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We consider the sequential anomaly detection problem in the one-class setting when only the anomalous sequences are available and propose an adversarial sequential detector by solving a minimax problem to find an optimal detector against the worst-case sequences from a generator. The generator captures the dependence in sequential events using the marked point process model. The detector sequentially evaluates the likelihood of a test sequence and compares it with a time-varying threshold, also learned from data through the minimax problem. We demonstrate our proposed method’s good performance using numerical experiments on simulations and proprietary large-scale credit card fraud data sets. The proposed method can generally apply to detecting anomalous sequences. History: W. Nick Street served as the senior editor for this article. Funding: This work is partially supported by the National Science Foundation [Grants CAREER CCF-1650913, DMS-1938106, and DMS-1830210] and grant support from Macy’s Technology. Data Ethics & Reproducibility Note: The code capsule is available on Code Ocean at https://doi.org/10.24433/CO.2329910.v1 and in the e-Companion to this article (available at https://doi.org/10.1287/ijds.2023.0026 ). 

Most COVID-19 studies commonly report figures of the overall infection at a state- or county-level. This aggregation tends to miss out on fine details of virus propagation. In this paper, we analyze a high-resolution COVID-19 dataset in Cali, Colombia, that records the precise time and location of every confirmed case. We develop a non-stationary spatio-temporal point process equipped with a neural network-based kernel to capture the heterogeneous correlations among COVID-19 cases. The kernel is carefully crafted to enhance expressiveness while maintaining model interpretability. We also incorporate some exogenous influences imposed by city landmarks. Our approach outperforms the state-of-the-art in forecasting new COVID-19 cases with the capability to offer vital insights into the spatio-temporal interaction between individuals concerning the disease spread in a metropolis.

 

We present a data-driven optimization framework for redesigning police patrol zones in an urban environment. The objectives are to rebalance police workload along geographical areas and to reduce response time to emergency calls. We develop a stochastic model for police emergency response by integrating multiple data sources, including police incident reports, demographic surveys, and traffic data. Using this stochastic model, we optimize zone-redesign plans using mixed-integer linear programming. Our proposed design was implemented by the Atlanta Police Department in March 2019. By analyzing data before and after the zone redesign, we show that the new design has reduced the response time to high-priority 911 calls by 5.8% and the imbalance of police workload among Atlanta’s zones by 43%. 

We present an interpretable high-resolution spatio-temporal model to estimate COVID-19 deaths together with confirmed cases 1 week ahead of the current time, at the county level and weekly aggregated, in the United States. A notable feature of our spatio-temporal model is that it considers the (1) temporal auto- and pairwise correlation of the two local time series (confirmed cases and deaths from the COVID-19), (2) correlation between locations (propagation between counties), and (3) covariates such as local within-community mobility and social demographic factors. The within-community mobility and demographic factors, such as total population and the proportion of the elderly, are included as important predictors since they are hypothesized to be important in determining the dynamics of COVID-19. To reduce the model’s high dimensionality, we impose sparsity structures as constraints and emphasize the impact of the top 10 metropolitan areas in the nation, which we refer to (and treat within our models) as hubs in spreading the disease. Our retrospective out-of-sample county-level predictions were able to forecast the subsequently observed COVID-19 activity accurately. The proposed multivariate predictive models were designed to be highly interpretable, with clear identification and quantification of the most important factors that determine the dynamics of COVID-19. Ongoing work involves incorporating more covariates, such as education and income, to improve prediction accuracy and model interpretability.