Title
A data mining framework for time series estimation.
Abstract
Time series estimation techniques are usually employed in biomedical research to derive variables less accessible from a set of related and more accessible variables. These techniques are traditionally built from systems modeling approaches including simulation, blind decovolution, and state estimation. In this work, we define target time series (TTS) and its related time series (RTS) as the output and input of a time series estimation process, respectively. We then propose a novel data mining framework for time series estimation when TTS and RTS represent different sets of observed variables from the same dynamic system. This is made possible by mining a database of instances of TTS, its simultaneously recorded RTS, and the input/output dynamic models between them. The key mining strategy is to formulate a mapping function for each TTS-RTS pair in the database that translates a feature vector extracted from RTS to the dissimilarity between true TTS and its estimate from the dynamic model associated with the same TTS-RTS pair. At run time, a feature vector is extracted from an inquiry RTS and supplied to the mapping function associated with each TTS-RTS pair to calculate a dissimilarity measure. An optimal TTS-RTS pair is then selected by analyzing these dissimilarity measures. The associated input/output model of the selected TTS-RTS pair is then used to simulate the TTS given the inquiry RTS as an input. An exemplary implementation was built to address a biomedical problem of noninvasive intracranial pressure assessment. The performance of the proposed method was superior to that of a simple training-free approach of finding the optimal TTS-RTS pair by a conventional similarity-based search on RTS features.
Year
DOI
Venue
2010
10.1016/j.jbi.2009.11.002
Journal of Biomedical Informatics
Keywords
Field
DocType
feature vector,dissimilarity measure,inquiry rts,system identification,tts-rts pair,target time series,run time,optimal tts-rts pair,rts feature,selected tts-rts pair,time series estimation,related time series,regression,data mining,data mining framework,time series,system modeling,blood pressure,difference set,computer simulation,dynamic system,input output
Data mining,Feature vector,Regression,Computer science,Dynamic models,Systems modeling,System identification
Journal
Volume
Issue
ISSN
43
2
1532-0480
Citations 
PageRank 
References 
5
0.70
19
Authors
5
Name
Order
Citations
PageRank
Xiao Hu17213.64
Peng Xu2283.89
Shaozhi Wu361.07
Shadnaz Asgari411111.02
Marvin Bergsneider56710.75