A sliding window-based algorithm for faster transformation of time series into complex networks

2019 ◽  
Vol 29 (10) ◽  
pp. 103121 ◽  
Author(s):  
Rafael Carmona-Cabezas ◽  
Javier Gómez-Gómez ◽  
Eduardo Gutiérrez de Ravé ◽  
Francisco José Jiménez-Hornero
Keyword(s):  
Time Series ◽  
Complex Networks ◽  
Sliding Window

Development of A Pharmaceutical Early Warning Scoring Model for Cardiac Arrest Using Deep Learning: Retrospective Cohort Study (Preprint)

2020 ◽  
Author(s):  
Hsiao-Ko Chang ◽  
Hui-Chih Wang ◽  
Chih-Fen Huang ◽  
Feipei Lai
Keyword(s):  
Time Series ◽  
Cardiac Arrest ◽  
Early Warning ◽  
Time Series Data ◽  
Predictive Accuracy ◽  
Vital Signs ◽  
Sliding Window ◽  
Early Warning Score ◽  
Series Data ◽  
Dynamic Time

BACKGROUND In most of Taiwan’s medical institutions, congestion is a serious problem for emergency departments. Due to a lack of beds, patients spend more time in emergency retention zones, which make it difficult to detect cardiac arrest (CA). OBJECTIVE We seek to develop a pharmaceutical early warning model to predict cardiac arrest in emergency departments via drug classification and medical expert suggestion. METHODS We propose a new early warning score model for detecting cardiac arrest via pharmaceutical classification and by using a sliding window; we apply learning-based algorithms to time-series data for a Pharmaceutical Early Warning Scoring Model (PEWSM). By treating pharmaceutical features as a dynamic time-series factor for cardiopulmonary resuscitation (CPR) patients, we increase sensitivity, reduce false alarm rates and mortality, and increase the model’s accuracy. To evaluate the proposed model we use the area under the receiver operating characteristic curve (AUROC). RESULTS Four important findings are as follows: (1) We identify the most important drug predictors: bits, and replenishers and regulators of water and electrolytes. The best AUROC of bits is 85%; that of replenishers and regulators of water and electrolytes is 86%. These two features are the most influential of the drug features in the task. (2) We verify feature selection, in which accounting for drugs improve the accuracy: In Task 1, the best AUROC of vital signs is 77%, and that of all features is 86%. In Task 2, the best AUROC of all features is 85%, which demonstrates that thus accounting for the drugs significantly affects prediction. (3) We use a better model: For traditional machine learning, this study adds a new AI technology: the long short-term memory (LSTM) model with the best time-series accuracy, comparable to the traditional random forest (RF) model; the two AUROC measures are 85%. (4) We determine whether the event can be predicted beforehand: The best classifier is still an RF model, in which the observational starting time is 4 hours before the CPR event. Although the accuracy is impaired, the predictive accuracy still reaches 70%. Therefore, we believe that CPR events can be predicted four hours before the event. CONCLUSIONS This paper uses a sliding window to account for dynamic time-series data consisting of the patient’s vital signs and drug injections. In a comparison with NEWS, we improve predictive accuracy via feature selection, which includes drugs as features. In addition, LSTM yields better performance with time-series data. The proposed PEWSM, which offers 4-hour predictions, is better than the National Early Warning Score (NEWS) in the literature. This also confirms that the doctor’s heuristic rules are consistent with the results found by machine learning algorithms.

scholarly journals Detecting Determinism in Time Series with Complex Networks Constructed Using a Compression Algorithm

2018 ◽  
Vol 28 (13) ◽  
pp. 1850165
Author(s):  
Débora C. Corrêa ◽  
David M. Walker ◽  
Michael Small
Keyword(s):  
Time Series ◽  
Complex Networks ◽  
Information Content ◽  
Compression Algorithm ◽  
Connectivity Structure ◽  
Cycle Basis ◽  
Minimal Cycle ◽  
Time Irreversibility ◽  
Basis Structure

The properties of complex networks derived from applying a compression algorithm to time series subject to symbolic ordinal-based encoding is explored. The information content of compression codewords can be used to detect forbidden symbolic patterns indicative of nonlinear determinism. The connectivity structure of ordinal-based compression networks summarized by their minimal cycle basis structure can also be used in tests for nonlinear determinism, in particular, detection of time irreversibility in a signal.

scholarly journals Differentially Private Autocorrelation Time-Series Data Publishing Based on Sliding Window

2021 ◽  
Vol 2021 ◽  
pp. 1-10
Author(s):  
Jing Zhao ◽  
Shubo Liu ◽  
Xingxing Xiong ◽  
Zhaohui Cai
Keyword(s):  
Time Series ◽  
Privacy Protection ◽  
Large Scale ◽  
Differential Privacy ◽  
Time Series Data ◽  
Sliding Window ◽  
Data Publishing ◽  
Series Data ◽  
Data Publication ◽  
Autocorrelation Time

Privacy protection is one of the major obstacles for data sharing. Time-series data have the characteristics of autocorrelation, continuity, and large scale. Current research on time-series data publication mainly ignores the correlation of time-series data and the lack of privacy protection. In this paper, we study the problem of correlated time-series data publication and propose a sliding window-based autocorrelation time-series data publication algorithm, called SW-ATS. Instead of using global sensitivity in the traditional differential privacy mechanisms, we proposed periodic sensitivity to provide a stronger degree of privacy guarantee. SW-ATS introduces a sliding window mechanism, with the correlation between the noise-adding sequence and the original time-series data guaranteed by sequence indistinguishability, to protect the privacy of the latest data. We prove that SW-ATS satisfies ε-differential privacy. Compared with the state-of-the-art algorithm, SW-ATS is superior in reducing the error rate of MAE which is about 25%, improving the utility of data, and providing stronger privacy protection.

Are all the word ranking methods the same?

2021 ◽  
pp. 2150144
Author(s):  
Elham Najafi ◽  
Alireza Valizadeh ◽  
Amir H. Darooneh
Keyword(s):  
Complex System ◽  
Time Series ◽  
Spatial Distribution ◽  
Time Series Analysis ◽  
Complex Networks ◽  
Rank Correlation ◽  
Ranking Methods ◽  
Series Analysis ◽  
Maximum Value

Text as a complex system is commonly studied by various methods, like complex networks or time series analysis, in order to discover its properties. One of the most important properties of each text is its keywords, which are extracted by word ranking methods. There are various methods to rank words of a text. Each method differently ranks words according to their frequency, spatial distribution or other word properties. Here, we aimed to explore how similar various word ranking methods are. For this purpose, we studied the rank correlation of some important word ranking methods for number of sample texts with different subjects and text sizes. We found that by increasing text size the correlation between ranking methods grows. It means that as the text size increases, the associated word ranks calculated by different ranking methods converge. Also, we found out that the rank correlations of word ranking methods approach their maximum value in the case of large enough texts.

scholarly journals Efficient time series data classification using sliding window technique based improved association rule mining with enhanced support vector machine

2018 ◽  
Vol 7 (3.3) ◽  
pp. 218 ◽  
Author(s):  
D Senthil ◽  
G Suseendran
Keyword(s):  
Time Series ◽  
Support Vector Machine ◽  
Association Rule ◽  
Association Rule Mining ◽  
Time Series Data ◽  
Sliding Window ◽  
Series Data ◽  
Support Vector ◽  
Rule Mining ◽  
Window Technique

Time series analysis is an important and complex problem in machine learning and statistics. In the existing system, Support Vector Machine (SVM) and Association Rule Mining (ARM) is introduced to implement the time series data. However it has issues with lower accuracy and higher time complexity. Also it has issue with optimal rules discovery and segmentation on time series data. To avoid the above mentioned issues, in the proposed research Sliding Window Technique based Improved ARM with Enhanced SVM (SWT-IARM with ESVM) is proposed. In the proposed system, the preprocessing is performed using Modified K-Means Clustering (MKMC). The indexing process is done by using R-tree which is used to provide faster results. Segmentation is performed by using SWT and it reduces the cost complexity by optimal segments. Then IARM is applied on efficient rule discovery process by generating the most frequent rules. By using ESVM classification approach, the rules are classified more accurately.  

scholarly journals A Novel Fuzzy Linear Regression Sliding Window GARCH Model for Time-Series Forecasting

2020 ◽  
Vol 10 (6) ◽  
pp. 1949
Author(s):  
Amiratul L. Mohamad Hanapi ◽  
Mahmod Othman ◽  
Rajalingam Sokkalingam ◽  
Nazirah Ramli ◽  
Abdullah Husin ◽  
...  
Keyword(s):  
Time Series ◽  
Linear Regression ◽  
Garch Model ◽  
Sliding Window ◽  
Time Series Forecasting ◽  
Likelihood Method ◽  
Fuzzy Linear Regression ◽  
Specific Distribution ◽  
Proposed Model ◽  
The Garch Model

Generalized autoregressive conditional heteroskedasticity (GARCH) is one of the most popular models for time-series forecasting. The GARCH model uses a maximum likelihood method for parameter estimation. For the likelihood method to work, there should be a known and specific distribution. However, due to uncertainties in time-series data, a specific distribution is indeterminable. The GARCH model is also unable to capture the influence of each variance in the observation because the calculation of the long-run average variance only considers the series in its entirety, hence the information on different effects of the variances in each observation is disregarded. Therefore, in this study, a novel forecasting model dubbed a fuzzy linear regression sliding window GARCH (FLR-FSWGARCH) model was proposed; a fuzzy linear regression was combined in GARCH to estimate parameters and a fuzzy sliding window variance was developed to estimate the weight of a forecast. The proposed model promotes consistency and symmetry in the parameter estimation and forecasting, which in turn increases the accuracy of forecasts. Two datasets were used for evaluation purposes and the result of the proposed model produced forecasts that were almost similar to the actual data and outperformed existing models. The proposed model was significantly fitted and reliable for time-series forecasting.

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