Abstract

• Analysis of 275-day long time series of county level COVID-19 data in California state. • Multiple change point estimation in the framework of mixture modeling and model-based clustering. • Change point given by gap between logit transformed segments in negative binomial nonhomogeneous Levy process. • Three geographically meaningful clusters, each with several change points indicating the spread and decline of infection. In this paper, a model-based clustering algorithm relying on a finite mixture of negative binomial Lévy processes is proposed. The algorithm models heterogeneous stochastic count process data and automatically estimates multiple change points upon fitting the mixture model. Such change point estimation identifies time points when deviation from the standard process has occurred and serves as an important diagnostic tool for analyzing temporal data. The proposed model is applied to the COVID-positive ICU cases in the state of California with very interesting results.

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