Quickest Detection of COVID-19 Pandemic Onset

TL;DR

This paper presents a practical quickest detection method based on Page's CUSUM test for early COVID-19 outbreak detection, enabling timely decision-making for implementing restrictive measures.

Contribution

It introduces an easily-implementable recursive CUSUM-based detection method tailored for real-time COVID-19 outbreak monitoring.

Findings

Reliable early warning signals for COVID-19 flare-ups

Method performs well on publicly-available data

Potential to inform timely policy decisions

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.