Anomaly detection of mobile positioning data with applications to COVID-19 situational awareness

DOI10.1007/S42081-021-00109-ZzbMath1477.62388arXiv2011.04356OpenAlexW3133584632MaRDI QIDQ825360

Francesco Sermi, Spyridon Spyratos, Stefano Maria Iacus, Dario Tarchi, Michele Vespe

Publication date: 17 December 2021

Published in: Japanese Journal of Statistics and Data Science (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2011.04356

zbMATH Keywords

data scienceanomaly detectionhigh-dimensional time series analysismobile network operator data

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Markov processes: estimation; hidden Markov models (62M05) Applications of statistics (62P99)

Cites Work

• Estimation for the change point of volatility in a stochastic differential equation
• Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance
• LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES
• Evidence that coronavirus superspreading is fat-tailed
• Unnamed Item

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