Towards Better Long-range Time Series Forecasting using Generative Forecasting

Long-range time series forecasting is usually based on one of two existing forecasting strategies: Direct Forecasting and Iterative Forecasting, where the former provides low bias, high variance forecasts and the latter leads to low variance, high bias forecasts. In this paper, we propose a new forecasting strategy called Generative Forecasting (GenF), which generates synthetic data for the next few time steps and then makes long-range forecasts based on generated and observed data. We theoretically prove that GenF is able to better balance the forecasting variance and bias, leading to a much smaller forecasting error. We implement GenF via three components: (i) a novel conditional Wasserstein Generative Adversarial Network (GAN) based generator for synthetic time series data generation, called CWGAN-TS. (ii) a transformer based predictor, which makes long-range predictions using both generated and observed data. (iii) an information theoretic clustering algorithm to improve the training of both the CWGAN-TS and the transformer based predictor. The experimental results on five public datasets demonstrate that GenF significantly outperforms a diverse range of state-of-the-art benchmarks and classical approaches. Specifically, we find a 5% - 11% improvement in predictive performance (mean absolute error) while having a 15% - 50% reduction in parameters compared to the benchmarks. Lastly, we conduct an ablation study to further explore and demonstrate the effectiveness of the components comprising GenF.Comment: 14 pages. arXiv admin note: substantial text overlap with arXiv:2110.0877

Vital signs prediction and early warning score calculation based on continuous monitoring of hospitalised patients using wearable technology

In this prospective, interventional, international study, we investigate continuous monitoring of hospitalised patients’ vital signs using wearable technology as a basis for real-time early warning scores (EWS) estimation and vital signs time-series prediction. The collected continuous monitored vital signs are heart rate, blood pressure, respiration rate, and oxygen saturation of a heterogeneous patient population hospitalised in cardiology, postsurgical, and dialysis wards. Two aspects are elaborated in this study. The first is the high-rate (every minute) estimation of the statistical values (e.g., minimum and mean) of the vital signs components of the EWS for one-minute segments in contrast with the conventional routine of 2 to 3 times per day. The second aspect explores the use of a hybrid machine learning algorithm of kNN-LS-SVM for predicting future values of monitored vital signs. It is demonstrated that a real-time implementation of EWS in clinical practice is possible. Furthermore, we showed a promising prediction performance of vital signs compared to the most recent state of the art of a boosted approach of LSTM. The reported mean absolute percentage errors of predicting one-hour averaged heart rate are 4.1, 4.5, and 5% for the upcoming one, two, and three hours respectively for cardiology patients. The obtained results in this study show the potential of using wearable technology to continuously monitor the vital signs of hospitalised patients as the real-time estimation of EWS in addition to a reliable prediction of the future values of these vital signs is presented. Ultimately, both approaches of high-rate EWS computation and vital signs time-series prediction is promising to provide efficient cost-utility, ease of mobility and portability, streaming analytics, and early warning for vital signs deterioration

A Knowledge Distillation Ensemble Framework for Predicting Short and Long-term Hospitalisation Outcomes from Electronic Health Records Data

The ability to perform accurate prognosis of patients is crucial for proactive clinical decision making, informed resource management and personalised care. Existing outcome prediction models suffer from a low recall of infrequent positive outcomes. We present a highly-scalable and robust machine learning framework to automatically predict adversity represented by mortality and ICU admission from time-series vital signs and laboratory results obtained within the first 24 hours of hospital admission. The stacked platform comprises two components: a) an unsupervised LSTM Autoencoder that learns an optimal representation of the time-series, using it to differentiate the less frequent patterns which conclude with an adverse event from the majority patterns that do not, and b) a gradient boosting model, which relies on the constructed representation to refine prediction, incorporating static features of demographics, admission details and clinical summaries. The model is used to assess a patient's risk of adversity over time and provides visual justifications of its prediction based on the patient's static features and dynamic signals. Results of three case studies for predicting mortality and ICU admission show that the model outperforms all existing outcome prediction models, achieving PR-AUC of 0.891 (95$$ CI: 0.878 - 0.969) in predicting mortality in ICU and general ward settings and 0.908 (95$$ CI: 0.870-0.935) in predicting ICU admission.Comment: 14 page

Synthetic Observational Health Data with GANs: from slow adoption to a boom in medical research and ultimately digital twins?

After being collected for patient care, Observational Health Data (OHD) can further benefit patient well-being by sustaining the development of health informatics and medical research. Vast potential is unexploited because of the fiercely private nature of patient-related data and regulations to protect it. Generative Adversarial Networks (GANs) have recently emerged as a groundbreaking way to learn generative models that produce realistic synthetic data. They have revolutionized practices in multiple domains such as self-driving cars, fraud detection, digital twin simulations in industrial sectors, and medical imaging. The digital twin concept could readily apply to modelling and quantifying disease progression. In addition, GANs posses many capabilities relevant to common problems in healthcare: lack of data, class imbalance, rare diseases, and preserving privacy. Unlocking open access to privacy-preserving OHD could be transformative for scientific research. In the midst of COVID-19, the healthcare system is facing unprecedented challenges, many of which of are data related for the reasons stated above. Considering these facts, publications concerning GAN applied to OHD seemed to be severely lacking. To uncover the reasons for this slow adoption, we broadly reviewed the published literature on the subject. Our findings show that the properties of OHD were initially challenging for the existing GAN algorithms (unlike medical imaging, for which state-of-the-art model were directly transferable) and the evaluation synthetic data lacked clear metrics. We find more publications on the subject than expected, starting slowly in 2017, and since then at an increasing rate. The difficulties of OHD remain, and we discuss issues relating to evaluation, consistency, benchmarking, data modelling, and reproducibility.Comment: 31 pages (10 in previous version), not including references and glossary, 51 in total. Inclusion of a large number of recent publications and expansion of the discussion accordingl