Change point detection for COVID-19 excess deaths in Belgium

Han Lin Shang; Ruofan Xu

doi:10.1007/s12546-021-09256-2

Change point detection for COVID-19 excess deaths in Belgium

J Popul Res (Canberra). 2022;39(4):557-565. doi: 10.1007/s12546-021-09256-2. Epub 2021 Mar 6.

Authors

Han Lin Shang^{1

2}, Ruofan Xu²

Affiliations

¹ Department of Actuarial Studies and Business Analytics, Macquarie University, Sydney, NSW 2109 Australia.
² Research School of Finance, Actuarial Studies and Statistics, Australian National University, Canberra, Australia.

Abstract

Emerging at the end of 2019, COVID-19 has become a public health threat to people worldwide. Apart from deaths with a positive COVID-19 test, many others have died from causes indirectly related to COVID-19. Therefore, the COVID-19 confirmed deaths underestimate the influence of the pandemic on society; instead, the measure of 'excess deaths' is a more objective and comparable way to assess the scale of the epidemic and formulate lessons. One common practical issue in analysing the impact of COVID-19 is to determine the 'pre-COVID-19' period and the 'post-COVID-19' period. We apply a change point detection method to identify any change points using excess deaths in Belgium.

Keywords: Mortality; Multivariate time series; Structural change.