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Register a new userA windowed correlation based feature selection method to improve time series prediction of dengue fever cases
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Added by
Tanvir Ferdousi
Publication date
2021
fields
Informatics Engineering
and research's language is
English
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The performance of data-driven prediction models depends on the availability of data samples for model training. A model that learns about dengue fever incidence in a population uses historical data from that corresponding location. Poor performance in prediction can result in places with inadequate data. This work aims to enhance temporally limited dengue case data by methodological addition of epidemically relevant data from nearby locations as predictors (features). A novel framework is presented for windowing incidence data and computing time-shifted correlation-based metrics to quantify feature relevance. The framework ranks incidence data of adjacent locations around a target location by combining the correlation metric with two other metrics: spatial distance and local prevalence. Recurrent neural network-based prediction models achieve up to 33.6% accuracy improvement on average using the proposed method compared to using training data from the target location only. These models achieved mean absolute error (MAE) values as low as 0.128 on [0,1] normalized incidence data for a municipality with the highest dengue prevalence in Brazils Espirito Santo. When predicting cases aggregated over geographical ecoregions, the models achieved accuracy improvements up to 16.5%, using only 6.5% of incidence data from ranked feature sets. The paper also includes two techniques for windowing time series data: fixed-sized windows and outbreak detection windows. Both of these techniques perform comparably, while the window detection method uses less data for computations. The framework presented in this paper is application-independent, and it could improve the performances of prediction models where data from spatially adjacent locations are available.
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This work presents an introduction to feature-based time-series analysis. The time series as a data type is first described, along with an overview of the interdisciplinary time-series analysis literature. I then summarize the range of feature-based representations for time series that have been developed to aid interpretable insights into time-series structure. Particular emphasis is given to emerging research that facilitates wide comparison of feature-based representations that allow us to understand the properties of a time-series dataset that make it suited to a particular feature-based representation or analysis algorithm. The future of time-series analysis is likely to embrace approaches that exploit machine learning methods to partially automate human learning to aid understanding of the complex dynamical patterns in the time series we measure from the world.
We propose a Variational Time Series Feature Extractor (VTSFE), inspired by the VAE-DMP model of Chen et al., to be used for action recognition and prediction. Our method is based on variational autoencoders. It improves VAE-DMP in that it has a better noise inference model, a simpler transition model constraining the acceleration in the trajectories of the latent space, and a tighter lower bound for the variational inference. We apply the method for classification and prediction of whole-body movements on a dataset with 7 tasks and 10 demonstrations per task, recorded with a wearable motion capture suit. The comparison with VAE and VAE-DMP suggests the better performance of our method for feature extraction. An open-source software implementation of each method with TensorFlow is also provided. In addition, a more detailed version of this work can be found in the indicated code repository. Although it was meant to, the VTSFE hasnt been tested for action prediction, due to a lack of time in the context of Maxime Chaveroches Master thesis at INRIA.
We introduce supervised feature ranking and feature subset selection algorithms for multivariate time series (MTS) classification. Unlike most existing supervised/unsupervised feature selection algorithms for MTS our techniques do not require a feature extraction step to generate a one-dimensional feature vector from the time series. Instead it is based on directly computing similarity between individual time series and assessing how well the resulting cluster structure matches the labels. The techniques are amenable to heterogeneous MTS data, where the time series measurements may have different sampling resolutions, and to multi-modal data.
A highly comparative, feature-based approach to time series classification is introduced that uses an extensive database of algorithms to extract thousands of interpretable features from time series. These features are derived from across the scientific time-series analysis literature, and include summaries of time series in terms of their correlation structure, distribution, entropy, stationarity, scaling properties, and fits to a range of time-series models. After computing thousands of features for each time series in a training set, those that are most informative of the class structure are selected using greedy forward feature selection with a linear classifier. The resulting feature-based classifiers automatically learn the differences between classes using a reduced number of time-series properties, and circumvent the need to calculate distances between time series. Representing time series in this way results in orders of magnitude of dimensionality reduction, allowing the method to perform well on very large datasets containing long time series or time series of different lengths. For many of the datasets studied, classification performance exceeded that of conventional instance-based classifiers, including one nearest neighbor classifiers using Euclidean distances and dynamic time warping and, most importantly, the features selected provide an understanding of the properties of the dataset, insight that can guide further scientific investigation.
This paper proposes a canonical-correlation-based filter method for feature selection. The sum of squared canonical correlation coefficients is adopted as the feature ranking criterion. The proposed method boosts the computational speed of the ranking criterion in greedy search. The supporting theorems developed for the feature selection method are fundamental to the understanding of the canonical correlation analysis. In empirical studies, a synthetic dataset is used to demonstrate the speed advantage of the proposed method, and eight real datasets are applied to show the effectiveness of the proposed feature ranking criterion in both classification and regression. The results show that the proposed method is considerably faster than the definition-based method, and the proposed ranking criterion is competitive compared with the seven mutual-information-based criteria.
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