An extreme value theory approach for the early detection of time clusters. A simulation-based assessment and an illustration to the surveillance of Salmonella

Armelle Guillou (1) , Marie Kratz (2, 3) , Yann Le Strat (4)

1 IRMA - Institut de Recherche Mathématique Avancée
2 ESSEC Business School
3 CREAR - Center of Research in Econo-finance and Actuarial sciences on Risk / Centre de Recherche Econo-financière et Actuarielle sur le Risque
4 INVS - Institut de Veille Sanitaire

We propose a new method that could be part of a warning system for the early detection of time clusters applied to public health surveillance data. This method is based on the extreme value theory (EVT). To any new count of a particular infection reported to a surveillance system, we associate a return period that corresponds to the time that we expect to be able to see again such a level. If such a level is reached, an alarm is generated. Although standard EVT is only defined in the context of continuous observations, our approach allows to handle the case of discrete observations occurring in the public health surveillance framework. Moreover, it applies without any assumption on the underlying unknown distribution function. The performance of our method is assessed on an extensive simulation study and is illustrated on real data from Salmonella surveillance in France.

Mots clés: extreme value theory; return level; return period; outbreak detection; Salmonella; surveillance

Domaines: Statistiques [math.ST]

Armelle Guillou, Marie Kratz, Yann Le Strat. An extreme value theory approach for the early detection of time clusters. A simulation-based assessment and an illustration to the surveillance of Salmonella. Statistics in Medicine, 2014, 33 (28), ⟨10.1002/sim.6275⟩. ⟨hal-01311727⟩