The Spherical Hidden Markov Self Organizing Map for Learning Time Series Data

Author(s):  
Gen Niina ◽  
Hiroshi Dozono
Author(s):  
Gen Niina ◽  
◽  
Hiroshi Dozono ◽  
Kazuhiro Muramatsu

The rapid progress in and the expanding complexity of information and technology systems have made data analysis increasingly relevant. Data having a variety of elements are complex, and making very difficult to evaluate a state of a model from observed data generated probabilistically by the model. To evaluate these hidden states, we propose Spherical-Self Organizing Map (S-SOM) with a Hidden Markov Model (HMM) that infers such hidden states.


2020 ◽  
Author(s):  
Kenan Li ◽  
Katherine Sward ◽  
Huiyu Deng ◽  
John Morrison ◽  
Rima Habre ◽  
...  

Abstract BackgroundAdvances in measurement technology are producing increasingly time-resolved environmental exposure data. We aim to gain new insights into exposures and their potential health impacts by moving beyond simple summary statistics (e.g., means, maximums) to characterize more detailed features of high-frequency time-series data. MethodsThis study proposes a novel variant of the Self-Organizing Map (SOM) algorithm called Dynamic Time Warping Self-Organizing Map (DTW-SOM) for unsupervised pattern discovery in time series. This algorithm uses DTW, a similarity measure for sequential data that optimally aligns interior patterns, both as the similarity measure and for training the neural network.ResultsWe applied DTW-SOM to a panel study monitoring indoor and outdoor residential environmental exposures for 10 patients with asthma from 7 households near Salt Lake City, Utah; each patient was followed for up to 373 days. Compared to other SOM algorithms using Euclidean distance, the DTW-SOM algorithm maintained the topological properties of the input time series and generated more detailed diurnal patterns. We observed seasonal patterns in outdoor temperature and distinct patterns of indoor peak PM2.5 exposure, which was likely linked to both combustion sources and days with increased inhaler usage. ConclusionsThe new algorithm, DTW-SOM, better preserved the topology relationship of time-series data and better summarized time-series patterns as compared to the original version of SOM.


2021 ◽  
Vol 11 (1) ◽  
Author(s):  
Kenan Li ◽  
Katherine Sward ◽  
Huiyu Deng ◽  
John Morrison ◽  
Rima Habre ◽  
...  

AbstractAdvances in measurement technology are producing increasingly time-resolved environmental exposure data. We aim to gain new insights into exposures and their potential health impacts by moving beyond simple summary statistics (e.g., means, maxima) to characterize more detailed features of high-frequency time series data. This study proposes a novel variant of the Self-Organizing Map (SOM) algorithm called Dynamic Time Warping Self-Organizing Map (DTW-SOM) for unsupervised pattern discovery in time series. This algorithm uses DTW, a similarity measure that optimally aligns interior patterns of sequential data, both as the similarity measure and training guide of the neural network. We applied DTW-SOM to a panel study monitoring indoor and outdoor residential temperature and particulate matter air pollution (PM2.5) for 10 patients with asthma from 7 households near Salt Lake City, UT; the patients were followed for up to 373 days each. Compared to previous SOM algorithms using timestamp alignment on time series data, the DTW-SOM algorithm produced fewer quantization errors and more detailed diurnal patterns. DTW-SOM identified the expected typical diurnal patterns in outdoor temperature which varied by season, as well diurnal patterns in PM2.5 which may be related to daily asthma outcomes. In summary, DTW-SOM is an innovative feature engineering method that can be applied to highly time-resolved environmental exposures assessed by sensors to identify typical diurnal (or hourly or monthly) patterns and provide new insights into the health effects of environmental exposures.


2020 ◽  
Vol 7 (1) ◽  
Author(s):  
Ben D. Fulcher ◽  
Carl H. Lubba ◽  
Sarab S. Sethi ◽  
Nick S. Jones

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