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.
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| http://www.ncbi.nlm.nih.gov/pmc/articles/PMC8216249 | PMC |
| http://dx.doi.org/10.1109/lsp.2021.3068072 | DOI Listing |
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