2019/09/13 by Satya Narayan Shukla, Shukla, Satya Narayan, Benjamin M. Marlin +1 · 6 citations
Computer Science · #Anomaly Detection Techniques and Applications #FOS: Computer and information sciences #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Machine Learning in Healthcare #Time Series Analysis and Forecasting
paper · pdf · doi:10.48550/arxiv.1909.07782
openalex publication_date 2019/09/13 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
In this paper, we present a new deep learning architecture for addressing the problem of supervised learning with sparse and irregularly sampled multivariate time series. The architecture is based on the use of a semi-parametric interpolation network followed by the application of a prediction network. The interpolation network allows for information to be shared across multiple dimensions of a multivariate time series during the interpolation stage, while any standard deep learning model can be used for the prediction network. This work is motivated by the analysis of physiological time series data in electronic health records, which are sparse, irregularly sampled, and multivariate. We investigate the performance of this architecture on both classification and regression tasks, showing that our approach outperforms a range of baseline and recently proposed models.