Radar target shape recognition using a gated recurrent unit based on RCS time series' statistical features by sliding window segmentation

BACKGROUND In most of Taiwan’s medical institutions, congestion is a serious problem for emergency departments. Due to a lack of beds, patients spend more time in emergency retention zones, which make it difficult to detect cardiac arrest (CA). OBJECTIVE We seek to develop a pharmaceutical early warning model to predict cardiac arrest in emergency departments via drug classification and medical expert suggestion. METHODS We propose a new early warning score model for detecting cardiac arrest via pharmaceutical classification and by using a sliding window; we apply learning-based algorithms to time-series data for a Pharmaceutical Early Warning Scoring Model (PEWSM). By treating pharmaceutical features as a dynamic time-series factor for cardiopulmonary resuscitation (CPR) patients, we increase sensitivity, reduce false alarm rates and mortality, and increase the model’s accuracy. To evaluate the proposed model we use the area under the receiver operating characteristic curve (AUROC). RESULTS Four important findings are as follows: (1) We identify the most important drug predictors: bits, and replenishers and regulators of water and electrolytes. The best AUROC of bits is 85%; that of replenishers and regulators of water and electrolytes is 86%. These two features are the most influential of the drug features in the task. (2) We verify feature selection, in which accounting for drugs improve the accuracy: In Task 1, the best AUROC of vital signs is 77%, and that of all features is 86%. In Task 2, the best AUROC of all features is 85%, which demonstrates that thus accounting for the drugs significantly affects prediction. (3) We use a better model: For traditional machine learning, this study adds a new AI technology: the long short-term memory (LSTM) model with the best time-series accuracy, comparable to the traditional random forest (RF) model; the two AUROC measures are 85%. (4) We determine whether the event can be predicted beforehand: The best classifier is still an RF model, in which the observational starting time is 4 hours before the CPR event. Although the accuracy is impaired, the predictive accuracy still reaches 70%. Therefore, we believe that CPR events can be predicted four hours before the event. CONCLUSIONS This paper uses a sliding window to account for dynamic time-series data consisting of the patient’s vital signs and drug injections. In a comparison with NEWS, we improve predictive accuracy via feature selection, which includes drugs as features. In addition, LSTM yields better performance with time-series data. The proposed PEWSM, which offers 4-hour predictions, is better than the National Early Warning Score (NEWS) in the literature. This also confirms that the doctor’s heuristic rules are consistent with the results found by machine learning algorithms.

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Correction of Outliers in Temperature Time Series Based on Sliding Window Prediction in Meteorological Sensor Network

Information ◽

10.3390/info8020060 ◽

2017 ◽

Vol 8 (2) ◽

pp. 60 ◽

Cited By ~ 3

Author(s):

Li Ma ◽

Xiaodu Gu ◽

Baowei Wang

Keyword(s):

Time Series ◽

Sensor Network ◽

Sliding Window ◽

Temperature Time Series ◽

Temperature Time

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Extracting the cumulative distribution location of highly intermittent river from Sentinel-1 time series in an alpine catchment on the Tibetan Plateau

10.5194/egusphere-egu21-4040 ◽

2021 ◽

Author(s):

Junyuan Fei ◽

Jintao Liu

Keyword(s):

Time Series ◽

Tibetan Plateau ◽

Time Scale ◽

Proper Time ◽

Cumulative Distribution ◽

The Tibetan Plateau ◽

Statistical Features ◽

Catchment Scale ◽

Intermittent Rivers ◽

Intermittent River

<p>Highly intermittent rivers are widespread on the Tibetan Plateau and deeply impact the ecological stability and social development downstream. Due to the highly intermittent rivers are small, seasonal variated and heavy cloud covered on the Tibetan Plateau, their distribution location is still unknown at catchment scale currently. To address these challenges, a new method is proposed for extracting the cumulative distribution location of highly intermittent river from Sentinel-1 time series in an alpine catchment on the Tibetan Plateau. The proposed method first determines the proper time scale of extracting highly intermittent river, based on which the statistical features are calculated to amplify the difference between land covers. Subsequently, the synoptic cumulative distribution location is extracted through Random Forest model using the statistical features above as explanatory variables. And the precise result is generated by combining the synoptic result with critical flow accumulation area. &#160;The highly intermittent river segments are derived and assessed in an alpine catchment of Lhasa River Basin. The results show that the the intra-annual time scale is sufficient for highly intermittent river extraction. And the proposed method can extract highly intermittent river cumulative distribution locations with total precision of 0.62, distance error median of 64.03 m, outperforming other existing river extraction method.</p>

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Classification of Multi-variate Varying Length Time Series Using Descriptive Statistical Features

Lecture Notes in Computer Science - Pattern Recognition and Machine Intelligence ◽

10.1007/978-3-642-11164-8_3 ◽

2009 ◽

pp. 13-18 ◽

Cited By ~ 1

Author(s):

S. Chandrakala ◽

C. Chandra Sekhar

Keyword(s):

Time Series ◽

Statistical Features ◽

Varying Length

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Differentially Private Autocorrelation Time-Series Data Publishing Based on Sliding Window

Security and Communication Networks ◽

10.1155/2021/6665984 ◽

2021 ◽

Vol 2021 ◽

pp. 1-10

Author(s):

Jing Zhao ◽

Shubo Liu ◽

Xingxing Xiong ◽

Zhaohui Cai

Keyword(s):

Time Series ◽

Privacy Protection ◽

Large Scale ◽

Differential Privacy ◽

Time Series Data ◽

Sliding Window ◽

Data Publishing ◽

Series Data ◽

Data Publication ◽

Autocorrelation Time

Privacy protection is one of the major obstacles for data sharing. Time-series data have the characteristics of autocorrelation, continuity, and large scale. Current research on time-series data publication mainly ignores the correlation of time-series data and the lack of privacy protection. In this paper, we study the problem of correlated time-series data publication and propose a sliding window-based autocorrelation time-series data publication algorithm, called SW-ATS. Instead of using global sensitivity in the traditional differential privacy mechanisms, we proposed periodic sensitivity to provide a stronger degree of privacy guarantee. SW-ATS introduces a sliding window mechanism, with the correlation between the noise-adding sequence and the original time-series data guaranteed by sequence indistinguishability, to protect the privacy of the latest data. We prove that SW-ATS satisfies ε-differential privacy. Compared with the state-of-the-art algorithm, SW-ATS is superior in reducing the error rate of MAE which is about 25%, improving the utility of data, and providing stronger privacy protection.

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Corporation financial distress prediction with deep learning: analysis of public listed companies in Malaysia

Business Process Management Journal ◽

10.1108/bpmj-06-2020-0273 ◽

2021 ◽

Vol ahead-of-print (ahead-of-print) ◽

Author(s):

Zulkifli Halim ◽

Shuhaida Mohamed Shuhidan ◽

Zuraidah Mohd Sanusi

Keyword(s):

Time Series ◽

Deep Learning ◽

Financial Distress ◽

Time Series Data ◽

Series Data ◽

Learning Models ◽

Content Type ◽

Financial Distress Prediction ◽

Distress Prediction ◽

Gated Recurrent Unit

PurposeIn the previous study of financial distress prediction, deep learning techniques performed better than traditional techniques over time-series data. This study investigates the performance of deep learning models: recurrent neural network, long short-term memory and gated recurrent unit for the financial distress prediction among the Malaysian public listed corporation over the time-series data. This study also compares the performance of logistic regression, support vector machine, neural network, decision tree and the deep learning models on single-year data.Design/methodology/approachThe data used are the financial data of public listed companies that been classified as PN17 status (distress) and non-PN17 (not distress) in Malaysia. This study was conducted using machine learning library of Python programming language.FindingsThe findings indicate that all deep learning models used for this study achieved 90% accuracy and above with long short-term memory (LSTM) and gated recurrent unit (GRU) getting 93% accuracy. In addition, deep learning models consistently have good performance compared to the other models over single-year data. The results show LSTM and GRU getting 90% and recurrent neural network (RNN) 88% accuracy. The results also show that LSTM and GRU get better precision and recall compared to RNN. The findings of this study show that the deep learning approach will lead to better performance in financial distress prediction studies. To be added, time-series data should be highlighted in any financial distress prediction studies since it has a big impact on credit risk assessment.Research limitations/implicationsThe first limitation of this study is the hyperparameter tuning only applied for deep learning models. Secondly, the time-series data are only used for deep learning models since the other models optimally fit on single-year data.Practical implicationsThis study proposes recommendations that deep learning is a new approach that will lead to better performance in financial distress prediction studies. Besides that, time-series data should be highlighted in any financial distress prediction studies since the data have a big impact on the assessment of credit risk.Originality/valueTo the best of authors' knowledge, this article is the first study that uses the gated recurrent unit in financial distress prediction studies based on time-series data for Malaysian public listed companies. The findings of this study can help financial institutions/investors to find a better and accurate approach for credit risk assessment.

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