Prediction-Coherent LSTM-based Recurrent Neural Network for Safer Glucose Predictions in Diabetic People

In the context of time-series forecasting, we propose a LSTM-based recurrent neural network architecture and loss function that enhance the stability of the predictions. In particular, the loss function penalizes the model, not only on the prediction error (mean-squared error), but also on the predicted variation error. We apply this idea to the prediction of future glucose values in diabetes, which is a delicate task as unstable predictions can leave the patient in doubt and make him/her take the wrong action, threatening his/her life. The study is conducted on type 1 and type 2 diabetic people, with a focus on predictions made 30-minutes ahead of time. First, we confirm the superiority, in the context of glucose prediction, of the LSTM model by comparing it to other state-of-the-art models (Extreme Learning Machine, Gaussian Process regressor, Support Vector Regressor). Then, we show the importance of making stable predictions by smoothing the predictions made by the models, resulting in an overall improvement of the clinical acceptability of the models at the cost in a slight loss in prediction accuracy. Finally, we show that the proposed approach, outperforms all baseline results. More precisely, it trades a loss of 4.3\% in the prediction accuracy for an improvement of the clinical acceptability of 27.1\%. When compared to the moving average post-processing method, we show that the trade-off is more efficient with our approach

Early Childhood Lower Respiratory Illness and Air Pollution

BackgroundFew studies of air pollutants address morbidity in preschool children. In this study we evaluated bronchitis in children from two Czech districts: Teplice, with high ambient air pollution, and Prachatice, characterized by lower exposures.ObjectivesOur goal was to examine rates of lower respiratory illnesses in preschool children in relation to ambient particles and hydrocarbons.MethodsAir monitoring for particulate matter 2 years of age, for PAHs compared with fine particles. Preschool-age children may be particularly vulnerable to air pollution–induced illnesses

Modelling informative time points: an evolutionary process approach

Real time series sometimes exhibit various types of "irregularities": missing observations, observations collected not regularly over time for practical reasons, observation times driven by the series itself, or outlying observations. However, the vast majority of methods of time series analysis are designed for regular time series only. A particular case of irregularly spaced time series is that in which the sampling procedure over time depends also on the observed values. In such situations, there is stochastic dependence between the process being modelled and the times of the observations. In this work, we propose a model in which the sampling design depends on all past history of the observed processes. Taking into account the natural temporal order underlying available data represented by a time series, then a modelling approach based on evolutionary processes seems a natural choice. We consider maximum likelihood estimation of the model parameters. Numerical studies with simulated and real data sets are performed to illustrate the benefits of this model-based approach.- The authors acknowledge Foundation FCT (FundacAo para a Ciencia e Tecnologia) as members of the research project PTDC/MAT-STA/28243/2017 and Center for Research & Development in Mathematics and Applications of Aveiro University within project UID/MAT/04106/2019

Business process variant analysis based on mutual fingerprints of event logs

Comparing business process variants using event logs is a common use case in process mining. Existing techniques for process variant analysis detect statistically-significant differences between variants at the level of individual entities (such as process activities) and their relationships (e.g. directly-follows relations between activities). This may lead to a proliferation of differences due to the low level of granularity in which such differences are captured. This paper presents a novel approach to detect statistically-significant differences between variants at the level of entire process traces (i.e. sequences of directly-follows relations). The cornerstone of this approach is a technique to learn a directly-follows graph called mutual fingerprint from the event logs of the two variants. A mutual fingerprint is a lossless encoding of a set of traces and their duration using discrete wavelet transformation. This structure facilitates the understanding of statistical differences along the control-flow and performance dimensions. The approach has been evaluated using real-life event logs against two baselines. The results show that at a trace level, the baselines cannot always reveal the differences discovered by our approach, or can detect spurious differences.This research is partly funded by the Australian Research Council (DP180102839) and Spanish funds MINECO and FEDER (TIN2017-86727-C2-1-R).Peer ReviewedPostprint (author's final draft

Dynamic modeling of mean-reverting spreads for statistical arbitrage

Statistical arbitrage strategies, such as pairs trading and its generalizations, rely on the construction of mean-reverting spreads enjoying a certain degree of predictability. Gaussian linear state-space processes have recently been proposed as a model for such spreads under the assumption that the observed process is a noisy realization of some hidden states. Real-time estimation of the unobserved spread process can reveal temporary market inefficiencies which can then be exploited to generate excess returns. Building on previous work, we embrace the state-space framework for modeling spread processes and extend this methodology along three different directions. First, we introduce time-dependency in the model parameters, which allows for quick adaptation to changes in the data generating process. Second, we provide an on-line estimation algorithm that can be constantly run in real-time. Being computationally fast, the algorithm is particularly suitable for building aggressive trading strategies based on high-frequency data and may be used as a monitoring device for mean-reversion. Finally, our framework naturally provides informative uncertainty measures of all the estimated parameters. Experimental results based on Monte Carlo simulations and historical equity data are discussed, including a co-integration relationship involving two exchange-traded funds.Comment: 34 pages, 6 figures. Submitte

Visual pattern recognition as a means to optimising building performance?

Visual pattern recognition as a means to optimising building performance

Isokinetic muscle function comparison of lower limbs among elderly fallers and non-fallers

O objetivo deste estudo foi identificar se há diferenças entre o desempenho muscular de tornozelo, joelho e quadril em idosos com e sem relato de queda nos últimos seis meses. Foram incluídos 81 idosos com 65 anos ou mais: 56 negaram quedas (G1) e 25 relataram quedas (G2). Utilizou-se o questionário perfil de atividade humana para medir o nível de atividade física, e o dinamômetro isocinético para mensurar os parâmetros físicos da função muscular. Os grupos não diferiram entre si em relação à idade (p=0,925), duração (p=0,065) e frequência (p=0,302) da prática do exercício físico, índice de massa corpórea (p=0,995) e nível de atividade física (p=0,561). O G2 apresentou menor desempenho para as variáveis pico de torque de flexão e extensão de joelho esquerdo (p=0,027 e p=0,030, respectivamente) e trabalho por peso corporal (p=0,040) de flexão de joelho esquerdo a 60°/s; pico de torque e trabalho por peso corporal de flexão e extensão de joelho a 180°/s bilateralmente (p<0,050); e potência média de flexão de joelhos direito e esquerdo (p=0,030). A maioria das variáveis do tornozelo e quadril não apresentou diferenças entre os grupos. Apenas a variável pico de torque de extensão de quadril esquerdo foi significativamente maior no G1 (p=0,035). É importante considerar a função muscular do joelho na avaliação clínica de idosos para direcionar a intervenção terapêutica e a prevenção de quedas.The aim of this study was to identify whether there are differences between the performance of muscular groups of ankle, knee and hip among elderly people who didn't have falls and individuals who reported falls in the last six months. The study included 81 elderly aged 65 or older: 56 non-faller subjects (G1) and 25 faaller subjects (G2). To obtain the level of physical activity, the questionnaire Human Activity Profile was used, and the muscle function of the lower limbs was assessed using isokinetic dynamometer. The groups did not differ regarding age (p=0.925), duration (p=0.065) and frequency (p=0.302) of the practice of physical exercise, body mass index (BMI) (p=0.995) and level of physical activity (p=0.561). The G2 showed a lower performance of peak torque of left knee flexion and extension (p=0.027 and p=0.030, respectively) and work proportional to body weight (p=0.040) of left knee flexion at 60°/s; peak torque and work proportional to body weight of bilaterally knee flexion and extension at 180°/s (p<0.05) and average power of right and left knee extension (p=0.03). Most variables of ankle and hip joints did not differ between groups. Only peak torque of left hip extension was significantly higher in the non-faller group (p=0.035). It is important to consider knee muscle function in the clinical evaluation of elderly in order to make the intervention more assertive and thus to prevent falls

Discrimination of water quality monitoring sites in River Vouga using a mixed-effect state space model

The surface water quality monitoring is an important concern of public organizations due to its relevance to the public health. Statistical methods are taken as consistent and essential tools in the monitoring procedures in order to prevent and identify environmental problems. This work presents the study case of the hydrological basin of the river Vouga, in Portugal. The main goal is discriminate the water monitoring sites using the monthly dissolved oxygen concentration dataset between January 2002 and May 2013. This is achieved through the extraction of trend and seasonal components in a linear mixed-effect state space model. The parameters estimation is performed with both maximum likelihood method and distribution-free estimators in a two-step procedure. The application of the Kalman smoother algorithm allows to obtain predictions of the structural components as trend and seasonality. The water monitoring sites are discriminated through the structural components by a hierarchical agglomerative clustering procedure. This procedure identified different homogenous groups relatively to the trend and seasonality components and some characteristics of the hydrological basin are presented in order to support the results

Potential for early warning of viral influenza activity in the community by monitoring clinical diagnoses of influenza in hospital emergency departments

<p>Abstract</p> <p>Background</p> <p>Although syndromic surveillance systems are gaining acceptance as useful tools in public health, doubts remain about whether the anticipated early warning benefits exist. Many assessments of this question do not adequately account for the confounding effects of autocorrelation and trend when comparing surveillance time series and few compare the syndromic data stream against a continuous laboratory-based standard. We used time series methods to assess whether monitoring of daily counts of Emergency Department (ED) visits assigned a clinical diagnosis of influenza could offer earlier warning of increased incidence of viral influenza in the population compared with surveillance of daily counts of positive influenza test results from laboratories.</p> <p>Methods</p> <p>For the five-year period 2001 to 2005, time series were assembled of ED visits assigned a provisional ED diagnosis of influenza and of laboratory-confirmed influenza cases in New South Wales (NSW), Australia. Poisson regression models were fitted to both time series to minimise the confounding effects of trend and autocorrelation and to control for other calendar influences. To assess the relative timeliness of the two series, cross-correlation analysis was performed on the model residuals. Modelling and cross-correlation analysis were repeated for each individual year.</p> <p>Results</p> <p>Using the full five-year time series, short-term changes in the ED time series were estimated to precede changes in the laboratory series by three days. For individual years, the estimate was between three and 18 days. The time advantage estimated for the individual years 2003–2005 was consistently between three and four days.</p> <p>Conclusion</p> <p>Monitoring time series of ED visits clinically diagnosed with influenza could potentially provide three days early warning compared with surveillance of laboratory-confirmed influenza. When current laboratory processing and reporting delays are taken into account this time advantage is even greater.</p