title: Causality in scale space as an approach to change detection.
abstract: Kernel density estimation and kernel regression are useful ways to visualize and assess the structure of data. Using these techniques we define a temporal scale space as the vector space spanned by bandwidth and a temporal variable. In this space significance regions that reflect a significant derivative in the kernel smooth similar to those of SiZer (Significant Zero-crossings of derivatives) are indicated. Significance regions are established by hypothesis tests for significant gradient at every point in scale space. Causality is imposed onto the space by restricting to kernels with left-bounded or finite support and shifting kernels forward. We show that these adjustments to the methodology enable early detection of changes in time series constituting live surveillance systems of either count data or unevenly sampled measurements. Warning delays are comparable to standard techniques though comparison shows that other techniques may be better suited for single-scale problems. Our method reliably detects change points even with little to no knowledge about the relevant scale of the problem. Hence the technique will be applicable for a large variety of sources without tailoring. Furthermore this technique enables us to obtain a retrospective reliable interval estimate of the time of a change point rather than a point estimate. We apply the technique to disease outbreak detection based on laboratory confirmed cases for pertussis and influenza as well as blood glucose concentration obtained from patients with diabetes type 1.
authors.affiliation: Norwegian Centre for Integrated Care and Telemedicine, University Hospital of North Norway, Tromsø, Norway. stein.olav.skrovseth@telemed.no
authors.forename: Stein Olav
authors.initials: SO
authors.lastname: Skrøvseth
authors.forename: Johan Gustav
authors.initials: JG
authors.lastname: Bellika
authors.forename: Fred
authors.initials: F
authors.lastname: Godtliebsen
mesh_terms: D001786:Blood Glucose / Q000032:analysis; D015190:Blood Glucose Self-Monitoring / Q000706:statistics & numerical data; D016000:Cluster Analysis; D003627:Data Interpretation, Statistical; D003922:Diabetes Mellitus, Type 1 / Q000097:blood; D006801:Humans; D009980:Influenza A virus / Q000502:physiology; D007251:Influenza, Human / Q000453:epidemiology; D012044:Regression Analysis; D014917:Whooping Cough / Q000453:epidemiology
chemical_list: D001786:Blood Glucose