Shared State Space Model for Background Information Extraction and Time Series Prediction

2021 ◽  
Author(s):  
Ruichu Cai ◽  
Zhaolong Lin ◽  
Wei Chen ◽  
Zhifeng Hao
2013 ◽  
Vol 292 ◽  
pp. 64-74 ◽  
Author(s):  
Katalin Csilléry ◽  
Maëlle Seignobosc ◽  
Valentine Lafond ◽  
Georges Kunstler ◽  
Benoît Courbaud

Sensors ◽  
2018 ◽  
Vol 18 (12) ◽  
pp. 4112 ◽  
Author(s):  
Se-Min Lim ◽  
Hyeong-Cheol Oh ◽  
Jaein Kim ◽  
Juwon Lee ◽  
Jooyoung Park

Recently, wearable devices have become a prominent health care application domain by incorporating a growing number of sensors and adopting smart machine learning technologies. One closely related topic is the strategy of combining the wearable device technology with skill assessment, which can be used in wearable device apps for coaching and/or personal training. Particularly pertinent to skill assessment based on high-dimensional time series data from wearable sensors is classifying whether a player is an expert or a beginner, which skills the player is exercising, and extracting some low-dimensional representations useful for coaching. In this paper, we present a deep learning-based coaching assistant method, which can provide useful information in supporting table tennis practice. Our method uses a combination of LSTM (Long short-term memory) with a deep state space model and probabilistic inference. More precisely, we use the expressive power of LSTM when handling high-dimensional time series data, and state space model and probabilistic inference to extract low-dimensional latent representations useful for coaching. Experimental results show that our method can yield promising results for characterizing high-dimensional time series patterns and for providing useful information when working with wearable IMU (Inertial measurement unit) sensors for table tennis coaching.


2010 ◽  
Vol 49 (4) ◽  
pp. 676-686 ◽  
Author(s):  
Toshiaki Kozu ◽  
Kazuhiro Masuzawa ◽  
Toyoshi Shimomai ◽  
Nobuhisa Kashiwagi

Abstract An automatic estimation method is developed to detect stepwise changes in the amplitude parameter of the normalized raindrop size distribution (DSD) N*0. To estimate N*0, it is also assumed that the variation of three DSD parameters follows the two-scale gamma DSD model; this is defined as a DSD model in which one DSD parameter is fixed, the second is allowed to vary rapidly, and the third is constant over a certain space or time domain and sometimes exhibits stepwise transitions. For this study, it is assumed that N*0 is the third DSD parameter. To estimate this stepwise-varying parameter automatically, a non-Gaussian state-space model is used for the time series of log10N*0. The smoothed time series of log10N*0 fit well to the stepwise transition of log10N*0 when it was assumed that the state transition probability follows a Cauchy distribution. By analyzing the long-term disdrometer data using this state-space model, statistical properties for log10N*0 are obtained at several Asian locations. It is confirmed that the N*0 thus estimated is useful to improve the rain-rate estimation from the measurement of radar reflectivity factor.


PLoS ONE ◽  
2021 ◽  
Vol 16 (8) ◽  
pp. e0245642
Author(s):  
Somaya El-Saadani ◽  
Mohamed Saleh ◽  
Sarah A. Ibrahim

The study aimed to model and quantify the health burden induced by four non-communicable diseases (NCDs) in Egypt, the first to be conducted in the context of a less developing county. The study used the State-Space model and adopted two Bayesian methods: Particle Filter and Particle Independent Metropolis-Hastings to model and estimate the NCDs’ health burden trajectories. We drew on time-series data of the International Health Metric Evaluation, the Central Agency for Public Mobilization and Statistics (CAPMAS) Annual Bulletin of Health Services Statistics, the World Bank, and WHO data. Both Bayesian methods showed that the burden trajectories are on the rise. Most of the findings agreed with our assumptions and are in line with the literature. Previous year burden strongly predicts the burden of the current year. High prevalence of the risk factors, disease prevalence, and the disease’s severity level all increase illness burden. Years of life lost due to death has high loadings in most of the diseases. Contrary to the study assumption, results found a negative relationship between disease burden and health services utilization which can be attributed to the lack of full health insurance coverage and the pattern of health care seeking behavior in Egypt. Our study highlights that Particle Independent Metropolis-Hastings is sufficient in estimating the parameters of the study model, in the case of time-constant parameters. The study recommends using state Space models with Bayesian estimation approaches with time-series data in public health and epidemiology research.


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