycardia 0.36
Nasal congestion 0.52 Bronchitis 0.35
Bruise -0.52 Chills 0.35
Fig. 13 shows the mean curves for COVID-19 daily confirmed and death cases as well as the mean curve
with the top 3 symptoms associated with COVID-19 daily confirmed and death functional data,
respectively. It should be noted that the correlations reported in Table 3 were not computed using the
mean curves but using the state-level curves in each group. However, the mean curves summarized the
trend in each group and showed interesting trends in the search curves that are correlated with the times
of the three waves. For example, the mean curve for hypoxemia showed a drop in searches for this
symptom in two time-intervals, 05/20 β 06/20 and 07/29 β 09/14, where a drop in the average number
of daily confirmed cases is noticed in these two time-intervals. We also noted that the mean curves for
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ageusia and anosmia seemed to have the same trend. The dynamic correlation coefficients between
COVID-19 daily confirmed curves and the curves for these symptoms was 0.69 in both cases.
Dynamics of associations between top Google search trends and future COVID-19 confirmed and
death cases
Let π = {π₯ଡ , β¦ ,π₯ΰ¬Άΰ¬Έΰ¬Ή }ଡ
ହଡ , π = {π¦ΰ¬΅ , β¦ ,π¦ΰ¬Άΰ¬Έΰ¬Ή }ଡ
ହଡ represents the time-series data for COVID-19 confirmed
cases and Google searches for hypoxemia, respectively. As shown in Table 3, the dynamic correlation
coefficient between these two functional datasets is 0.78. This high correlation score indicates a strong
association between the number of searches for hypoxemia π¦ΰ―§ and the number of COVID-19 cases π₯ΰ―§ at
any timepoint π‘. Additionally, we are interested in the correlation between π¦ΰ―§ and π₯ΰ―§ΰ¬Ύΰ― , π β₯ 1, which
represents the association between the number of searches for hypoxemia in day π‘ and the number of
COVID-19 cases observed in the future (i.e., π days after π‘). Fig. 14 reports such dynamic correlations for
the nine symptoms that are shared in the top associated 15 symptoms with COVID-19 confirmed (left)
and death (right) cases for π = 0,1, β¦ ,30 days. For correlations with COVID-19 confirmed cases, the
highest correlations were observed at π = 0 for hypoxemia, hypoxia, and pneumonia, while for the
remaining six symptoms the highest correlations (which are slightly greater than the correlations at π =
0) were noted for π β [9 β 15] . The only feature that had a non-slight increase in its correlation
coefficient compared to its initial correlation was βshortness of breathβ. Correlation curves for hypoxemia,
hypoxia, and pneumonia started to drop earlier than the curves for the remaining symptoms. At π = 30
hypoxemia and pneumonia had the lowest dynamic correlation coefficients compared with the
correlations for the remaining symptoms.
For correlations with COVID-19 death cases, we noted consistent increase in the correlation coefficients
for all nine symptoms until each symptom reaches its maximum value at π β [13 β 23] before the
correlations start to drop. Interestingly, we noted that the correlations for hypoxemia, hypoxia, and
pneumonia started to drop around π = 15 days, while the correlations for other symptoms started to
drop around π = 23.
Exploratory functional data analysis of Google search trends for hypoxemia
Since hypoxemia is the most correlated symptom with both COVID-19 confirmed and death functional
data, we report an exploratory FDA of the Google daily search trends for hypoxemia. In addition, we
included the results when this exploratory analysis was applied to anosmia and shortness of breath in
Supplementary Figs. S3-S12.
First, Fig. 15 (left) shows the smoothed curves for the 51 states. The mean curve had three waves in the
searches for hypoxemia. The first wave peaked on April 6 th where NY, NJ DC, and CT were the leading
states with the largest observed daily normalized searches for hypoxemia. The second wave peaked in
mid-July with three leading states, AZ, TX, and FL. The third wave peaked on October 5th and the top three
leading states were HI, MT, and AZ. Overall, these trajectories identified the three waves of COVID-19
spread and some of the leading states in each wave. Fig. 15 (right) shows the scatter plot of the 51 states
in the two-dimensional space defined by the top FPC scores counting for 76% of the variability in the
curves. We noted that the four leading states in the first wave had the largest second FPC scores as well
as positive first FPC scores. The leading states in the second wave were located in the fourth quadrant
(positive FPC1 scores and negative FPC2 scores). The figure also shows four outlier states with negative
FPC2 scores, VT, WY, AK, and ND. The trajectories of these four states as well as the mean curve for the
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51 states are provided in Supplementary Fig. S13. We observed that VT was a clear outlier as its curve was
far below the mean curve during the time interval spanning mid-May to mid-September. The remaining
three curves were the farthest curves below the mean curve from the study starting date until mid-
September.
Second, Fig. 16 shows the first four eigenfunctions accounting for 91.1% of the total variability in the
hypoxemia trajectories. Despite the overall high dynamic correlation coefficient between the trajectories
of COVID-19 confirmed cases and Google searches for hypoxemia, we noted that the four eigenfunctions
summarizing the modes of variations in the two datasets were different from those summarizing
trajectories of the COVID-19 confirmed cases (See Figures. 3 and 16). The same observation is also valid
when comparing the scattered plots of the two datasets in the two-dimensional FPC scores (See Figs. 4
and 16 (right)). To investigate the modes of variability in these two datasets, we report the results of
applying the functional correlation analysis to the two datasets in the following paragraph.
Third, Fig. 17 shows the two-dimensional scatter plots of the first and second canonical scores of the
COVID-19 confirmed cases and Google searches for hypoxemia sets of curves, respectively. The
correlations for the first and second canonicals were 0.99 and 0.98, respectively. The scattered plot of the
51 states in the two-dimensional space defined using the first canonical scores shows that the leading
states in the second wave in the hypoxemia trajectories had the highest first canonical scores, while the
leading states of in the third wave (except HI since itβs a leading state in the hypoxemia trajectories but
not in the trajectories of the COVID-19 confirmed cases) had the lowest first canonical scores. The
scattered plot of the 51 states using their second canonical scores shows that ND and SD had the highest
second canonical scores followed by the states in the second wave, while the leading states in the first
wave had the lowest second canonical scores.
Finally, Fig. 18 shows the results of the FCCA when applied to COVID-19 death cases and Google searches
for hypoxemia functional datasets. The correlations for the first and second canonicals were 0.96 and
0.95, respectively. The scattered plot of the 51 states using their first canonical variables shows that the
states with the highest canonical scores were the states with the largest numbers of reported death cases
between March and June. Interestingly the three states with the largest numbers of death cases at the
end of the study period (ND, MD, and SD) had the lowest second canonical scores.
Discussion
In this study, we conducted functional data analysis of three time-series datasets: CDC COVID-19 daily
confirmed cases; CDC COVID-19 daily death cases; and Google COVID-19 symptoms search trends.
Particularly, we utilized different functional data analysis techniques (including functional principal
component analysis, dynamic correlations, and functional canonical correlation) to analyze and categorize
different patterns of the time-dynamics of COVID-19 confirmed and death cases and to identify
associations between trajectories of Google COVID-19 symptoms search trends and COVID-19 trajectories
of confirmed and death cases.
Analysis of the state-level trajectories of the data demonstrated variations in the time-dynamics of COVID-
19 confirmed and death cases as well as Google search trends for COVID-19 related symptoms such as
hypoxemia, ageusia, and anosmia. Visualization of the trajectories revealed three waves of the spread of
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12
COVID-19 in the United States. These three waves were noted not only in the COVID-19 confirmed case
trajectories but also death trajectories and the trajectories of Google searches for symptoms related to
COVID-19 infection.
Although the virus spread faster during the second and third waves, we noted that the death rates were
the highest during the first wave of the pandemic. The reasons are not entirely known [38] but this
observation has been justified (in part) by multiple factors including our improved medical knowledge on
how to better treat the COVID-19 patients, more preparedness in our health care system, some effects of
the summer months, and the discovery of many mild or asymptomatic COVID-19 cases in later waves
compared to the first wave when testing was often restricted to the sickest individuals. Other potential
factors that havenβt been yet verified include: the virus became less deadly, vulnerable people became
more protected (e.g., using social distancing and masks).
FPCA is a widely used and powerful tool in FDA. FPCA is critical for exploratory functional data analysis,
dimensionality reduction, functional clustering, functional classification, and functional linear regression
[39]. In this work, we found that the first two principal components can reliably identify the outlier states
(i.e., the leading states in the three COVID-19 waves observed in the trajectories data). Moreover, we
used functional eigenvalue analysis to explore modes of variations in the data. Finally, we used the leading
four FPC scores to model each curve in a reduced dimensional space and applied the π-means algorithm
to identify groups of states with common functional behavior. Our cluster analysis results suggested that
there were seven different patterns of the COVID-19 spread across the 51 states (See Fig. 10). On the
other hand, we found fewer variations across the 51 states when their death trajectories are clustered.
Only five disjoint groups were identified and one of them includes a single state, NY.
All functional data analyses, discussed in the preceding paragraphs, are applicable to a single functional
dataset. To explore the associations between two functional datasets (i.e., Google COVID-19 search trends
for symptoms and COVID-19 confirmed/death cases), we utilized dynamic correlation and functional
canonical correlation analysis. First, the dynamic correlation was used to quantify significant associations
between each of the 422 symptoms functional datasets and COVID-19 confirmed/death cases functional
datasets. Our results revealed two discrepancies between COVID-19 confirmed and death cases data
related to their associations with Google COVID-19 search trends for symptoms: i) Google COVID-19
search trends for symptoms had stronger correlations with COVID-19 confirmed data than COVID-19
death data; ii) Dynamics of the associations between Google COVID-19 search trends for symptoms and
COVID-19 confirmed cases were different from those of the associations between Google COVID-19
search trends for symptoms and COVID-19 death cases. Second, functional canonical correlation analysis
(FCCA) was utilized to explore the relationships between Google search trends for hypoxemia and COVID-
19 confirmed/death cases functional datasets. Our FCCA results acknowledged our results obtained using
dynamic correlation analysis that suggests stronger association of Google search trends for hypoxemia
and COVID-19 confirmed cases than COVID-19 death cases obtained using dynamic correlation and
demonstrated the existence of common shared two-dimensional spaces between these pairs of functional
datasets. Overall, our results demonstrated strong associations between Google search trends for several
COVID-19 related symptoms and COVID-19 confirmed and death cases in the US.
The present study has some limitations. First, our clustering analyses have identified different patterns
from the trajectories of COVID-19 confirmed and death cases in the US from the beginning of the
pandemic until the end of October 2020. However, these patterns are dynamic and might change after
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13
extending the study time interval. Second, the numbers of daily positive COVID-19 cases reported during
the first wave are underestimated due to insufficient testing in most of the states during the first months
of the pandemic. Third, our analyses have focused on exploring the associations between Google search
trends and COVID-19 spread and mortality trajectories while ignoring other potential factors such as
mobility [40, 41] and environmental factors [42, 43] (e.g., temperature and humidity).
Conclusion
We have conducted exploratory functional data analysis on daily state-level CDC COVID-19 confirmed
cases and deaths time-series as well as selected Google search trends for symptoms related to COVID-19
infection. Our functional clustering results of the CDC COVID-19 spread trajectories assigned the 51 US
states to seven disjoint groups each with a distinct spread pattern. Clustering of the COVID-19 death
trajectories identified five distinct patterns. We have also quantified the associations between Google
search trends for 422 symptoms and CDC COVID-19 trajectories for confirmed as well as death cases using
dynamic correlation. Moreover, we have explored the dynamics of associations between nine top Google
search trends and future COVID-19 confirmed and death cases, respectively. Finally, we have applied
exploratory functional data analysis to the Google search trends for three COVID-19 related symptoms
(hypoxemia, anosmia, and shortness of breath) and quantified the associations between their trajectories
and the trajectories of COVID-19 confirmed and death cases using functional canonical correlation
analysis. Our results and analysis framework set the stage for the development of predictive models for
predicting future COVID-19 confirmed cases and deaths using historical data and Google search trends for
identified symptoms, which is the focus of our ongoing work.
Availability of data and materials
The numbers of daily COVID-19 confirmed cases and deaths were obtained from the Centers for Disease
Control and Prevention (CDC) at https://data.cdc.gov/Case-Surveillance/United-States-COVID-19-Cases-
and-Deaths-by-State-o/9mfq-cb36. The Google COVID-19 Search Trends Symptoms dataset is publicly
available at: https://github.com/google-research/open-covid-19-data/. The 2019 US Census data are
available at https://www.census.gov/data.html.
Competing interests
The authors declare that they have no competing interests.
Funding
YE is supported by startup funding from Geisinger Health System. The funder had no role in the design
of the study, collection, analysis, or interpretation of data or the writing of the manuscript.
Supplementary Information
Additional file 1: Supplementary Tables S1-S2
Additional file 2: Supplementary Figs. S1-S13
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14
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Figure legends
Fig. 1 Trajectories for COVID-19 daily (left) and total (right) per million confirmed cases for the 51 US
states. The mean curve is highlighted in black and the orange ribbon corresponds to the 95% confidence
band.
Fig. 2 Trajectories for COVID-19 daily (left) and total (right) per million death cases for the 51 US states.
The mean curve is highlighted in black and the orange ribbon corresponds to the 95% confidence band.
Fig. 3 First four eigenfunctions of COVID-19 confirmed case trajectories.
Fig. 4 Scatter plot of the 51 US states in a two-dimensional space defined by the first two functional
principal component scores of the COVID-19 case trajectories.
Fig. 5 First and second modes of variations for the COVID-19 confirmed trajectories. The sample
standard deviations of the first and second FPC scores are 1179.94 and 810.53, respectively. The curve
for the leading state in each wave is also shown.
Fig. 6 First four eigenfunctions of COVID-19 death trajectories.
Fig. 7 Scatter plot of the 51 US states in a two-dimensional space defined by the first two functional
principal component scores for the COVID-19 death trajectories.
Fig. 8 First and second modes of variations for the COVID-19 death trajectories. The sample standard
deviations of the first and second FPC scores are 46.57 and 16.99, respectively. The curve for the leading
state in each wave is also shown.
Fig. 9 Clustering result of the 51 states based on the COVID-19 confirmed case trajectories. States
assigned to the same cluster share the same color.
Fig. 10 COVID-19 confirmed case trajectories of the states in each cluster. The mean curve for the states
in each cluster is highlighted in black.
Fig. 11 Clustering result of the 51 states based on the COVID-19 death trajectories. States assigned to
the same cluster share the same color.
Fig. 12 COVID-19 death trajectories of the states in each cluster. The mean curve for the states in each
cluster is highlighted in black.
Fig. 13 At the top are the mean curves for the COVID-19 confirmed cases, hypoxemia, ageusia, and
anosmia searches, respectively. At the bottom are the mean curves for the COVID-19 death cases,
hypoxemia, hypoxia, and pneumonia searches, respectively.
Fig. 14 Dynamicity of the pairwise associations between the trajectories of nine symptoms and k-days
ahead trajectories of COVID-19 cases (left) and deaths (right).
Fig. 15 State-level trajectories of the Google daily searches for hypoxemia and their projections into a
two-dimensional space determined using the first two FPC scores. The mean curve is highlighted in black
and the orange ribbon corresponds to the 95% confidence band.
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Fig. 16 First four eigenfunctions of the state-level trajectories for the Google daily searches for
hypoxemia.
Fig. 17 First (left) and second (right) functional canonical variables scores of the COVID-19 confirmed
cases versus the Google daily searches for hypoxemia.
Fig. 18 First (left) and second (right) functional canonical variables scores of the COVID-19 deaths versus.
the Google daily searches for hypoxemia.
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Figure 1
Figure 2
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Figure 3
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Figure 4
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Figure 5
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Figure 6
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Figure 7
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Figure 8
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Figure 9
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Figure 10
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Figure 11
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Figure 12
Figure 13
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Figure 14
Figure 15
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Figure 16
Figure 17
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Figure 18
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