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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.
v
vi Contents
vii
viii Preface
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
xiii
xiv Contributors
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.
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.
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.
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
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.
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.
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).
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.
based exclusively on nonepidemic time points. The details of the above technique
can be found in Kalligeris et al. (2019).
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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