Quickest Detection of COVID-19 Pandemic Onset

IEEE Signal Process Lett. 2021:28:683-687. doi: 10.1109/lsp.2021.3068072. Epub 2021 Mar 24.

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.

Keywords: COVID-19 pandemic; MAST; Quickest detection; pandemic waves.