An autoregressive model for a censored data denoising method robust to outliers with application to the Ob\'epine SARS-Cov-2 monitoring

This work is motivated by the Ob\'epine French system for SARS-CoV-2 viral load monitoring in wastewater. The objective of this work is to identify, from time-series of noisy measurements, the underlying auto-regressive signals, in a context where the measurements present numerous missing data, censoring and outliers. We propose a method based on an auto-regressive model adapted to censored data with outliers. Inference and prediction are produced via a discretised smoother. This method is both validated on simulations and on real data from Ob\'epine. The proposed method is used to denoise measurements from the quantification of the SARS-CoV-2 E gene in wastewater by RT-qPCR. The resulting smoothed signal shows a good correlation with other epidemiological indicators and an estimate of the whole system noise is produced.