Quickest Detection of COVID-19 Pandemic Onset
arXiv:2011.10502 · doi:10.1109/LSP.2021.3068072
Abstract
This paper 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.
Accepted to be published in IEEE Signal Processing Letters