Population-Wide Depression Incidence Forecasting Comparing Autoregressive Integrated Moving Average and Vector Autoregressive Integrated Moving Average to Temporal Fusion Transformers: Longitudinal Observational Study

Deliang Yang   ^{1 *} , PhD ;   Yiyi Tang   ^{1, 2 *} , BSc ;   Vivien Kin Yi Chan   ³ , PhD ;   Qiwen Fang   ³ , MPH ;   Sandra Sau Man Chan   ⁴ , MBChB ;   Hao Luo   ⁵ , PhD ;   Ian Chi Kei Wong   ^{3, 6, 7} , PhD ;   Huang-Tz Ou   ^{8, 9} , PhD ;   Esther Wai Yin Chan   ^{3, 10} , PhD ;   David Makram Bishai   ¹¹ , PhD ;   Yingyao Chen   ¹² , PhD ;   Martin Knapp   ¹³ , PhD ;   Mark Jit   ^{10, 14, 15, 16} , PhD ;   Dawn Craig   ¹⁷ , PhD ;   Xue Li   ^{1, 3, 10} , PhD

¹ Department of Medicine, School of Clinical Medicine, Li Ka Shing Faculty of Medicine, The University of Hong Kong, Hong Kong, China (Hong Kong)

² Faculty of Science, University of Hong Kong, Hong Kong, China (Hong Kong)

³ Department of Pharmacology and Pharmacy, Li Ka Shing Faculty of Medicine, The University of Hong Kong, Hong Kong, China (Hong Kong)

⁴ Department of Psychiatry, Faculty of Medicine, The Chinese University of Hong Kong, Hong Kong, China (Hong Kong)

⁵ School of Public Health Sciences, University of Waterloo, Waterloo, ON, Canada

⁶ School of Pharmacy, Aston University, Birmingham, United Kingdom

⁷ Advanced Data Analytics for Medical Science (ADAMS) Limited, Hong Kong, China (Hong Kong)

⁸ Institute of Clinical Pharmacy and Pharmaceutical Sciences, College of Medicine, National Cheng Kung University, Tainan, Taiwan

⁹ Department of Pharmacy, College of Medicine, National Cheng Kung University, Tainan, Taiwan

¹⁰ Laboratory of Data Discovery for Health (D24H), Hong Kong, China (Hong Kong)

¹¹ Division of Health Economics, Policy and Management, School of Public Health, Li Ka Shing Faculty of Medicine, The University of Hong Kong, Hong Kong, China (Hong Kong)

¹² National Health Commission Key Laboratory of Health Technology Assessment, Fudan University, Shanghai, China

¹³ Care Policy and Evaluation Centre, London School of Economics and Political Science, London, United Kingdom

¹⁴ Department of Infectious Disease Epidemiology, Faculty of Epidemiology and Population Health, London School of Hygiene & Tropical Medicine, London, United Kingdom

¹⁵ Department of Global and Environmental Health, School of Global Public Health, New York University, New York, NY, United States

¹⁶ School of Public Health, Li Ka Shing Faculty of Medicine, University of Hong Kong, Hong Kong, China (Hong Kong)

¹⁷ Population Health Sciences Institute, Faculty of Medical Sciences, Newcastle University, Newcastle, United Kingdom

*these authors contributed equally