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.
@article{arxiv.2011.10502,
title = {Quickest Detection of COVID-19 Pandemic Onset},
author = {Paolo Braca and Domenico Gaglione and Stefano Marano and Leonardo M. Millefiori and Peter Willett and Krishna Pattipati},
journal= {arXiv preprint arXiv:2011.10502},
year = {2021}
}
Comments
Accepted to be published in IEEE Signal Processing Letters