Scandinavian Working Papers in Economics

Research Reports,
University of Gothenburg, Statistical Research Unit, School of Business, Economics and Law

No 2010:2: Multivariate outbreak detection

Linus Schiöler () and Marianne Frisén ()
Additional contact information
Linus Schiöler: Statistical Research Unit, Department of Economics, School of Business, Economics and Law, Göteborg University, Postal: Statistical Research Unit, Göteborg University, Box 640, SE 40530 GÖTEBORG
Marianne Frisén: Statistical Research Unit, Department of Economics, School of Business, Economics and Law, Göteborg University, Postal: Statistical Research Unit, Göteborg University, Box 640, SE 40530 GÖTEBORG

Abstract: On-line monitoring is needed to detect outbreaks of diseases like influenza. Surveillance is also needed for other kinds of outbreaks, in the sense of an increasing expected value after a constant period. Information on spatial location or other variables might be available and may be utilized. We adapted a robust method for outbreak detection to a multivariate case. The relation between the times of the onsets of the outbreaks at different locations (or some other variable) was used to determine the sufficient statistic for surveillance. The derived maximum likelihood estimator of the outbreak regression was semi-parametric in the sense that the baseline and the slope were non-parametric while the distribution belonged to the exponential family. The estimator was used in a generalized likelihood ratio surveillance method. The method was evaluated with respect to robustness and efficiency in a simulation study and applied to spatial data for detection of influenza outbreaks in Sweden.

Keywords: Exponential family; Generalised likelihood; Ordered regression; Regional data; Surveillance

JEL-codes: C10

22 pages, September 17, 2010

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Linus Schiöler and Marianne Frisén, 'Multivariate outbreak detection', Journal of Applied Statistics

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