Subscribe to the gold package and get unlimited access to Shamra Academy
Register a new userApplication of Deep Interpolation Network for Clustering of Physiologic Time Series
280
0
0.0
(
0
)
Ask ChatGPT about the research
No Arabic abstract
Background: During the early stages of hospital admission, clinicians must use limited information to make diagnostic and treatment decisions as patient acuity evolves. However, it is common that the time series vital sign information from patients to be both sparse and irregularly collected, which poses a significant challenge for machine / deep learning techniques to analyze and facilitate the clinicians to improve the human health outcome. To deal with this problem, We propose a novel deep interpolation network to extract latent representations from sparse and irregularly sampled time-series vital signs measured within six hours of hospital admission. Methods: We created a single-center longitudinal dataset of electronic health record data for all (n=75,762) adult patient admissions to a tertiary care center lasting six hours or longer, using 55% of the dataset for training, 23% for validation, and 22% for testing. All raw time series within six hours of hospital admission were extracted for six vital signs (systolic blood pressure, diastolic blood pressure, heart rate, temperature, blood oxygen saturation, and respiratory rate). A deep interpolation network is proposed to learn from such irregular and sparse multivariate time series data to extract the fixed low-dimensional latent patterns. We use k-means clustering algorithm to clusters the patient admissions resulting into 7 clusters. Findings: Training, validation, and testing cohorts had similar age (55-57 years), sex (55% female), and admission vital signs. Seven distinct clusters were identified. M Interpretation: In a heterogeneous cohort of hospitalized patients, a deep interpolation network extracted representations from vital sign data measured within six hours of hospital admission. This approach may have important implications for clinical decision-support under time constraints and uncertainty.
rate research
Read More
Extreme events are occurrences whose magnitude and potential cause extensive damage on people, infrastructure, and the environment. Motivated by the extreme nature of the current global health landscape, which is plagued by the coronavirus pandemic, we seek to better understand and model extreme events. Modeling extreme events is common in practice and plays an important role in time-series prediction applications. Our goal is to (i) compare and investigate the effect of some common extreme events modeling methods to explore which method can be practical in reality and (ii) accelerate the deep learning training process, which commonly uses deep recurrent neural network (RNN), by implementing the asynchronous local Stochastic Gradient Descent (SGD) framework among multiple compute nodes. In order to verify our distributed extreme events modeling, we evaluate our proposed framework on a stock data set S&P500, with a standard recurrent neural network. Our intuition is to explore the (best) extreme events modeling method which could work well under the distributed deep learning setting. Moreover, by using asynchronous distributed learning, we aim to significantly reduce the communication cost among the compute nodes and central server, which is the main bottleneck of almost all distributed learning frameworks. We implement our proposed work and evaluate its performance on representative data sets, such as S&P500 stock in $5$-year period. The experimental results validate the correctness of the design principle and show a significant training duration reduction upto $8$x, compared to the baseline single compute node. Our results also show that our proposed work can achieve the same level of test accuracy, compared to the baseline setting.
For the last few years it has been observed that the Deep Neural Networks (DNNs) has achieved an excellent success in image classification, speech recognition. But DNNs are suffer great deal of challenges for time series forecasting because most of the time series data are nonlinear in nature and highly dynamic in behaviour. The time series forecasting has a great impact on our socio-economic environment. Hence, to deal with these challenges its need to be redefined the DNN model and keeping this in mind, data pre-processing, network architecture and network parameters are need to be consider before feeding the data into DNN models. Data normalization is the basic data pre-processing technique form which learning is to be done. The effectiveness of time series forecasting is heavily depend on the data normalization technique. In this paper, different normalization methods are used on time series data before feeding the data into the DNN model and we try to find out the impact of each normalization technique on DNN to forecast the time series. Here the Deep Recurrent Neural Network (DRNN) is used to predict the closing index of Bombay Stock Exchange (BSE) and New York Stock Exchange (NYSE) by using BSE and NYSE time series data.
Deep learning performs remarkably well on many time series analysis tasks recently. The superior performance of deep neural networks relies heavily on a large number of training data to avoid overfitting. However, the labeled data of many real-world time series applications may be limited such as classification in medical time series and anomaly detection in AIOps. As an effective way to enhance the size and quality of the training data, data augmentation is crucial to the successful application of deep learning models on time series data. In this paper, we systematically review different data augmentation methods for time series. We propose a taxonomy for the reviewed methods, and then provide a structured review for these methods by highlighting their strengths and limitations. We also empirically compare different data augmentation methods for different tasks including time series anomaly detection, classification, and forecasting. Finally, we discuss and highlight five future directions to provide useful research guidance.
We propose a novel deep learning architecture suitable for the prediction of investor interest for a given asset in a given time frame. This architecture performs both investor clustering and modelling at the same time. We first verify its superior performance on a synthetic scenario inspired by real data and then apply it to two real-world databases, a publicly available dataset about the position of investors in Spanish stock market and proprietary data from BNP Paribas Corporate and Institutional Banking.
Since microRNAs (miRNAs) play a crucial role in post-transcriptional gene regulation, miRNA identification is one of the most essential problems in computational biology. miRNAs are usually short in length ranging between 20 and 23 base pairs. It is thus often difficult to distinguish miRNA-encoding sequences from other non-coding RNAs and pseudo miRNAs that have a similar length, and most previous studies have recommended using precursor miRNAs instead of mature miRNAs for robust detection. A great number of conventional machine-learning-based classification methods have been proposed, but they often have the serious disadvantage of requiring manual feature engineering, and their performance is limited as well. In this paper, we propose a novel miRNA precursor prediction algorithm, deepMiRGene, based on recurrent neural networks, specifically long short-term memory networks. deepMiRGene automatically learns suitable features from the data themselves without manual feature engineering and constructs a model that can successfully reflect structural characteristics of precursor miRNAs. For the performance evaluation of our approach, we have employed several widely used evaluation metrics on three recent benchmark datasets and verified that deepMiRGene delivered comparable performance among the current state-of-the-art tools.
suggested questions
Log in to be able to interact and post comments
comments
Fetching comments
Sign in to be able to follow your search criteria
