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    The document describes a methodology for predicting patients' vital signs using time series forecasting models to provide early indicators of potential issues like sepsis. The approach involves segmenting ICU patient data into 9-hour intervals and using the first 6 hours to predict the next 3 hours of vital signs. Three models are tested: N-Hits, which uses deep learning to analyze trends and noise in time series data; N-Beats, which resembles N-Hits but includes max pooling and interpolation; and Temporal Fusion Transformers, which combine RNN, LSTM, and attention mechanisms for sequential modeling with an emphasis on long-term dependencies.

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    The document describes a methodology for predicting patients' vital signs using time series forecasting models to provide early indicators of potential issues like sepsis. The approach involves segmenting ICU patient data into 9-hour intervals and using the first 6 hours to predict the next 3 hours of vital signs. Three models are tested: N-Hits, which uses deep learning to analyze trends and noise in time series data; N-Beats, which resembles N-Hits but includes max pooling and interpolation; and Temporal Fusion Transformers, which combine RNN, LSTM, and attention mechanisms for sequential modeling with an emphasis on long-term dependencies.

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    7 views1 page

    Assignment 1

    Uploaded by

    Yuwei Liu
    The document describes a methodology for predicting patients' vital signs using time series forecasting models to provide early indicators of potential issues like sepsis. The approach involves segmenting ICU patient data into 9-hour intervals and using the first 6 hours to predict the next 3 hours of vital signs. Three models are tested: N-Hits, which uses deep learning to analyze trends and noise in time series data; N-Beats, which resembles N-Hits but includes max pooling and interpolation; and Temporal Fusion Transformers, which combine RNN, LSTM, and attention mechanisms for sequential modeling with an emphasis on long-term dependencies.

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    of 1

    I. M ETHODOLOGY number of predicted horizons.

    This approach offers two no-


    The primary objective is to predict patients’ vital signs in table benefits: it shortens the time series length, simplifying
    order to provide doctors with advanced indicators of potential long-term predictions, and it optimizes storage capacity and
    future changes. These indicators will aid doctors in assessing computational complexity.
    the likelihood of sepsis or septic shock occurrence. To achieve
    this, data were leveraged from the eICU database, specifically
    focusing on critical parameters such as blood pressure. The
    approach involves segmenting the data into 9-hour intervals.
    Within these intervals, the initial six hours were utilized to
    predict the vital signs for the subsequent three hours. The
    methodology encompasses the utilization of the following
    models:
    Fig. 3. N-Beats structure.

    C. Temporal Fusion Transformers (TFT)


    TFT combines elements of Gated Recurrent Unit (GRN),
    Long Short Term Memory (LSTM), and Attention mecha-
    nisms. TFT offers a range of advantages:
    • Static Covariate Encoder: This element encodes context
    vectors, which are then shared across various segments
    Fig. 1. Pipeline structure.
    of the network.
    • Feature Selection via Gating Mechanism: This mecha-

    A. Neural Hierarchical Interpolation for Time Series Forecast- nism minimizes the influence of irrelevant inputs.
    ing (N-Hits) • Sequence-to-Sequence Layer: It facilitates local process-
    ing of time-varying variables, encompassing both past
    The N-Hits model were applied due to its ability to effec- and future known variables.
    tively handle time series data. Unlike conventional statistical • Temporal Self-Attention Decoder: This component is cru-
    models, N-Hits employs deep learning techniques to analyze cial for capturing long-term dependencies within datasets.
    various components of the time series, including trends, peri- Additionally, TFT supports interpretability, aiding users
    ods, and noise. The structure of the N-Hits model comprises in identifying global important features, temporal pat-
    stacked blocks, where each block’s purpose is to capture terns, and significant events.
    residual patterns from the previous block. These blocks consist
    of interconnected fully connected layers, with each block
    yielding both forward and backward predictions. To enhance
    nonlinearity, an activation function is applied before outputting
    predictions.

    Fig. 4. TFT structure.

    R EFERENCES
    [1] Challu, C., Olivares, K. G., Oreshkin, B. N., Ramirez, F. G., Canseco,
    Fig. 2. N-Hits structure. M. M., Dubrawski, A. (2023, June). NHITS: Neural Hierarchical
    Interpolation for Time Series Forecasting. In Proceedings of the AAAI
    Conference on Artificial Intelligence (Vol. 37, No. 6, pp. 6989-6997).
    [2] Lim, B., Arık, S. Ö., Loeff, N., Pfister, T. (2021). Temporal fusion
    B. Neural basis expansion analysis for interpretable time transformers for interpretable multi-horizon time series forecasting.
    series forecasting (N-beats) International Journal of Forecasting, 37(4), 1748-1764.
    [3] Oreshkin, B. N., Carpov, D., Chapados, N., Bengio, Y. (2019). N-
    N-Beats model were also be experimented, which bears BEATS: Neural basis expansion analysis for interpretable time series
    a resemblance to N-Hits but introduces some distinct ele- forecasting. arXiv preprint arXiv:1905.10437.
    ments. Notably, the H-Beats block within the N-Beats model
    incorporates an additional layer of max pooling to facilitate
    down sampling. This maneuver is followed by interpolation
    processing, which aligns the number of outputs with the

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