Time Series

In this work, we present a novel trajectory comparison algorithm to identify abnormal vital sign trends, with the aim of improving recognition of deteriorating health. There is growing interest in continuous wearable vital sign sensors for monitoring patients remotely at home. These monitors are usually coupled to an alerting system, which is triggered when vital sign measurements fall outside a predefined normal range. Trends in vital signs, such as increasing heart rate, are often indicative...

Background and Objective: Vital sign monitoring in the Intensive Care Unit (ICU) is crucial for enabling prompt interventions for patients. This underscores the need for an accurate predictive system. Therefore, this study proposes a novel deep learning approach for forecasting Heart Rate (HR), Systolic Blood Pressure (SBP), and Diastolic Blood Pressure (DBP) in the ICU. Methods: We extracted $24,886$ ICU stays from the MIMIC-III database which contains data from over $46$ thousand patients, t...

Adaptive time series forecasting is essential for prediction under regime changes. Several classical methods assume linear Gaussian state space model (LGSSM) with variances constant in time. However, there are many real-world processes that cannot be captured by such models. We consider a state-space model with Markov switching variances. Such dynamical systems are usually intractable because of their computational complexity increasing exponentially with time; Variational Bayes (VB) techniques ...

Sepsis is a leading cause of mortality in intensive care units (ICUs), representing a substantial medical challenge. The complexity of analyzing diverse vital signs to predict sepsis further aggravates this issue. While deep learning techniques have been advanced for early sepsis prediction, their 'black-box' nature obscures the internal logic, impairing interpretability in critical settings like ICUs. This paper introduces a framework that combines a deep learning model with an attention mechan...

Sepsis and septic shock are a critical medical condition affecting millions globally, with a substantial mortality rate. This paper uses state-of-the-art deep learning (DL) architectures to introduce a multi-step forecasting system to predict vital signs indicative of septic shock progression in Intensive Care Units (ICUs). Our approach utilizes a short window of historical vital sign data to forecast future physiological conditions. We introduce a DL-based vital sign forecasting system that pre...

Detecting and predicting septic shock early is crucial for the best possible outcome for patients. Accurately forecasting the vital signs of patients with sepsis provides valuable insights to clinicians for timely interventions, such as administering stabilizing drugs or optimizing infusion strategies. Our research examines N-BEATS, an interpretable deep-learning forecasting model that can forecast 3 hours of vital signs for sepsis patients in intensive care units (ICUs). In this work, we use th...

One main challenge in time series anomaly detection (TSAD) is the lack of labelled data in many real-life scenarios. Most of the existing anomaly detection methods focus on learning the normal behaviour of unlabelled time series in an unsupervised manner. The normal boundary is often defined tightly, resulting in slight deviations being classified as anomalies, consequently leading to a high false positive rate and a limited ability to generalise normal patterns. To address this, we introduce a ...

Patients being admitted to a hospital will most often be associated with a certain clinical development during their stay. However, there is always a risk of patients being subject to the wrong diagnosis or to a certain treatment not pertaining to the desired effect, potentially leading to adverse events. Our research aims to develop an anomaly detection system for identifying deviations from expected clinical trajectories. To address this goal we analyzed 16 months of vital sign recordings obta...

Self-supervised learning (SSL) has recently achieved impressive performance on various time series tasks. The most prominent advantage of SSL is that it reduces the dependence on labeled data. Based on the pre-training and fine-tuning strategy, even a small amount of labeled data can achieve high performance. Compared with many published self-supervised surveys on computer vision and natural language processing, a comprehensive survey for time series SSL is still missing. To fill this gap, we re...

Continuous blood pressure (BP) monitoring is essential for timely diagnosis and intervention in critical care settings. However, BP varies significantly across individuals, this inter-patient variability motivates the development of personalized models tailored to each patient's physiology. In this work, we propose a personalized BP forecasting model mainly using electrocardiogram (ECG) and photoplethysmogram (PPG) signals. This time-series model incorporates 2D representation learning to captur...

The pattern of state changes in a biomedical time series can be related to health or disease. This work presents a principled approach for selecting a changepoint detection algorithm for a specific task, such as disease classification. Eight key algorithms were compared, and the performance of each algorithm was evaluated as a function of temporal tolerance, noise, and abnormal conduction (ectopy) on realistic artificial cardiovascular time series data. All algorithms were applied to real data (...

Monitoring the stress level in patients with neurodegenerative diseases can help manage symptoms, improve patient's quality of life, and provide insight into disease progression. In the literature, ECG, actigraphy, speech, voice, and facial analysis have proven effective at detecting patients' emotions. On the other hand, these tools are invasive and do not integrate smoothly into the patient's daily life. HRV has also been proven to effectively indicate stress conditions, especially in combinat...

Continuous stress forecasting could potentially contribute to lifestyle interventions. This paper presents a novel, explainable, and individualized approach for stress prediction using physiological data from consumer-grade smartwatches. We develop a time series forecasting model that leverages multivariate features, including heart rate variability, activity patterns, and sleep metrics, to predict stress levels across 16 temporal horizons (History window: 3, 5, 7, 9 days; forecasting window: 1,...

Time series forecasting (TSF) is one of the most important tasks in data science given the fact that accurate time series (TS) predictive models play a major role across a wide variety of domains including finance, transportation, health care, and power systems. Real-world utilization of machine learning (ML) typically involves (pre-)training models on collected, historical data and then applying them to unseen data points. However, in real-world applications, time series data streams are usuall...

In this paper, we propose a novel method of model-based time series clustering with mixtures of general state space models (MSSMs). Each component of MSSMs is associated with each cluster. An advantage of the proposed method is that it enables the use of time series models appropriate to the specific time series. This not only improves clustering and prediction accuracy but also enhances the interpretability of the estimated parameters. The parameters of the MSSMs are estimated using stochastic ...

This study employed the MIMIC-IV database as data source to investigate the use of dynamic, high-frequency, multivariate time-series vital signs data, including temperature, heart rate, mean blood pressure, respiratory rate, and SpO2, monitored first 8 hours data in the ICU stay. Various clustering algorithms were compared, and an end-to-end multivariate time series clustering system called Time2Feat, combined with K-Means, was chosen as the most effective method to cluster patients in the ICU. ...

Detection of periodic patterns of interest within noisy time series data plays a critical role in various tasks, spanning from health monitoring to behavior analysis. Existing learning techniques often rely on labels or clean versions of signals for detecting the periodicity, and those employing self-supervised learning methods are required to apply proper augmentations, which is already challenging for time series and can result in collapse -- all representations collapse to a single point due ...

Transformer-based models are at the forefront in long time-series forecasting (LTSF). While in many cases, these models are able to achieve state of the art results, they suffer from a bias toward low-frequencies in the data and high computational and memory requirements. Recent work has established that learnable frequency filters can be an integral part of a deep forecasting model by enhancing the model's spectral utilization. These works choose to use a multilayer perceptron to process their ...

Forecasting building energy consumption has become a promising solution in Building Energy Management Systems for energy saving and optimization. Furthermore, it can play an important role in the efficient management of the operation of a smart grid. Different data-driven approaches to forecast the future energy demand of buildings at different scale, and over various time horizons, can be found in the scientific literature, including extensive Machine Learning and Deep Learning approaches. Howe...

Artifacts are a common problem in physiological time series collected from intensive care units (ICU) and other settings. They affect the quality and reliability of clinical research and patient care. Manual annotation of artifacts is costly and time-consuming, rendering it impractical. Automated methods are desired. Here, we propose a novel fully unsupervised approach to detect artifacts in clinical-standard, minute-by-minute resolution ICU data without any prior labeling or signal-specific kno...