Quickest Detection and Forecast of Pandemic Outbreaks: Analysis of COVID-19 Waves

The COVID-19 pandemic has, worldwide and up to December 2020, caused over 1.7 million deaths, and put the world's most advanced healthcare systems under heavy stress. In many countries, drastic restriction measures adopted by political authorities, such as national lockdowns, have not prevented the outbreak of new pandemic's waves. In this article, we propose an integrated detection-estimation-forecasting framework that, using publicly available data published by the national authorities, is designed to: (i) learn relevant features of the epidemic (e.g., the infection rate); (ii) detect as quickly as possible the onset (or the termination) of an exponential growth of the contagion; and (iii) reliably forecast the epidemic evolution. The proposed solution is validated by analyzing the COVID-19 second and third waves in the USA.