24 research outputs found
Ensemble-Based Methods for Forecasting Census in Hospital Units
The ability to accurately forecast census counts in hospital departments has considerable implications for hospital resource allocation. In recent years several different methods have been proposed forecasting census counts, however many of these approaches do not use available patient-specific information. In this paper we present an ensemble-based methodology for forecasting the census under a framework that simultaneously incorporates both (i) arrival trends over time and (ii) patient-specific baseline and time-varying information. The proposed model for predicting census has three components, namely: current census count, number of daily arrivals and number of daily departures. To model the number of daily arrivals, we use a seasonality adjusted Poisson Autoregressive (PAR) model where the parameter estimates are obtained via conditional maximum likelihood. The number of daily departures is predicted by modeling the probability of departure from the census using logistic regression models that are adjusted for the amount of time spent in the census and incorporate both patient-specific baseline and time varying patient-specific covariate information. We illustrate our approach using neonatal intensive care unit (NICU) data collected at Women & Infants Hospital, Providence RI, which consists of 1001 consecutive NICU admissions between April 1st 2008 and March 31st 2009
Time-Varying Dispersion Integer-Valued GARCH Models
We propose a general class of INteger-valued Generalized AutoRegressive
Conditionally Heteroskedastic (INGARCH) processes by allowing time-varying mean
and dispersion parameters, which we call time-varying dispersion INGARCH
(tv-DINGARCH) models. More specifically, we consider mixed Poisson INGARCH
models and allow for a dynamic modeling of the dispersion parameter (as well as
the mean), similarly to the spirit of the ordinary GARCH models. We derive
conditions to obtain first and second order stationarity, and ergodicity as
well. Estimation of the parameters is addressed and their associated asymptotic
properties established as well. A restricted bootstrap procedure is proposed
for testing constant dispersion against time-varying dispersion. Monte Carlo
simulation studies are presented for checking point estimation, standard
errors, and the performance of the restricted bootstrap approach. The inclusion
of covariates is also addressed and applied to the daily number of deaths due
to COVID-19 in Ireland. Insightful results were obtained in the data analysis,
including a superior performance of the tv-DINGARCH processes over the ordinary
INGARCH models.Comment: Paper submitted for publicatio
Dynamic Classification using Multivariate Locally Stationary Wavelet Processes
Methods for the supervised classification of signals generally aim to assign a signal to one class for its entire time span. In this paper we present an alternative formulation for multivariate signals where the class membership is permitted to change over time. Our aim therefore changes from classifying the signal as a whole to classifying the signal at each time point to one of a fixed number of known classes. We assume that each class is characterised by a different stationary generating process, the signal as a whole will however be nonstationary due to class switching. To capture this nonstationarity we use the recently proposed Multivariate Locally Stationary Wavelet model. To account for uncertainty in class membership at each time point our goal is not to assign a definite class membership but rather to calculate the probability of a signal belonging to a particular class. Under this framework we prove some asymptotic consistency results. This method is also shown to perform well when applied to both simulated and accelerometer data. In both cases our method is able to place a high probability on the correct class for the majority of time points
Graph-Regularized Manifold-Aware Conditional Wasserstein GAN for Brain Functional Connectivity Generation
Common measures of brain functional connectivity (FC) including covariance
and correlation matrices are semi-positive definite (SPD) matrices residing on
a cone-shape Riemannian manifold. Despite its remarkable success for
Euclidean-valued data generation, use of standard generative adversarial
networks (GANs) to generate manifold-valued FC data neglects its inherent SPD
structure and hence the inter-relatedness of edges in real FC. We propose a
novel graph-regularized manifold-aware conditional Wasserstein GAN (GR-SPD-GAN)
for FC data generation on the SPD manifold that can preserve the global FC
structure. Specifically, we optimize a generalized Wasserstein distance between
the real and generated SPD data under an adversarial training, conditioned on
the class labels. The resulting generator can synthesize new SPD-valued FC
matrices associated with different classes of brain networks, e.g., brain
disorder or healthy control. Furthermore, we introduce additional population
graph-based regularization terms on both the SPD manifold and its tangent space
to encourage the generator to respect the inter-subject similarity of FC
patterns in the real data. This also helps in avoiding mode collapse and
produces more stable GAN training. Evaluated on resting-state functional
magnetic resonance imaging (fMRI) data of major depressive disorder (MDD),
qualitative and quantitative results show that the proposed GR-SPD-GAN clearly
outperforms several state-of-the-art GANs in generating more realistic
fMRI-based FC samples. When applied to FC data augmentation for MDD
identification, classification models trained on augmented data generated by
our approach achieved the largest margin of improvement in classification
accuracy among the competing GANs over baselines without data augmentation.Comment: 10 pages, 4 figure