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STS580 Ross Sparks et. al



                          An approach to monitoring multivariate time

                                          between events
                        Ross Sparks, Aditya Joshi, Cecile Paris, Sarvnaz Karimi
                                     Data61, CSIRO Sydney, Australia

            Abstract
            This  paper  focuses  on  monitor  plans  aimed  at  the  early  detection  of  the
            increase  in  the  frequency  of  events.  The  literature  recommends  either
            monitoring the Time Between Events (TBE) if events are rare or counting the
            number of events per unit non-overlapping time intervals if events are not
            rare.  However,  recently,  work  has  suggested  that  monitoring  counts  in
            preference  to  TBE  is  not  recommended  even  when  counts  are  moderately
            high.  Monitoring TBE is the real-time option for outbreak detection, because
            outbreak  information  is  accumulated  whenever  an  event  occurs.  This  is
            preferred to waiting for the end of a period to count events.  If the TBE reduces
            significantly, then the incidence of these events increases significantly.  This
            paper explores multivariate TBE options (e.g., the time between flu events at
            all  the  hospitals  in  a  state  of  Australia).  This  will  be  compared  with  the
            approach to monitoring counts.  We consider the case when TBEs are Weibull
            distributed in situations where daily counts are moderately low.  The paper will
            discuss and compare the approaches based on TBEs and counts.

            Keywords
            monitoring;  multivariate;  counts;  time  between  events;  statistical  process
            control

            1.  Introduction
                Dealing  with  multivariate  time  between  events  is  challenging  because
            events do not necessarily occur simultaneously in time for the population of
            interest.  The application considered in the paper is symptoms that people in
            social media expressed that they are suffering from in terms of poor health
            outcomes.  These symptoms are taken as diarrhoea, vomiting, headache and
            generally feeling unwell.  Such symptoms are generally easy to self-diagnose.
            The only time these occur simultaneously is when the same person expresses
            that they are suffering from all of these, and in the dataset we considered, this
            never  occurred.  The  fact  that  people  seldom  expressed  that  they  were
            suffering from a combination of symptoms increases the challenge in dealing
            with these in a multivariate way. This was the case in our application.
                The option of imputing a censored estimated value for those events that
            did not occur during the timing of one of these events was considered, but
            this option would make finding an outbreak difficult when the imputed values
            are based on the in-control distribution.  One option was to impute these
            based  on  the  out-of-control  model,  but  we  don’t  know  the  nature  of  this

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