AbstractThe joint exploitation of data related to epidemiological, mobility, and restriction aspects of COVID-19 with machine learning algorithms can support the development of predictive models that can be used to forecast new positive cases and study the impact of more or less severe restrictions. In this work, we integrate heterogeneous data from several sources and solve a multivariate time series forecasting task, specifically targeting the Italian case at both national and regional levels, during the first three waves of the pandemic. The goal is to build a robust predictive model to predict the number of new cases over a given time horizon so that any restrictive actions can be better planned. In addition, we perform a what-if analysis based on the best-identified predictive models to evaluate the impact of specific restrictions on the trend of positive cases. Our focus on the first three waves is motivated by the fact that it represents a typical emergency scenario (when no stable cure or vaccine is available) that may occur when a new pandemic spreads. Our experimental results prove that exploiting the considered heterogeneous data leads to accurate predictive models, reaching a WAPE of 5.75% at the national level. Furthermore, in the subsequent what-if analysis, we observed that strong all-in-one initiatives, such as total lockdowns, may not be adequate, while more specific and targeted solutions should be adopted. The developed models can help policy and decision-makers better plan intervention strategies and retrospectively analyze the effects of the decisions made at different scales.Graphical abstractJoint exploitation of data on epidemiological, mobility, and restriction aspects of COVID-19 with machine learning algorithms to learn predictive models to forecast new positive cases.