Dataset Information

Recurrent Neural Networks for Multivariate Time Series with Missing Values.

ABSTRACT: Multivariate time series data in practical applications, such as health care, geoscience, and biology, are characterized by a variety of missing values. In time series prediction and other related tasks, it has been noted that missing values and their missing patterns are often correlated with the target labels, a.k.a., informative missingness. There is very limited work on exploiting the missing patterns for effective imputation and improving prediction performance. In this paper, we develop novel deep learning models, namely GRU-D, as one of the early attempts. GRU-D is based on Gated Recurrent Unit (GRU), a state-of-the-art recurrent neural network. It takes two representations of missing patterns, i.e., masking and time interval, and effectively incorporates them into a deep model architecture so that it not only captures the long-term temporal dependencies in time series, but also utilizes the missing patterns to achieve better prediction results. Experiments of time series classification tasks on real-world clinical datasets (MIMIC-III, PhysioNet) and synthetic datasets demonstrate that our models achieve state-of-the-art performance and provide useful insights for better understanding and utilization of missing values in time series analysis.

SUBMITTER: Che Z

PROVIDER: S-EPMC5904216 | biostudies-literature | 2018 Apr

REPOSITORIES: biostudies-literature

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Publications

Recurrent Neural Networks for Multivariate Time Series with Missing Values.

Che Zhengping Z Purushotham Sanjay S Cho Kyunghyun K Sontag David D Liu Yan Y

Scientific reports 20180417 1

Multivariate time series data in practical applications, such as health care, geoscience, and biology, are characterized by a variety of missing values. In time series prediction and other related tasks, it has been noted that missing values and their missing patterns are often correlated with the target labels, a.k.a., informative missingness. There is very limited work on exploiting the missing patterns for effective imputation and improving prediction performance. In this paper, we develop no ...[more]

PMID: 29666385

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Project description:BackgroundEstablishing epidemiological models and conducting predictions seems to be useful for the prevention and control of human brucellosis. Autoregressive integrated moving average (ARIMA) models can capture the long-term trends and the periodic variations in time series. However, these models cannot handle the nonlinear trends correctly. Recurrent neural networks can address problems that involve nonlinear time series data. In this study, we intended to build prediction models for human brucellosis in mainland China with Elman and Jordan neural networks. The fitting and forecasting accuracy of the neural networks were compared with a traditional seasonal ARIMA model.MethodsThe reported human brucellosis cases were obtained from the website of the National Health and Family Planning Commission of China. The human brucellosis cases from January 2004 to December 2017 were assembled as monthly counts. The training set observed from January 2004 to December 2016 was used to build the seasonal ARIMA model, Elman and Jordan neural networks. The test set from January 2017 to December 2017 was used to test the forecast results. The root mean squared error (RMSE), mean absolute error (MAE) and mean absolute percentage error (MAPE) were used to assess the fitting and forecasting accuracy of the three models.ResultsThere were 52,868 cases of human brucellosis in Mainland China from January 2004 to December 2017. We observed a long-term upward trend and seasonal variance in the original time series. In the training set, the RMSE and MAE of Elman and Jordan neural networks were lower than those in the ARIMA model, whereas the MAPE of Elman and Jordan neural networks was slightly higher than that in the ARIMA model. In the test set, the RMSE, MAE and MAPE of Elman and Jordan neural networks were far lower than those in the ARIMA model.ConclusionsThe Elman and Jordan recurrent neural networks achieved much higher forecasting accuracy. These models are more suitable for forecasting nonlinear time series data, such as human brucellosis than the traditional ARIMA model.

Dataset Information

Recurrent Neural Networks for Multivariate Time Series with Missing Values.

Publications

Recurrent Neural Networks for Multivariate Time Series with Missing Values.

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