Abstract:Since the outbreak of COVID-19, an astronomical number of publications on the pandemic dynamics appeared in the literature, of which many use the susceptible infected removed (SIR) and susceptible exposed infected removed (SEIR) models, or their variants, to simulate and study the spread of the coronavirus. SIR and SEIR are continuous-time models which are a class of initial value problems (IVPs) of ordinary differential equations (ODEs). Discrete-time models such as regression and machine learning have also been applied to analyze COVID-19 pandemic data (e.g. predicting infection cases), but most of these methods use simplified models involving a small number of input variables pre-selected based on a priori knowledge, or use very complicated models (e.g. deep learning), purely focusing on certain prediction purposes and paying little attention to the model interpretability. There have been relatively fewer studies focusing on the investigations of the inherent time-lagged or time-delayed relationships e.g. between the reproduction number (R number), infection cases, and deaths, analyzing the pandemic spread from a systems thinking and dynamic perspective. The present study, for the first time, proposes using systems engineering and system identification approach to build transparent, interpretable, parsimonious and simulatable (TIPS) dynamic machine learning models, establishing links between the R number, the infection cases and deaths caused by COVID-19. The TIPS models are developed based on the well-known NARMAX (Nonlinear AutoRegressive Moving Average with eXogenous inputs) model, which can help better understand the COVID-19 pandemic dynamics. A case study on the UK COVID-19 data is carried out, and new findings are detailed. The proposed method and the associated new findings are useful for better understanding the spread dynamics of the COVID-19 pandemic.