Abstract
TB/HIV coinfection poses a complex public health challenge. Accurate forecasting of future trends is essential for efficient resource allocation and intervention strategy development. This study compares classical statistical and machine learning models to predict TB/HIV coinfection cases stratified by gender and the general populations. We analyzed time series data using exponential smoothing and ARIMA to establish the baseline trend and seasonality. Subsequently, machine learning models (SVR, XGBoost, LSTM, CNN, GRU, CNN-GRU, and CNN-LSTM) were employed to capture the complex dynamics and inherent non-linearities of TB/HIV coinfection data. Performance metrics (MSE, MAE, sMAPE) and the Diebold-Mariano test were used to evaluate the model performance. Results revealed that Deep Learning models, particularly Bidirectional LSTM and CNN-LSTM, significantly outperformed classical methods. This demonstrates the effectiveness of Deep Learning for modeling TB/HIV coinfection time series and generating more accurate forecasts.