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Recent Advances in Mathematics for
Engineering
Mathematical Engineering, Manufacturing, and
Management Sciences
Series Editor:
Mangey Ram
Professor, Department of Mathematics, Computer Science and Engineering,
Graphic Era Deemed to be University, Dehradun, India

The aim of this new book series is to publish the research studies and articles that
bring up the latest development and research applied to mathematics and its appli-
cations in the manufacturing and management sciences areas. Mathematical tool
and techniques are the strength of engineering sciences. They form the common
foundation of all novel disciplines as engineering evolves and develops. The series
will include a comprehensive range of applied mathematics and its application in
engineering areas, such as optimization techniques, mathematical modeling and
simulation, stochastic processes and systems engineering, safety-critical system per-
formance, system safety, system security, high assurance software architecture and
design, mathematical modeling in environmental safety sciences, finite element
methods, differential equations, and reliability engineering.

Sustainable Procurement in Supply Chain Operations


Edited by Sachin Mangla, Sunil Luthra, Suresh Jakar, Anil Kumar,
and Nirpendra Rana
Mathematics Applied to Engineering and Management
Edited by Mangey Ram and S.B. Singh
Mathematics in Engineering Sciences
Novel Theories, Technologies, and Applications
Edited by Mangey Ram
Advances in Management Research
Innovation and Technology
Edited by Avinash K. Shrivastava, Sudhir Rana, Amiya Kumar Mohapatra,
and Mangey Ram
Market Assessment with OR Applications
Adarsh Anand, Deepti Aggrawal, and Mohini Agarwal
Recent Advances in Mathematics for Engineering
Edited by Mangey Ram

For more information about this series, please visit:


https://www.crcpress.com/Mathematical-Engineering-Manufacturing-and-Manage
ment-Sciences/book-series/CRCMEMMS
Recent Advances in Mathematics for
Engineering
Edited by
Mangey Ram
MATLAB® is a trademark of The MathWorks, Inc. and is used with permission. The MathWorks does not
warrant the accuracy of the text or exercises in this book. This book’s use or discussion of MATLAB®
software or related products does not constitute endorsement or sponsorship by The MathWorks of a
particular pedagogical approach or particular use of the MATLAB® software
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Library of Congress Cataloging-in-Publication Data


Names: Ram, Mangey, editor.
Title: Recent advances in mathematics for engineering / edited by Mangey Ram.
Description: Boca Raton, FL : CRC Press, Taylor & Francis Group, [2020] |
Series: Mathematical engineering, manufacturing, and management sciences |
Includes bibliographical references and index.
Identifiers: LCCN 2019051106 (print) | LCCN 2019051107 (ebook) | ISBN
9780367190866 (hardback : acid-free paper) | ISBN 9780429200304 (ebook)
Subjects: LCSH: Engineering mathematics.
Classification: LCC TA330 .R38 2020 (print) | LCC TA330 (ebook) | DDC
620.001/51—dc23
LC record available at https://lccn.loc.gov/2019051106
LC ebook record available at https://lccn.loc.gov/2019051107

Visit the Taylor & Francis Web site at


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and the CRC Press Web site at


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Contents
Preface...................................................................................................................... vii
Acknowledgments..................................................................................................... ix
Editor Biography ....................................................................................................... xi
Contributors ............................................................................................................xiii

Chapter 1 Statistical Techniques and Stochastic Modeling in Public


Health Surveillance Systems Engineering....................................... 1
Emmanouil-Nektarios Kalligeris, Alex Karagrigoriou,
Christina Parpoula, and Angeliki Lambrou

Chapter 2 Assessment of Earthquake Hazard Based on Statistical


Models, Probability Theory, and Nonlinear Analysis ................... 21
Nitish Puri and Ashwani Jain

Chapter 3 Multi-Model Approach in the Risk Assessment Tasks


with Satellite Data Utilization ....................................................... 55
Yuriy V. Kostyuchenko, Maxim Yuschenko, Lesia Elistratova,
and Igor Artemenko

Chapter 4 Integral Transforms and Parseval–Goldstein-Type


Relationships ................................................................................. 83
Osman Yur
¨ ekli

Chapter 5 Numerical Solution of Cauchy and Hypersingular Integral


Equations ..................................................................................... 107
Vaishali Sharma

Chapter 6 Krylov Subspace Methods for Numerically Solving Partial


Differential Equations.................................................................. 129
Santosh Dubey, Sanjeev K. Singh, and Anter El-Azab

Chapter 7 The (2+1) Dimensional Nonlinear Sine–Gordon Soliton


Waves and its Numerical Simulations ......................................... 157
Mohammad Tamsir and Neeraj Dhiman

v
vi Contents

Chapter 8 Dynamical Complexity of Patchy Invasion in


Prey–Predator Model ................................................................... 171
Ramu Dubey and Teekam Singh

Chapter 9 Developments in Runge–Kutta Method to Solve Ordinary


Differential Equations.................................................................. 193
Geeta Arora, Varun Joshi, and Isa Sani Garki

Chapter 10 A Criterion Space Decomposition Method for a Tri-objective


Integer Program ........................................................................... 203
Masar Al-Rabeeah, Ali Al-Hasani, Santosh Kumar, and
Andrew Eberhard

Chapter 11 Link-Weight Modification for Network Optimization:


Is it a Tool, Philosophy, or an Art? .............................................. 221
Santosh Kumar, Elias Munapo, ‘Maseka Lesaoana,
Philimon Nyamugure, and Phillemon Dikgale

Chapter 12 Residual Domain-Rich Models and their Application in


Distinguishing Photo-Realistic and Photographic Images .......... 237
Prakhar Pradhan, Vinay Verma, Sharad Joshi, Mohit Lamba,
and Nitin Khanna

Chapter 13 Swirling Subsonic Annular Circular Jets .................................... 259


Gopinath Shanmugaraj, Sahil Garg, and Mohit Pant

Chapter 14 Computations of Linear Programming Problems in Integers ...... 273


Sunil Kumar and Seema Saini

Chapter 15 Fuzzy EOQ Model with Reliability-Induced Demand and


Defuzzification by Graded Mean Integration .............................. 305
Neelanjana Rajput, R.K. Pandey, and Anand Chauhan

Chapter 16 Inventory Model for Decaying Products with Shortages and


Inflation under Trade Credit in Two Warehouses ........................ 327
Deo Datta Aarya, Mukesh Kumar, and S. J. Singh

Index ...................................................................................................................... 351


Preface
In recent years, mathematics has had an amazing growth in engineering sciences.
Everything would be possible with the addition of mathematics to the engineering.
Recent Advances in Mathematics for Engineering engrosses on a comprehensive
range of mathematics applied in various fields of engineering. The topics covered
are organized as follows.
Chapter 1 summarizes the current position of surveillance methods in public
health and focuses on the inferential part of the surveillance problem including sta-
tistical techniques and stochastic modeling for evaluating surveillance systems en-
gineering. Statistical change-point analysis-based methods have several appealing
properties compared to the current practice.
Chapter 2 reviews the methods for assessment of earthquake hazards based on
statistical models, probability theory, and nonlinear analysis. Also, the steps involved
in the assessment of seismic hazard, ground response analysis, and calculation of
liquefaction potential have been discussed.
Chapter 3 discusses the use of satellite data in multi-model approach. The main
idea is to use the inter-connected models of environment and disaster-forming ad-
vances to select the control variables and indicators for satellite observations.
Chapter 4 gives a review of some integral transforms, Parseval–Goldstein-type re-
lationships and its applications to integral transforms, and some well-known differ-
ential equations. Laplace transform has been used to generalize Stieltjes transform.
Chapter 5 provides the numerical solution of two kinds of singular integral equa-
tions. This chapter proposes the numerical methods to find the approximate solution
of Cauchy singular integral equations and hypersingular integral equations.
Chapter 6 discusses an iterative scheme known as generalized minimal residual
method (GMRES) to solve linear partial differential equations. This scheme has been
used here to solve a transient 2D heat equation with Dirichlet boundary conditions.
Chapter 7 represents the numerical simulation of (2 + 1) dimensional nonlin-
ear sine–Gordon soliton waves. For simulation, hybrid cubic B-spline differential
quadrature method has been used.
Chapter 8 presents a qualitative analysis of growth and development processes
that involves species distribution and their interplay of spatially distributed popu-
lace with diffusion and obtains the stipulations of Hopf and Turing bifurcation in a
spatiotemporal region.
Chapter 9 summarizes the contribution and development of Runge–Kutta methods
in the field of numerical analysis to solve the ordinary differential equations. The
different methods of this category are studied to discuss their applicability and to
compare their relative accuracies.
Chapter 10 provides a method to generate all non-dominated points for a tri-
objective integer problem. The proposed approach has an advantage: it reduces the
number of sub-problems solved and hence the central processing unit (CPU) time.

vii
viii Preface

Chapter 11 investigates a link-weight modification philosophy for solving net-


work optimization problems. The purpose and process of link-weight modification
have been examined to understand the philosophy behind these link-weight modifi-
cation approaches.
Chapter 12 discusses a system for the automatic detection of photorealistic
computer-generated images (PRCG). The proposed system utilizes rich models for
differentiating PRCG from photographic images (PIM) and achieves close to 99%
classification accuracy in many scenarios.
Chapter 13 investigates the flow characteristics of swirling subsonic annular jets
based on the swirler vane angle (0◦ , 25◦ , and 50◦ ). It has been concluded that the
increase in the swirl angle results in the linear increase of swirl number, length of the
recirculation zone, and streamwise mass entrainment rate.
Chapter 14 deliberates the reliable tool for solving all types of linear program-
ming problems of real world which would involve industrial and business problems.
C language has been used to solve typical problems of linear programming in con-
vergence of simplex method.
Chapter 15 explains the classical inventory control model with reliability influ-
ence demand and partially backlogged items. The primary motive of efficient inven-
tory management is to provide a suitable customer service, thereby keeping a low
cost of the inventory system. Thus, the aim of this chapter is to minimize the cost of
the inventory system.
Chapter 16 discusses a very sensible approach, namely, optimal replenishment
policy for non-instantaneous deteriorating items with two storage facilities, with
two more major parameters, i.e., multi variate demand and under shortages inflation,
which is partially backlogged.
This book will be very useful to the undergraduate and postgraduate students of
engineering; engineers; research scientists; and academicians involved in the mathe-
matics and engineering sciences.

Mangey Ram
Graphic Era (Deemed to be University), India
Acknowledgments
The Editor acknowledges CRC press for this opportunity and professional support.
My special thanks to Ms. Cindy Renee Carelli, Executive Editor, CRC Press –
Taylor & Francis Group for the excellent support she provided me to complete this
book. Thanks to Ms. Erin Harris, Editorial Assistant to Ms. Carelli, for her follow-up
and aid. Also, I would like to thank all the chapter authors and reviewers for their
availability for this work.

Mangey Ram
Graphic Era (Deemed to be University), India

ix
Taylor & Francis
Taylor & Francis Group
http://taylorandfrancis.com
Editor Biography
Dr. Mangey Ram received his Ph.D. degree major in Mathematics and minor
in Computer Science from G. B. Pant University of Agriculture and Technology,
Pantnagar, India. He has been a faculty member for around eleven years and has
taught several core courses in pure and applied mathematics at undergraduate, post-
graduate, and doctorate levels. He is currently a professor at Graphic Era (Deemed
to be University), Dehradun, India. Before joining the Graphic Era, he was a deputy
manager (Probationary Officer) in Syndicate Bank for a short period. He is editor-
in-chief of International Journal of Mathematical, Engineering and Management
Sciences, and the guest editor and member of the editorial board of various jour-
nals. He is a regular reviewer for international journals, including IEEE, Elsevier,
Springer, Emerald, John Wiley, Taylor & Francis Group, and many other publishers.
He has published 150 plus research publications in IEEE, Taylor & Francis Group,
Springer, Elsevier, Emerald, World Scientific, and many other national and interna-
tional journals of repute, and also presented his works at national and international
conferences. His fields of research are reliability theory and applied mathematics. He
is a senior member of the IEEE and Life Member of Operational Research Society
of India, Society for Reliability Engineering, Quality and Operations Management
in India, Indian Society of Industrial and Applied Mathematics, Member of Inter-
national Association of Engineers in Hong Kong, and Emerald Literati Network in
the U.K. He has been a member of the organizing committee of a number of inter-
national and national conferences, seminars, and workshops. He has been conferred
with the “Young Scientist Award” by the Uttarakhand State Council for Science and
Technology, Dehradun, in 2009. He has been awarded the “Best Faculty Award” in
2011; “Research Excellence Award” in 2015; and recently “Outstanding Researcher
Award” in 2018 for his significant contribution in academics and research at Graphic
Era Deemed to be University, Dehradun, India.

xi
Taylor & Francis
Taylor & Francis Group
http://taylorandfrancis.com
Contributors

Deo Datta Aarya Igor Artemenko


Department of Mathematics Scientific Centre for Aerospace
Acharya Narendra Dev College (Delhi Research of the Earth
University) National Academy of Sciences of
New Delhi, India Ukraine
Kiev, Ukraine
Ali Al-Hasani
Department of Mathematical and Anand Chauhan
Geospatial Sciences, School of Department of Mathematics
Sciences Graphic Era (Deemed to be University)
RMIT University Dehradun, India
Melbourne, Australia
and Neeraj Dhiman
Faculty of Sciences, Department of Department of Mathematics
Mathematics Graphic Era Hill University
Basrah University Dehradun, India
Basrah, Iraq
Phillemon Dikgale
Masar Al-Rabeeah Department of Statistics and Operations
Department of Mathematical and Research, School of Mathematical
Geospatial Sciences, School of and Computer Sciences
Sciences University of Limpopo, Turf loop
RMIT University Campus
Melbourne, Australia Sovenga, South Africa
and
Faculty of Sciences, Department of Santosh Dubey
Mathematics Department of Physics
Basrah University University of Petroleum & Energy
Basrah, Iraq Studies
Dehradun, India
Geeta Arora
Department of Mathematics Ramu Dubey
Lovely Professional University Department of Mathematics
Phagwara, India J.C. Bose University of Science and
Technology
Faridabad, India

xiii
xiv Contributors

Andrew Eberhard Emmanouil-Nektarios Kalligeris


Department of Mathematical and Laboratory of Statistics and Data
Geospatial Sciences, School of Analysis
Sciences University of the Aegean
RMIT University Lesbos, Greece
Melbourne, Australia
Alex Karagrigoriou
Anter El-Azab Laboratory of Statistics and Data
Material Science & Engineering Analysis
Purdue University University of the Aegean
West Lafayette, Indiana Lesbos, Greece
Lesia Elistratova Nitin Khanna
Scientific Centre for Aerospace Multimedia Analysis and Security
Research of the Earth (MANAS) Lab, Electrical
National Academy of Sciences of Engineering
Ukraine Indian Institute of Technology
Kiev, Ukraine Gandhinagar (IITGN)
Sahil Garg Gujarat, India
School of Mechanical Engineering
Yuriy V. Kostyuchenko
Lovely Professional University
Punjab, India Scientific Centre for Aerospace
Research of the Earth
Isa Sani Garki National Academy of Sciences of
College of Science and Technology Ukraine
Jigawa State Polytechnic Kiev, Ukraine
Dutse, Nigeria
Mukesh Kumar
Ashwani Jain Department of Mathematics
Department of Civil Engineering Graphic Era (Deemed to be University)
National Institute of Technology Dehradun, India
Kurukshetra
Kurukshetra, India Santosh Kumar
Department of Mathematics and
Varun Joshi Statistics
Department of Mathematics University of Melbourne
Lovely Professional University and
Phagwara, India Department of Mathematical and
Geospatial Sciences, School of
Sharad Joshi Sciences
Multimedia Analysis and Security RMIT University
(MANAS) Lab, Electrical Melbourne, Australia
Engineering
Indian Institute of Technology
Gandhinagar (IITGN)
Gujarat, India
Contributors xv

Sunil Kumar R.K. Pandey


Department of Mathematics Department of Mathematics, D.B.S.
Graphic Era Hill University College
Dehradun, India Hemvati Nandan Bahuguna Garhwal
University
Mohit Lamba Dehradun, India
Multimedia Analysis and Security
(MANAS) Lab, Electrical Mohit Pant
Engineering Mechanical Engineering Department
Indian Institute of Technology National Institute of
Gandhinagar (IITGN) Technology-Hamirpur
Gujarat, India Hamirpur, India

Angeliki Lambrou Christina Parpoula


Department of Epidemiological Laboratory of Statistics and Data
Surveillance and Intervention Analysis
National Public Health Organization University of the Aegean
Athens, Greece Lesbos, Greece

‘Maseka Lesaoana Prakhar Pradhan


Department of Statistics and Operations Multimedia Analysis and Security
Research, School of Mathematical (MANAS) Lab, Electrical
and Computer Sciences Engineering
University of Limpopo, Turf loop Indian Institute of Technology
Campus Gandhinagar (IITGN)
Sovenga, South Africa Gujarat, India
Elias Munapo Nitish Puri
School of Economics and Decision Department of Civil Engineering
Sciences Indian Institute of Technology Delhi
North West University
New Delhi, India
Mafikeng, South Africa
Neelanjana Rajput
Philimon Nyamugure
Department of Mathematics, D.B.S.
Department of Statistics and Operations
College
Research, School of Mathematical
Hemvati Nandan Bahuguna Garhwal
and Computer Sciences
University
University of Limpopo, Turf loop
Dehradun, India
Campus
Sovenga, South Africa Seema Saini
Department of Mathematics
Graphic Era (Deemed to be) University
Dehradun, India
xvi Contributors

Gopinath Shanmugaraj Mohammad Tamsir


School of Mechanical Engineering Department of Mathematics
Lovely Professional University Graphic Era (Deemed to be University)
Punjab, India Dehradun, India

Vaishali Sharma Vinay Verma


Department of Mathematics Multimedia Analysis and Security
BITS Pilani K K Birla Goa Campus (MANAS) Lab, Electrical
Goa, India Engineering
Indian Institute of Technology
Sanjeev K. Singh Gandhinagar (IITGN)
Gujarat, India
Department of Mathematics
University of Petroleum & Energy
Osman Yur ¨ ekli
Studies
Dehradun, India Department of Mathematics
Ithaca College
S. J. Singh Ithaca, New York
Department of Mathematics
Graphic Era (Deemed to be University) Maxim Yuschenko
Dehradun, India Scientific Centre for Aerospace
Research of the Earth
Teekam Singh National Academy of Sciences of
Department of Mathematics Ukraine
Graphic Era (Deemed to be) and Kiev, Ukraine
Graphic Era Hill University
Dehradun
Dehradun, India
1 Statistical Techniques and
Stochastic Modeling in
Public Health Surveillance
Systems Engineering
Emmanouil-Nektarios Kalligeris,
Alex Karagrigoriou, and Christina Parpoula
University of the Aegean

Angeliki Lambrou
National Public Health Organization

CONTENTS
1.1 Introduction....................................................................................................... 2
1.1.1 Preliminaries ......................................................................................... 2
1.1.2 Definition of Biosurveillance ................................................................ 2
1.1.3 Objectives of Biosurveillance ............................................................... 3
1.1.4 Biosurveillance Systems and Processes................................................ 4
1.1.5 Objectives, Goals, and Challenges ....................................................... 4
1.2 State of the Art .................................................................................................. 5
1.3 Statistical Framework ....................................................................................... 8
1.3.1 Sentinel Epidemiological Surveillance System .................................... 8
1.3.2 Two Season Influenza Historical Data .................................................. 9
1.3.3 Research Methodology ......................................................................... 9
1.3.3.1 The Standard CDC and ECDC Flu Detection Algorithm
(Serfling’s Model) ................................................................... 9
1.3.3.2 An Extended Serfling’s Model ............................................... 9
1.3.3.3 A Mixed Model Including Auto-Regressive Moving
Average (ARMA) Terms ...................................................... 10
1.3.3.4 A Mixed Effects Periodic ARMA Model Based
on Change-Point Detection................................................... 11
1.3.3.5 A Distribution-Free Control Charting Technique Based
on Change-Point Detection................................................... 12
1.4 Comparative Study ......................................................................................... 13
1.5 Concluding Remarks ...................................................................................... 13

1
2 Recent Advances in Mathematics for Engineering

Acknowledgments.................................................................................................... 15
References ................................................................................................................ 15

1.1 INTRODUCTION
1.1.1 PRELIMINARIES
Population health is considered to be one of the most valuable commodities that
lies at the heart of interest of both the society and the health profession (Starfield
et al., 2005). Environmental changes, socioeconomic conditions, and changes in the
epidemiology of diseases, along with the burden they cause on humanity, are the
main axes that make public health surveillance necessary (see Teutsch and Thacker,
1995; Heath and Smeeth, 1999; Norbury et al., 2011). Public health surveillance
can be defined as the “ongoing, systematic collection, analysis, interpretation, and
dissemination of data regarding a health-related event that enables public health au-
thorities to reduce morbidity and mortality” (Sosin, 2003). Surveillance provides
services for various functions like the estimation of the burden of a disease, the iden-
tification of the probability distribution of an illness, the proposal of new research
problems, the support and evaluation of prevention and control measures, and fi-
nally, facilitating planning (Sosin, 2003). The most significant scope of surveillance
is the detection of an outbreak, namely the ability to identify an unusual increase
in the disease frequency. However, the syndromic surveillance which is analyzed
later is an approach for detecting early enough an outbreak by extending current
capabilities.
Along with the rapid advancements in the fields of computing, engineering, math-
ematics, statistics, and public health, a potentially powerful science of surveillance
known as biosurveillance is emerged. The primary challenges in this scientific field
are associated with early and accurate outbreak detection to ensure the implementa-
tion of effective control measures. The field dealing with these issues and specif-
ically with disease detection is known as biosurveillance (Shmueli and Burkom,
2010; Wagner et al., 2006; Dato et al., 2006). This chapter aims at providing a brief
overview of what is being done in the field and how it can be improved with future
research considerations.

1.1.2 DEFINITION OF BIOSURVEILLANCE


As indicated earlier, biosurveillance is a continuous process which monitors dis-
ease activity. By disease activity, it is meant to encompass not only the emergence
and/or manifestation of the disease, but also the preliminary processes involved in
the development and/or evolution of the disease. The operational definition of bio-
surveillance, given by Homeland Security Presidential Directive (HSPD-21, 2014),
is that it is “the process of active data-gathering with appropriate analysis and in-
terpretation of biosphere data that might relate to disease activity and threats to
human or animal health whether infectious, toxic, metabolic, or otherwise, and re-
gardless of intentional or natural origin in order to achieve early warning of health
Statistical Techniques & Stochastic Modeling 3

threats, early detection of health events, and overall situational awareness of disease
activity.”
It is worth to be noted that biosurveillance, as a science, is relatively young in
terms of its origin since the full-thrust of research in this field started only in the
early 1990s, along with the emergence of computers and automation. Biosurveillance
is a systematic and evolutionary integration of disease and public health surveillance
that finds similarities between them in the aspect of systematic data collection and
analytical processes for disease detection (Thacker and Berkelman, 1998; Teutsch
and Churchill, 2000; Rothman and Greenland, 1998). In this type of processes, case
detection is inherent; by case detection, it is meant to be the act of noticing the ex-
istence of a single individual with a disease. The evolution, however, is evident on
the broader scope of biosurveillance, in the sense that it includes outbreak detec-
tion and characterization at a higher rate compared to both disease and public health
surveillance. Outbreak detection is a collection of methods and techniques for the
identification of an outbreak, whereas outbreak characterization is the mechanism
used by researchers to elucidate the outbreak main characteristics. Outbreak detec-
tion together with outbreak characterization constitutes the two components of bio-
surveillance (Wagner et al., 2006). This chapter focuses on a range of statistical and
stochastic modeling techniques designed to serve the purposes of early and accurate
outbreak detection.

1.1.3 OBJECTIVES OF BIOSURVEILLANCE


As discussed in the previous section, biosurveillance is an evolutionary process
which combines disease and public health surveillance. Hence, one of the vital pro-
cesses in biosurveillance is epidemiological surveillance, defined to be “the process
of actively gathering and analyzing data related to human health and disease in a
population in order to obtain early warning of human health events, rapid character-
ization of human disease events, and overall situational awareness of disease activ-
ity in the human population” (HSPD-21, 2014). The main goals of epidemiological
surveillance are to monitor the distribution and trends of the diseases incidence as
well as to design, implement, and evaluate health policies and public health actions
after their further processing (Langmuir, 1995), with the ultimate objective to reduce
morbidity and mortality, and thus improve population health indicators (Macmahon
and Trichopoulos, 1996). Additionally, the present-day definition of epidemiolog-
ical surveillance includes some key aspects such as ensuring the validity of data,
implementing advanced statistical methods for data analysis, as well as deriving
scientifically and methodologically adequate conclusions (Fleming and Rotar-Pavlic,
2002). Again, as a result of an evolutionary process, a key difference between tra-
ditional epidemiological surveillance and the emerging science of biosurveillance
is the development of syndromic surveillance (Fricker, 2013). Sosin (2003) defines
syndromic surveillance as the “ongoing, systematic collection, analysis, interpreta-
tion, and application of real-time (or near-real-time) indicators of diseases and out-
breaks that allow for their detection before public health authorities would otherwise
note them.” From this definition, it should be noted that the latter process derives
4 Recent Advances in Mathematics for Engineering

from the notion of syndromes, defined as “a set of non-specific pre-diagnosis medi-


cal and other information that may indicate the release of a natural disease outbreak
or a bioterrorism agent.” These syndromes serve as signals for detection of possible
high-impact disease-related events (e.g., outbreaks) in the context of biosurveillance
processes.

1.1.4 BIOSURVEILLANCE SYSTEMS AND PROCESSES


Biosurveillance is a multidisciplinary science traditionally involving expertise from
the fields of epidemiology, medicine, microbiology, veterinary, public health, and
health care. Nowadays, as part of the field’s evolution, the increased possibility of
more powerful biological threats and activities has led this new scientific area to
diversify its pool of expertise into a more computer-oriented approach. It has now
borrowed expertise from the fields of mathematics, (bio)statistics, computer sci-
ence, and systems and quality engineering, focusing on the idea of evidenced-based
surveillance processes. Moreover, the importance of the latter fields is reflected in
the need of conducting biosurveillance at real time and sometimes in forms of big
data; hence, a necessity for timely and efficient automation has emerged as pointed
out by Wagner et al. (2006).
In the 21st century, the advancements in the field of computing led to newer de-
velopments of automated biosurveillance systems. However, such systems, whether
automated, manual, or a mixture of both, must still be systematic in terms of its func-
tionality as emphasized by Wagner (2002). A biosurveillance system, as with any
engineering system, should be able to meet its functional requirements in order to be
considered operational. Such requirements involve specifications of the diseases to
be detected and the time frame within which detection occurs (Wagner et al., 2006).
It is worth to be noted that the main requirement of such systems is to be able to
recognize threat patterns.

1.1.5 OBJECTIVES, GOALS, AND CHALLENGES


According to the above discussion, biosurveillance can be considered as a dynamic
activity directly connected to developments and advances in the general area of bio-
sciences. The health community is constantly in search for the early and accurate
prediction of the time of an outbreak. As a result, further advances based on various
statistical models and methods have been developed in numerous countries in Europe
(European Centre for Disease Prevention and Control – ECDC) (Hulth et al., 2010)
and the States (Centers for Disease Control and Prevention – CDC). The main chal-
lenges in biosurveillance are related to data source, quality control, the monitoring
(follow-up), the evaluation of statistical methods for outbreak detection, anomalies
and/or outliers in the data, and extreme timeliness of detection.
The combination of a new requirement of timeliness, a high level of applied work
building early warning systems and a set of unaddressed research questions, suggests
that it may be beneficial to think about the theoretical foundations of this field, what
constitutes the relevant existing body of knowledge, and how this scientific field can
Statistical Techniques & Stochastic Modeling 5

accommodate the applied work. Towards this end, this chapter aims at the imple-
mentation and evaluation of several cutting-edge statistical and stochastic modeling
techniques for the automated, accurate, early detection of outbreaks in biosurveil-
lance systems. In particular, this chapter addresses the following issues: (i) a brief
literature review for the identification of the mathematical foundations of outbreak
detection and the investigation of open relevant research issues; (ii) the development
of a variety of novel periodic regression models (with emphasis on the best models
for monitoring); (iii) the proposal of guidelines for the implementation and effective
use of the change-point analysis mechanism for the detection of epidemics; (iv) the
analysis and comparison of the proposed methodologies in terms of several perfor-
mance metrics, via a retrospective analysis of real epidemiological data.
Conclusively, progress is expected to be facilitated as long as the scientific em-
phasis will be placed on the valid and very early outbreak detection. This perspec-
tive indicates the significance of putting forward the questions to be addressed and
identifying valuable prior knowledge and methods from related scientific fields. The
range of statistical and stochastic modeling techniques studied in this chapter clearly
shows that outbreak detection is an interdisciplinary field where statisticians, infor-
maticians, public health practitioners and experts, engineers, and bioscientists are
involved. Progress is also likely provided that outbreak detection is recognized as a
discipline with “big data” characteristics. This chapter will bring together the pub-
lic health community with researchers from Big Data Analysis, Epidemiology and
Statistical and Disease Modelling with the ultimate aim of furnishing, for a number
of infectious diseases, tools and techniques for situational awareness and outbreak
response.
The rest of this chapter is organized as follows. In Section 1.2, the current math-
ematical foundations of outbreak detection are presented in brief. In Section 1.3, the
statistical framework is introduced. In Section 1.4, an empirical comparative study is
performed. Finally, in Section 1.5, the main conclusions are presented together with
directions and ideas for future extensions and generalizations.

1.2 STATE OF THE ART


In recent years, numerous researchers focus on public health surveillance by consid-
ering and implementing advanced statistical tools and models including regression
and auto-regressive processes, Bayesian and Markovian processes, and spatio-
temporal models, among others. The interested reader is referred to the works
of Sonesson and Bock (2003), Farrington and Andrews (2004), Buckeridge et al.
(2005), Shmueli and Burkom (2010), and Unkel et al. (2012) for extensive reviews
of the relevant literature.
The model proposed by Stroup et al. (1989) although relatively simple it exhibits
some robust features due to the fact that the adjustment for seasonal effects is au-
tomatic as part of the design instead of the modeling. Although the seasonality is
handled automatically, the same is not true for the trend which is not incorporated
into the model. The classical fully parametric model for the detection of outbreaks
has been proposed by Serfling (1963). The model is based on historical baselines and
6 Recent Advances in Mathematics for Engineering

consists of a linear function of time describing the trend and sine and cosine terms
for modeling the seasonality while the errors are assumed to be normally distributed
with constant variance. Costagliola et al. (1991, 1994) consider this model for the
detection of the onset of influenza epidemics. More recently, Pelat et al. (2007) con-
sidered a generalized version of Serfling’s model assuming a cubic function of time
representing the trend and three trigonometric (sine–cosine) terms for the model-
ing of the seasonality effect. The ideal model appropriate for both prospective and
retrospective surveillance was chosen by the model identification procedure due to
Akaike information criterion (AIC).
Regression methods can also be considered as an extension/generalization of She-
whart control charts. Statistical Process Control (SPC) is heavily relying on control
charts (Oakland, 2008; Montgomery, 2013) for monitoring the characteristics of a
process over time. The implementation of SPC methods to public health surveillance
has a very long history. In fact, there is a number of techniques for the detection
of outbreaks that are either related to or inspired by SPC methods (Woodall, 2006).
Although the Shewhart chart takes into consideration only the last observation, the
cumulative sum (CUSUM) chart and the exponentially weighted moving average
(EWMA) control chart, proposed by Page (1954), are based on past observations.
Adjustments of CUSUM and EWMA methodology for Poisson and binomial data
are available in the literature (Lucas, 1985; Gan, 1991; Borror et al. 1998). Exten-
sions, modifications, and variants of these charts were proposed over time to serve
the purposes of public health surveillance (Nobre and Stroup, 1994; Rossi et al.,
1999; Hutwagner et al., 2003; Rogerson and Yamada, 2004; Burkom et al., 2007;
¨
Dong et al., 2008, Hohle and Paul, 2008; Elbert and Burkom, 2009).
Outbreak detection consists of one of the most crucial parts of public health
surveillance, and traditionally, its performance is based on the investigation of his-
toric disease records. Having an accurate detection system is of high importance
since it helps the authorities to control the spread of outbreak and reduces the mor-
tality rate. There have been several works on outbreak detection methods (Long,
2012; Buehler et al., 2004; Ong et al., 2010; Shmueli and Burkom, 2010). Among
them lies change-point analysis which has been proved to be a reliable tool for iden-
tifying outbreaks in scientific fields such as medical, climate, public health, speech
recognition, and image analysis. There are two kinds of algorithms for change-point
detection, namely, offline and online algorithms. For the former, we look back in
time to identify the change point having available the entire dataset, while for the lat-
ter, the algorithm runs concurrently with the process under monitoring (see for more
details Mohsin et al., 2012; Aminikhanghahi and Cook, 2017).
There exist a variety of applications of change-point analysis in disease surveil-
lance data. Kass-Hout et al. (2012) applied various change-point detection meth-
ods to the active syndromic surveillance data to detect changes in the incidence of
emergency department visits due to daily influenza-like illness (ILI). Monitoring
in U.S.A. has a tendency on algorithm procedures like Early Aberration Report-
ing Systems (EARS) despite their limitation on detecting subtle changes and iden-
tifying disease trends. Hence, Kass-Hout et al. (2012) compared a combination of
CUSUM method and EARS, and concluded that EARS method in conjunction with
Statistical Techniques & Stochastic Modeling 7

change-point analysis is more effective in terms of determining the moving direction


in ILI trends between change points. Texier et al. (2016) made use of change-point
analysis for evaluating the ability of the method to locate the whole outbreak signal.
The use of the kernel change-point model led to satisfactory results for the identi-
fication of the starting and ending periods of a disease outbreak in the absence of
human resources. In addition, Christensen and Rudemo (1996) studied incidence
data by using tests that are modifications of well-known hypothesis tests for retro-
spective change-point detection. Specifically, they applied the methodology for mul-
tiple change points by means of a modification of the forward selection procedure
and concluded that the suggested method is an effective tool for exploratory data
analysis. Finally, Painter et al. (2012) used both offline and online algorithms for
monitoring the quality of aggregate data.
Based on all the above, we conclude that numerous statistical models and meth-
ods are available for the early epidemic detection (see Choi (2012), Groseclose and
Buckeridge (2017), and references therein). The aforementioned statement raises the
query “Which is the most appropriate methodology to use?” As expected, it is not
possible to characterize one single methodology as “best” due to the fact that the
choice of an ideal method depends on a variety of factors such as the application, the
implementation, the purpose, and the context of the analysis.
Some of the factors that may affect any assessment of the relative merits of avail-
able methods are (i) the scope and the field application of the public health surveil-
lance system, e.g., the number (from one to a few thousands) of parallel data series
to be monitored; (ii) the quality of the data which is related to the method of data
collection as well as possible delays between the time of occurrence to the time of
reporting; (iii) the spatio-temporal data features which may include the frequency,
the trend as well as the seasonality structure, the epidemicity, and finally the time
step and spatial resolution; (iv) the nonstationarity and the possible existence of cor-
relations in the distribution of frequency of data; (v) the possible existence of the
phenomenon of overdispersion; (vi) the outbreak specific characteristics such as ex-
plosive or gradual onset, brief or long duration, severity, or any mixture of the above;
(vii) the use for which the system is intended, including the post-signal processing
protocols; (viii) the support of the system in terms of processing power and human
resources; and (ix) the choice of metrics and measures for performance evaluation.
Therefore, in order to assess the effectiveness of statistical and stochastic model-
ing techniques for outbreak detection as well as the validity of their results which in
turn will result in safe conclusions, the use of appropriately adjusted evaluation crite-
ria is required in order to serve the purposes of public health surveillance. However,
in the scientific community, there are no widely accepted evaluation measures for
this type of systems (Fricker, 2011, 2013). Consequently, the issue which arises re-
garding the selection of the optimal statistical methodology for studying the changes
of epidemic activity, and thus the early and accurate outbreak detection, together
with the selection of the appropriate evaluation criteria of these methods, is a broad,
complex, and multifactorial research topic. This thematic area remains underdevel-
oped to a great extent, in spite of the advances that have been made as pointed out by
Buckeridge et al. (2005), Watkins et al. (2006), and Fraker et al. (2008), since it is
8 Recent Advances in Mathematics for Engineering

highly affected by technical approaches associated with SPC and the more empirical
epidemiological perspective. In this spirit, this chapter focuses on open epidemiolog-
ical issues of the interrelated disciplines of (bio)statistics and biosurveillance, and
attempts to provide answers to open research issues, such as the fact that existing
statistical methods do not apply directly to public health surveillance and that there
is a lack of commonly accepted standards for evaluating detection algorithms as well
as a lack of common performance evaluation metrics. The description of these open
methodological issues, the mathematical formulation of the problem, and the statis-
tical methodology that will be developed for addressing and solving these issues are
presented below.

1.3 STATISTICAL FRAMEWORK


Before the statistical reference framework is introduced, it is essential to give a de-
tailed account of the dataset used for analysis purposes and the procedure that was
followed. In such a way, we will be able to have a clear aim and action plans on
how special cause data points will be analyzed and how the variability of a process
(of common and/or special cause) might be interpreted. In addition, it will become
possible to comprehend statistical and epidemiological concepts within.

1.3.1 SENTINEL EPIDEMIOLOGICAL SURVEILLANCE SYSTEM


The epidemiological sentinel surveillance system in Greece is in operation since
1999 and is based on voluntary participation of physicians, general practitioners, and
pediatricians of Primary Health Care. Such systems often constitute the main source
of epidemiological data. In addition, they offer the guidelines for the most effective
decision making via a process that includes registration, processing, analysis, and
inference. Thus, the frequency of certain diseases and/or syndromes is reported by
those health practitioners chosen exclusively for the purpose of making the clinical
diagnoses. More specifically, epidemiological data for the number of consultations
per syndrome are forwarded weekly to sentinel systems. Based on these data, the
National Public Health Organization in Greece provides the estimate of the weekly
syndrome cases per 1,000 visits, namely the so-called proportional morbidity reflect-
ing the activity of the syndrome under study (Parpoula et al., 2017).
The reorganization of the Hellenic sentinel system under the Operational Pro-
gramme “Human Resources Development” of the National Strategic Reference
Framework (NSRF) 2007–2013, action “Primary Health Care services (private and
public) networking for epidemiological surveillance and control of communicable
diseases,” took place in the period 2014–2015. The reorganization established that
the national priorities of syndromes of great interest include the ILI and gastroen-
teritis. The fact that both syndromes are traditionally monitored by most European
sentinel systems due to their potential for widespread transmission clearly shows that
their evolution is of great public health concern. Considering that ILI rate constitutes
a potential pandemic risk makes even more important its monitoring. Further note
that the surveillance of ILI rate allows not only the study of the seasonality but also
Statistical Techniques & Stochastic Modeling 9

the identification of the signaled starting and ending weeks together with the inten-
sity of epidemic waves. On the other hand, the surveillance of gastroenteritis is the
key for the determination of epidemic outbreaks.

1.3.2 TWO SEASON INFLUENZA HISTORICAL DATA


The historical data used in this retrospective analysis are the weekly ILI rate data
from September 29, 2014 (week 40/2014) to October 2, 2016 (week 39/2016) for
the purpose of determining the signaled starting and ending weeks for the past two
seasonal influenza outbreaks. Recall that ILI rate is defined as the frequency of
influenza-like syndrome cases per 1,000 consultations. The main objectives of the
analysis include the prediction of the time interval of influenza outbreak, the estima-
tion of the duration of the time interval, and the early detection of epidemics.

1.3.3 RESEARCH METHODOLOGY


1.3.3.1 The Standard CDC and ECDC Flu Detection Algorithm
(Serfling’s Model)
The typical approach to ILI rate surveillance (implemented by the ECDC and CDC)
is based on Serfling’s cyclic regression method by which epidemics are detected and
reported when morbidity/mortality exceeds the epidemic threshold. Serfling’s model
in Serfling (1963) can be described as
{ } { }
2πt 2πt
M11 : Xt = a0 + a1t + γ1 cos + δ1 sin + εt , (1.1)
m m
where Xt is the observed weekly ILI rate, εt are the errors terms with mean 0 and
variance σ 2 , m is the number of observations within 1 year, and model coefficients
are estimated by least squares method.

1.3.3.2 An Extended Serfling’s Model


Parpoula et al. (2017) developed extended Serfling-type periodic regression mod-
els, and through an exhaustive search process, the best fitting model was selected.
In particular, four steps were executed: (i) determination of the training period—a
retrospective analysis was conducted, making use of all available 2-year historical
weekly ILI rate data, in order to estimate the baseline level; (ii) purge of the train-
ing period—the 15% highest observations were excluded from the training period
so that the baseline level is estimated from truly nonepidemic data (following the
suggestions of Pelat et al. (2007)); (iii) estimation of the regression equation—all
expressions for Xt were special cases of the model given by
{ } { } { }
2 3 2πt 2πt 4πt
M33 : Xt = a0 + a1t + a2t + a3t + γ1 cos + δ1 sin + γ2 cos
m m m
{ } { } { }
4πt 8πt 8πt
+ δ2 sin + γ3 cos + δ3 sin + εt . (1.2)
m m m
10 Recent Advances in Mathematics for Engineering

The best fitting model was obtained by an exhaustive search and selection process
which was relied on analysis of variance (ANOVA) comparison (significance level
was chosen to be 0.05) to select between nested models, and on AIC or on Schwarz’s
Bayesian information criterion (BIC), to select between non-nested models; (iv)
epidemic alert notification—epidemic thresholds were obtained by taking the up-
per 95th percentile for the prediction distribution, and an epidemic was declared
when two weekly successive observations were above the estimated threshold. For a
more detailed explanation of the above-mentioned four-step procedure, see Parpoula
et al. (2017).
Through this exhaustive search process, the detected best fitting model M23 is
described as follows:
{ } { } { }
2 2πt 2πt 4πt
M23 : Xt = a0 + a1t + a2t + γ1 cos + δ1 sin + γ2 cos
m m m
{ } { } { }
4πt 8πt 8πt
+ δ2 sin + γ3 cos + δ3 sin + εt . (1.3)
m m m
Moreover, the aforementioned procedure allowed Parpoula et al. (2017) to correctly
identify the epidemics occurred, namely, sw01-ew13/2015, sw01-ew08/2016, where
sw and ew denote the start and end weeks of the epidemic period, respectively. Note
that the signaled start and end weeks were found to be identical considering either
Serfling’s model (M11) or extended Serfling’s model (M23).

1.3.3.3 A Mixed Model Including Auto-Regressive Moving Average


(ARMA) Terms
The above results motivated Kalligeris et al. (2018) to account for autocorrelation
in historical process data and incorporate into the full form of the model (M33)
described in Equation (1.2), Auto-Regressive Moving Average (ARMA) terms. Co-
variates related to weather (12 covariates related to wind speed, direction, and tem-
perature) were also included in the model structure and examined for their statistical
significance. Following the same four-step exhaustive search process (as previously
described), applied to the same 2-year historical weekly ILI rate data, the model
chosen as optimal was the simplest one, that is, a mixed model with a linear trend,
12-month seasonality, an ARMA(2,1) process, and the minimum temperature as the
only significant random meteorological covariate, described as follows:
{ } { }
2πt 2πt
MXM11 : Xt = a0 + a1t + γ1 cos + δ1 sin
m m
+ ϕ1 xt-1 + ϕ2 xt-2 + εt + λ1 εt-1 + ω1 mintemp. (1.4)

In this way, Kalligeris et al. (2018) identified two epidemic periods, namely, sw01-
ew12/2015, sw05-ew08/2016.
Recall that the modeling is focused on nonepidemic data after removal of extreme
values from the dataset. Both methodologies, based either on extended Serfling’s
model (M23) or on periodic ARMA (PARMA) modeling (MXM11), are considered
Statistical Techniques & Stochastic Modeling 11

to be sufficient for the modeling of the baseline part of the series, but have a seri-
ous drawback. By not considering the extreme values of the dataset, the resulting
model is considered unsuitable for predictive purposes. Moreover, these approaches
suffer from the absence of scientific justification for excluding nonextreme values to
model the baseline distribution. To that end, a variety of ad-hoc rules have been sug-
gested (dividing the time series into typical and non-typical periods) with the most
widely used being the removement of the top 15%–25% values from the training
period (Pelat et al., 2007). This approach although it has some merits relies on arbi-
trary pruning (lacking mathematical justification) which constitutes, in that sense, a
fundamental obstacle towards the development of an automated surveillance system
for influenza.

1.3.3.4 A Mixed Effects Periodic ARMA Model Based


on Change-Point Detection
For the aforementioned reasons, Kalligeris et al. (2019) provided a general and com-
putationally fast algorithm which consists of three steps: (i) identification of extreme
periods, (ii) modeling of non-extreme periods, and (iii) modeling of extreme pe-
riods and estimation accuracy. The goal of the above algorithmic procedure is to
simultaneously estimate the baseline level and the extreme periods of the time series
via change-point analysis. First, they adapted the segment neighborhood (SegNeigh)
algorithm (Auger and Lawrence, 1989) applied to time series data. In this way, sig-
nificant mean shifts were identified at particular, previously unknown time points.
Second, for modeling nonepidemic time series data, Kalligeris et al. (2019) excluded
from the analysis, based on change-point analysis, the observations leading to an epi-
demic. Then, using for comparative purposes among candidate models, the AIC and
the ANOVA procedure, the algorithm of Kalligeris et al. (2018) was executed for sev-
eral models with trend, periodicity, ARMA terms, as well as the average minimum
weekly temperature (the only covariate identified as significant among a plethora
of meteorological variables considered). Finally, the optimal model for baseline in-
fluenza morbidity was selected to be the one that includes a quadratic trend, 12- and
6-month seasonal periodicity, ARMA(1,1) terms, and minimum temperature, and is
described as follows:
{ } { } { }
2πt 2πt 4πt
SegNeigh : Xt = a0 + a1t + a2t 2 + γ1 cos + δ1 sin + γ2 cos
m m m
{ }
4πt
+ δ2 sin + ϕ1 xt-1 + εt + λ1 εt-1 + ω1 mintemp. (1.5)
m
Finally, Kalligeris et al. (2019) introduced a polynomial approximation of the behav-
ior of the time series in epidemic periods (identified by change-point analysis) and
evaluated the estimated ILI rate value of each epidemic time point by the polynomial
of each epidemic period. The chosen polynomial describes satisfactorily enough the
behavior of the epidemic period. Based on the proposed methodology, the estimation
of the epidemic time points (sw01-ew12/2015, sw01-ew08/2016) results by combin-
ing the polynomial approximation of the epidemic periods with the baseline model
12 Recent Advances in Mathematics for Engineering

based exclusively on nonepidemic time points. The details of the above technique
can be found in Kalligeris et al. (2019).

1.3.3.5 A Distribution-Free Control Charting Technique Based


on Change-Point Detection
As discussed earlier, the classical approach used by ECDC and CDC for the ILI rate
surveillance is based on the implementation of Serfling’s cyclic regression model
which requires nonepidemic data for the modeling of the baseline distribution while
the observations are treated as being independent and identically distributed.
Towards this end, Parpoula and Karagrigoriou (2020) developed a distribution-
free control charting technique based on change-point analysis for detecting changes
in location of univariate ILI rate data. The main tool in this methodology is detection
of unusual trends, in the sense that the beginning of an unusual trend marks a switch
from a control state to an epidemic state. Therefore, it is considered of high impor-
tance to timely detect the change point for which an epidemic trend has begun since
in such a way the occurrence of a new epidemic could be predicted.
Let xi represent the ith observation, i = 1, 2, . . . , m, and let us consider the prob-
lem of testing the null hypothesis H 0 that the process was in control (IC) against
the alternative hypothesis that the process mean experienced an unknown number
of step shifts. In such a case, a set of test (control) statistics are needed for de-
tecting 1, 2, . . . , K step shifts. Here, K denotes the maximum number of hypothet-
ical change points. The test statistics Tk , k = 1, 2, . . . , K were designed for testing H 0
against the alternatives:
{
{
{ µ0 , if 0 < i ≤ τ1
{
{µ1 , if τ1 < i ≤ τ2
{
H1,k : E (xi ) = . (1.6)
{
{ ..
{
{
µk , if τk < i ≤ m,
{

where the mean values µ0 , . . . , µk and the change points 0 < τ1 < . . . < τk < m are
assumed unknown. Further, defining τ0 = 0 and τk+1 = m, it was also assumed that
τr -τr-1 ≥ lmin , r = 1, . . . , k +1, where lmin is a pre-specified constant giving the min-
imum number of successive observations allowed between two change points. For a
sequence of individual observations, the control statistics together with the change
points were obtained using a simple forward recursive segmentation and permuta-
tion (RS/P) approach as described in Capizzi and Masarotto (2013). The different
test statistics were standardized and aggregated, obtaining an overall control statistic.
Then, given a test statistic, its p-value was calculated, as the proportion of permu-
tations (fixed number, say L) under which the statistic value exceeds or is equal to
the statistic computed from the original sample of observations. Choosing an accept-
able false alarm probability (FAP), say α, then, for p-value < α, the null hypothesis
that the process was IC is rejected. This multiple change-point approach is advanta-
geous for epidemiological surveillance purposes for two reasons: (i) there is little to
no control over disease incidence, and thus, the distribution of disease incidence is
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Chill dough. Break off small pieces and roll to pencil size about 6″
long and ¼″ thick. Form each piece into a circle, bringing one end
over and through in a single knot. (See sketch above.) Leave ½″ end
on each side. Place on ungreased baking sheet. Brush tops with
meringue (made by beating 1 egg white until stiff, gradually beating
in 2 tbsp. sugar). Press bits of red candied cherries on center of knot
for holly berries. Add little jagged leaves cut out of green citron. Bake
until set ... but not brown.
temperature: 400° (mod. hot oven).
time: Bake 10 to 12 min.
amount: About 6 doz. 2″ cookies.

to shape a Berliner Krans: Forma


circle and bring one end over and
through.
If rich dough splits apart or seems
crumbly, let it get slightly warm or
work in a few drops of liquid until the
dough sticks together.
PRESS COOKIES Buttery morsels
in intriguing shapes.

HOW TO MAKE
COOKIES WITH A
PRESS
Force dough through a
cooky press (or pastry
tube). Follow directions
accompanying cooky
press. Hold the press
upright, and force out the
dough until it appears at
the edge of the mold ...
then lift the press away.
SPRITZ ( Recipe) (“Spurted out of a press”)
Crisp, fragile, buttery-tasting curlicues.
Mix together thoroughly ...

1 cup soft butter


⅔ cup sugar
3 egg yolks
1 tsp. flavoring (almond or vanilla) or 4 tbsp. grated almonds.

Work in with the hands ...

2½ cups sifted GOLD MEDAL Flour

Chill dough. Force through cooky press onto ungreased baking


sheet in letter S’s, rosettes, fluted bars, or other desired shapes.
Bake until set ... but not brown.
temperature: 400° (mod. hot oven).
time: Bake 7 to 10 min.
amount: About 6 doz. cookies.

CHOCOLATE SPRITZ
Follow recipe above—but blend into the shortening mixture 4 sq.
unsweetened chocolate (4 oz.), melted.

Have baking sheet cold before forcing cooky dough through press onto it. If sheet
is not cold, the fat in the dough will melt and the cookies will pull away from the
sheet when the press is lifted.

BUTTER COOKIES
Follow recipe for Butter Cookies on p. 31. Force chilled dough
through cooky press onto ungreased baking sheet in form of flowers,
wreaths, or any desired shapes.

★ ALMOND WREATHS
Beautiful almond-topped
garlands.
Mix together thoroughly ...

1 cup soft shortening


(mostly butter)
Dough for press cookies may be rolled
¾ cup confectioners’ sugar
out and cut into desired shapes. For
2 egg yolks wreaths, cut with scalloped cooky cutter
1 egg white ... then cut out center with a smaller
1 tsp. vanilla sized cutter.
¼ tsp. salt

Sift together and work in with the hands ...

2 cups sifted GOLD MEDAL Flour

Chill dough. Force through cooky press onto ungreased baking


sheet in shape of wreaths. Brush wreaths with slightly beaten egg
white. Sprinkle with mixture of 2 tbsp. sugar, ¼ tsp. cinnamon, and ¼
cup very finely chopped blanched almonds. Bake until set ... but not
brown.
TO DECORATE
Press bits of red or green candied cherry into top of wreaths to
simulate a bow.
temperature: 350° (mod. oven).
time: Bake 8 to 10 min.
amount: About 6 doz. cookies.
ALPHABETICAL INDEX
General Methods, pages 14 and 15

Almond Crescents, 41
Almond Macaroons, 21
Almond Paste, 21
Almond Wreaths, 43
Animal Cookies, 37
Applesauce Cookies, 17

Bar Cookies, 26
Bell Cookies, 37
Berliner Kranser, 42
Boy and Girl Cookies, 37
Brazil or Pecan Jumbles, 20
Brown Sugar Drops, 16
Brownies, 26
Burnt Butter Icing, 18
Busy-Day Coconut Drops, 16
Busy-Day Nut Drops, 16
Butter Cookies, 31 and 43
Butter Fingers, 41
Butterscotch Cookies, 18

Caraway Cookies, 30
Cherry and Hatchet Cookies, 31
Cherry-Coconut Macaroons, 21
Chocolate Chip Cookies, 20
Chocolate-Coconut Macaroons, 21
Chocolate Cream Drops, 18
Chocolate-Frosted Brownies, 26
Chocolate Icing, 18
Chocolate Pinwheels, 30
Chocolate Refrigerator Cookies, 22
Chocolate Spritz, 43
Christmas Tree Cookies, 37
Coconut Cream Drops, 18
Coconut Jumbles, 20
Coconut-Lemon Bars, 28
Coconut Macaroons, 21
Coffee-and-Spice Drops, 17
Cookies with Faces, 31

Dainty Tea Brownies, 26


Date-and-Nut Squares, 27
Date-Apricot Bars, 29
Date Bars or Matrimonial Cake, 29
Date-Nut Refrigerator Cookies, 22
Date-Oatmeal Cookies, 40
Decorating Icing, 31
Drop Cookies, 16
English Tea Cakes, 41

Fig Bars, 32
Filled Bar Cookies, 29
Filled Cookies, 32
Filled Cookies in Fancy Shapes, 32
Finska Kakor, 39
Flower Cookies, 31
Frosted Gingies, 34
Fruit-and-Nut Drops, 18

Ginger Creams, 19
Ginger Refrigerator Cookies, 23
Gingerbread Boys, 34
Gingies, 34
Glazed Orange Jumbles, 20
Glazing Icing, 38
Gold Cookies, 25

Hazelnut Bars, 29
Heart Cookies, 31
Hermits, 17
His Mother’s Oatmeal Cookies, 33
Holiday Fruit Cookies, 16
Honey Peanut Butter Cookies, 40

Jell-Meringue-Filbert Bars, 28
Jewelled Cookies, 27
Lebkuchen, 38
Lemon Icing, 26
Lemon Snowdrops, 41
Lemon Sugar Cookies, 30
Little Sugar Hats, 38

Macaroons, 21
Mandel Kager, 42
Marie’s Chocolate Icing, 26
Merry Christmas Cookies, 37
Mincemeat Cookies, 17
Miscellaneous Cookies, 25
Molasses Crinkles, 25
Molded Cookies, 40
Monkey-Faced Cookies, 19

New Northland Cookies, 23


Nurnberger, 38
Nut Refrigerator Cookies, 22
Nut Sugar Cookies, 30

Oatmeal Drop Cookies, 19


Oatmeal Refrigerator Cookies, 24
Old-Fashioned Sour Cream Drops, 18
Old-Time Cinnamon Jumbles, 20
Orange-Almond Refrigerator Cookies, 22
Orange-Chocolate Chip Cookies, 20

Peanut Butter Cookies, 40


Peanut Macaroons, 21
Petticoat Tails, 24
Pineapple Filling, 33
Place Cards or Favors, 31
Plantation Fruit Bars, 26
Poinsettias, 32
Press Cookies, 43
Prune Filling, 33
Prune-Orange Bars, 29

Quick Cream Icing, 19

Raisin, Fig and Date Filling, 33


Raisin, Fig or Date Filling, 33
Refrigerator Cookies, 22
Rich Sugar Cookies, 30
Rolled Cookies, 30
Russian Tea Cakes, 42

Salted Peanut Cookies, 16


Sandbakelser, 39
Scotch Shortbread, 39
Simple White Icing, 34
Snickerdoodles, 25
Spiced Prune Drops, 17
Spritz, 43
Star Cookies, 37
Stocking Cookies, 37
Stone Jar Molasses Cookies, 34
Sugar Cookies, 30
Sugar Jumbles, 20

3-in-1 Jumbles, 20
Thumbprint Cookies, 41
Toffee-Nut Bars, 28
Toy Cookies, 37
Tutti-Frutti Surprises, 27

Walnut Squares, 27
Washboards, 25
Wheaties-Coconut Macaroons, 21
Wheaties Drop Cookies, 17
Wreath Cookies, 37

Zucker Hütchen, 38
TRANSCRIBER’S NOTE

Attention has been paid to replicating the layout of the original where possible.
Images may have been shifted slightly and sections have been moved to correct
content spread across two pages in the original. Cases where significant
changes have been made are noted below.

Disruptive blemishes on illustrations have been touched up, but there remain
some discolorations accumulated over time. Back cover has intentionally been
left unretouched in homage to the well loved condition in which most copies of
this book are found.

Illustrations without captions have had alt-text description added, this is denoted
with parentheses.

The indexes were not checked for proper alphabetization or correct page
references.

Obvious typographical errors and punctuation errors have been corrected after
careful comparison with other occurrences within the text and consultation of
external sources. Some hyphens in words have been silently removed, some
added, when a predominant preference was found in the original book.

Except for those changes noted below, all misspellings in the text, and
inconsistent or archaic usage, have been retained.

Pp 22,23: Steps 3 and 4 of REFRIGERATOR COOKIES have been moved from


page 23 to be with 1 and 2 on page 22.
Pg 26,27: Recipe for Lemon Icing moved from Pg 27 to be with Plantation Fruit
Bars Pg 26
Pg 26: "next page" changed to "below" to reflect move of Lemon Icing
Pp 31; “opposite page” replaced with “above page”
Pp 32: “opposite page” replaced with “below”
Index: “Bar Bookies” replaced with “Bar Cookies”
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