Prospective anomaly detection methods such as the Modified EARS C2 are commonly adapted and used in public health syndromic surveillance systems. These methods however can produce an excessive false alert rate. We present a combined use of retrospective (e.g., Change Point Analysis (or CPA)) and prospective (e.g., C2) anomaly detection methods. This combined approach will help detect sudden aberrations in addition to subtle changes in local trends, help rule out alarm investigations, and assist with retrospective follow-ups. Examples on the utility of this combined approach in working collaboratively with the scientific community are applied to BioSense emergency departments' visits due to ILI. Methods, limitations, future work, and invitation to the scientific community to collaborate with us will be discussed at this talk.

1. Change Point Analysis Zhiheng (Roy) Xu, MS (PhD Candidate) Senior Research Scientist Taha A. Kass-Hout, MD, MS Deputy Director for Information Science (Acting) and BioSense Program Manager Division of Healthcare Information (DHI) Public Health Surveillance Program Office (PHSPO) Office of Surveillance, Epidemiology, and Laboratory Services (OSELS) Centers for Disease Control & Prevention (CDC) Any views or opinions expressed here do not necessarily represent the views of the CDC, HHS, or any other entity of the United States government. Furthermore, the use of any product names, trade names, images, or commercial sources is for identification purposes only, and does not imply endorsement or government sanction by the U.S. Department of Health and Human Services.

6. Control Chart Upper Control Limit (UCL)= µ + 3 σ Lower Control Limit (LCL) = µ - 3 σ where µ is the sample mean (central line) and σ is the sample standard deviation. 3 σ 3 σ

7. SIX SIGMA A six-sigma process is one in which 99.99966% of the products manufactured are free of defects.

8. CPA vs. Control Charts CPA Control Charts Data type Any Normal distributed data Type of changes Major and subtle changes Major changes only Mean Mean-shift Stable mean Computation Depends on the algorithms Simple and fast

11. CUSUM* Step 1: sample mean Step 2: residuals Step 3: cusum of residuals 0 ε 1 ε 1 + ε 2 ε 1 + ε 2 + ε 3 … ε 1 + ε 2 +…+ ε n * Kass-Hout, et al, The Joint Statistical Meeting, Vancouver, CA. August, 2010.

12. CUSUM* Level 1: Find a change point maximizing |S| Step 4: plot the cusum and find where is the maximum of absolute cusum. * Kass-Hout, et al, The Joint Statistical Meeting, Vancouver, CA. August, 2010.

13. CUSUM* Level 2: Find a change point on each sub-series * Kass-Hout, et al, The Joint Statistical Meeting, Vancouver, CA. August, 2010. Step 5: Break the time-series into two segments and repeat step 1-5.

14. CUSUM* Level n: Final result * Kass-Hout, et al, The Joint Statistical Meeting, Vancouver, CA. August, 2010.

17. Change points and statistical inference *: 95% CI= 95% confidence interval; lb=lower bound; ub=upper bound. Level CUSUM Structural Change Model Change Point 95% CI* P value Change Point 95% CI* P value lb* ub* lb* ub* 1 11/27/2008 2/4/2006 11/1/2009 0 12/13/2008 10/14/2008 12/17/2008 0 2 6/23/2009 1/20/2009 4/4/2010 0 6/22/2009 6/21/2009 7/31/2009 0 3 10/4/2009 7/28/2009 4/28/2010 0 9/18/2009 9/6/2009 9/21/2009 0 4 1/20/2010 11/3/2009 5/7/2010 0 1/5/2010 1/4/2010 1/10/2010 0 5 3/1/2010 2/3/2010 5/21/2010 0 2/16/2010 2/14/2010 2/18/2010 0 6 4/6/2010 3/12/2010 5/24/2010 0 4/5/2010 4/1/2010 4/14/2010 0

18. CUSUM vs. SCM “ I have long given up on CUSUM type procedures (and any of the variants). The tests are plagued with problems of non-monotonic power and to get a date and confidence interval for the break date is not trivial and most methods don't work well.” “ The main difference is that I do not use asymptotic results, but instead employ the computer intensive bootstrapping approach to determine confidence levels and intervals so as to make the procedure nonparametric. ” Wayne Taylor, Ph.D. Pierre Perron, Ph.D.

20. Bayesian CPA Q: What is the probability of change occurred? Order Time Posterior probability 1 4/25/2009 1 2 6/14/2009 1 3 5/18/2009 0.99 4 5/22/2009 0.982 5 5/25/2009 0.982 6 5/14/2009 0.98 7 6/2/2009 0.936 8 1/25/2008 0.92 9 2/24/2008 0.868 10 5/15/2009 0.85 11 12/24/2008 0.846 12 5/3/2009 0.818 13 2/22/2009 0.806 14 11/25/2009 0.764 15 7/5/2009 0.748 16 6/21/2009 0.714 17 11/6/2009 0.64 18 6/7/2009 0.624 19 1/3/2010 0.61 20 11/30/2009 0.608 21 10/16/2009 0.538 22 12/24/2009 0.532

24. Simulation (cont’d) Conclusion: Taylor’s CUSUM method is robust in detecting change points in autocorrelated data with ≥80% matching probability at | ρ |≤0.2. CP ρ = CP 0 CP ρ = CP 0 ±3 CP ρ = CP 0 CP ρ = CP 0 ±3 ρ

25. Real Time Trend Analysis Moderately Up Slightly Up Slightly Down Forecast Moderately Down

27. Forecasting (cont’d) Since last detect change, no additional significant changes have been detected; Influenza activity is stable.

29. Open-Access Scientific Collaboration https://sites.google.com/site/changepointanalysis 58 Collaborators, > 100 users from 46 cities

32. Acknowledgement CDC Sam Groseclose, DVM, MPH Paul McMurray, MDS Soyoun Park, MS Others Rafal Raciborshi, Ph.D, Econometrician, STATA Corp, College Station, TX. Wayne Taylor, Ph.D, President of Taylor Enterprise, Inc. Pierre Perron, Ph.D, Professor of Economics, Boston University Yajun Mei, Ph.D, Asst. Professor of Statistics, Georgia Tech Elena Pesavento, Ph.D, Assoc. Professor of Economics, Emory University