This letter develops an easily-implementable version of Page's CUSUM quickest-detection test, designed to work in certain composite hypothesis scenarios with time-varying data statistics. The decision statistic can be cast in a recursive form and is particularly suited for on-line analysis. By back-testing our approach on publicly-available COVID-19 data we find reliable early warning of infection flare-ups, in fact sufficiently early that the tool may be of use to decision-makers on the timing of restrictive measures that may in the future need to be taken.

Quickest Detection of COVID-19 Pandemic Onset

Braca P.;Millefiori L. M.;
2021

Abstract

This letter develops an easily-implementable version of Page's CUSUM quickest-detection test, designed to work in certain composite hypothesis scenarios with time-varying data statistics. The decision statistic can be cast in a recursive form and is particularly suited for on-line analysis. By back-testing our approach on publicly-available COVID-19 data we find reliable early warning of infection flare-ups, in fact sufficiently early that the tool may be of use to decision-makers on the timing of restrictive measures that may in the future need to be taken.
Braca, P.; Gaglione, D.; Marano, S.; Millefiori, L. M.; Willett, P.; Pattipati, K. R.
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Utilizza questo identificativo per citare o creare un link a questo documento: http://hdl.handle.net/11568/1143975
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