Electronic health records contain large amounts of longitudinal data that are valuable for biomedical informatics research. The application of machine learning is a promising alternative to manual analysis of such data. However, the complex structure of the data, which includes clinical events that are unevenly distributed over time, poses a challenge for standard learning algorithms. Some approaches to modeling temporal data rely on extracting single values from time series; however, this leads to the loss of potentially valuable sequential information. How to better account for the temporality of clinical data, hence, remains an important research question. In this study, novel representations of temporal data in electronic health records are explored. These representations retain the sequential information, and are directly compatible with standard machine learning algorithms. The explored methods are based on symbolic sequence representations of time series data, which are utilized in a number of different ways. An empirical investigation, using 19 datasets comprising clinical measurements observed over time from a real database of electronic health records, shows that using a distance measure to random subsequences leads to substantial improvements in predictive performance compared to using the original sequences or clustering the sequences. Evidence is moreover provided on the quality of the symbolic sequence representation by comparing it to sequences that are generated using domain knowledge by clinical experts. The proposed method creates representations that better account for the temporality of clinical events, which is often key to prediction tasks in the biomedical domain.
A method is proposed for indexing spaces with arbitrary distance measures, so as to achieve efficient approximate nearest neighbor retrieval. Hashing methods, such as locality sensitive hashing (LSH), have been successfully applied for similarity indexing in vector spaces and string spaces under the Hamming distance. The key novelty of the hashing technique proposed here is that it can be applied to spaces with arbitrary distance measures, including non-metric distance measures. First, we describe a domain-independent method for constructing a family of binary hash functions. Then, we use these functions to construct multiple multibit hash tables. We show that the LSH formalism is not applicable for analyzing the behavior of these tables as index structures. We present a novel formulation, that uses statistical observations from sample data to analyze retrieval accuracy and efficiency for the proposed indexing method. Experiments on several real-world data sets demonstrate that our method produces good trade-offs between accuracy and efficiency, and significantly outperforms VP-trees, which are a well-known method for distance-based indexing.
26 August 2011 in ACM Transactions on Database Systems
We propose an embedding-based framework for subsequence matching in time-series databases that improves the efficiency of processing subsequence matching queries under the Dynamic Time Warping (DTW) distance measure. This framework partially reduces subsequence matching to vector matching, using an embedding that maps each query sequence to a vector and each database time series into a sequence of vectors. The database embedding is computed offline, as a preprocessing step. At runtime, given a query object, an embedding of that object is computed online. Relatively few areas of interest are efficiently identified in the database sequences by comparing the embedding of the query with the database vectors. Those areas of interest are then fully explored using the exact DTW-based subsequence matching algorithm. We apply the proposed framework to define two specific methods. The first method focuses on time-series subsequence matching under unconstrained Dynamic Time Warping. The second method targets subsequence matching under constrained Dynamic Time Warping (cDTW), where warping paths are not allowed to stray too much off the diagonal. In our experiments, good trade-offs between retrieval accuracy and retrieval efficiency are obtained for both methods, and the results are competitive with respect to current state-of-the-art methods.