Story highlights Melania Trump's plane was spotted in Florida on Wednesday

Last-minute cancellation of international trip created buzz

Washington (CNN) First lady Melania Trump's plane arrived in West Palm Beach, Florida, Thursday, the same week she cancelled her planned trip with her husband to Davos, Switzerland, at the last minute.

A law enforcement source confirmed to CNN the first lady was on the plane, and a motorcade was seen leaving the airport.

Earlier in the day, Trump emerged from the White House for an unannounced visit to the Holocaust Memorial Museum in Washington.

"My thoughts and prayers are with the people whose lives and families were broken by the horrors of the Holocaust," said Trump in a statement released following her visit. "Yet it is also through our shared humanity that we come together now in commemoration, strength, and love. My heart is with you, and we remember."

This Saturday marks the International Day of Holocaust Remembrance.

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