Temporal missingness, defined as unobserved patterns in time series, and its predictive potentials represent an emerging area in clinical machine learning. We trained a gated recurrent unit with decay mechanisms, called GRU-D, for a binary classification between elderly - and young patients. We extracted time series for 5 vital signs from MIMIC-IV as model inputs. GRU-D was evaluated with means of 0.780 AUROC and 0.810 AUPRC on bootstrapped data. Interpreting trained model parameters, we found differences in blood pressure missingness and respiratory rate missingness as important predictors learned by parameterized hidden gated units. We successfully showed how GRU-D can be used to reveal patterns in temporal missingness building the basis of novel research directions.

Missing data is a major challenge in clinical research. In electronic medical records, often a large fraction of the values in laboratory tests and vital signs are missing. The missingness can lead to biased estimates and limit our ability to draw conclusions from the data. Additionally, many machine learning algorithms can only be applied to complete datasets. A common solution is data imputation, the process of filling-in the missing values. However, some of the popular imputation approaches perform poorly on clinical data. We developed a simple new approach, Time-Dependent Iterative imputation (TDI), which offers a practical solution for imputing time-series data. It addresses both multivariate and longitudinal data, by integrating forward-filling and Iterative Imputer. The integration employs a patient, variable, and observation-specific dynamic weighting strategy, based on the clinical patterns of the data, including missing rates and measurement frequency. We tested TDI on randomly masked clinical datasets. When applied to a cohort consisting of more than 500,000 patient observations from MIMIC III, our approach outperformed state-of-the-art imputation methods for 25 out of 30 clinical variables, with an overall root-mean-squared-error of 0.63, compared to 0.85 for SoftImpute, the second best method. MIMIC III and COVID-19 inpatient datasets were used to perform prediction tasks. Importantly, these tests demonstrated that TDI imputation can lead to improved risk prediction.

This paper proposes a temporal graph neural network model for forecasting of graph-structured irregularly observed time series. Our TGNN4I model is designed to handle both irregular time steps and partial observations of the graph. This is achieved by introducing a time-continuous latent state in each node, following a linear Ordinary Differential Equation (ODE) defined by the output of a Gated Recurrent Unit (GRU). The ODE has an explicit solution as a combination of exponential decay and periodic dynamics. Observations in the graph neighborhood are taken into account by integrating graph neural network layers in both the GRU state update and predictive model. The time-continuous dynamics additionally enable the model to make predictions at arbitrary time steps. We propose a loss function that leverages this and allows for training the model for forecasting over different time horizons. Experiments on simulated data and real-world data from traffic and climate modeling validate the usefulness of both the graph structure and time-continuous dynamics in settings with irregular observations.

Gated Recurrent Units (GRUs) are gating mechanisms introduced in 2014 by Cho et al. Unlike LSTMs that have 3 gates, in GRUs have 2 gates to operate the time series data. Its main structure can be seen in Figure 3, and for further understanding, Understanding GRU Networks is highly recommended. Also, if you want to understand LSTMs and GRUs in the place, this article is recommended: Illustrated Guide to LSTM's and GRU's: A step by step explanation.

High levels of sparsity and strong class imbalance are ubiquitous challenges that are often presented simultaneously in real-world time series data. While most methods tackle each problem separately, our proposed approach handles both in conjunction, while imposing fewer assumptions on the data. In this work, we propose leveraging a self-supervised learning method, specifically Autoregressive Predictive Coding (APC), to learn relevant hidden representations of time series data in the context of both missing data and class imbalance. We apply APC using either a GRU or GRU-D encoder on two real-world datasets, and show that applying one-step-ahead prediction with APC improves the classification results in all settings. In fact, by applying GRU-D - APC, we achieve state-of-the-art AUPRC results on the Physionet benchmark.

When training clinical prediction models from electronic health records (EHRs), a key concern should be a model's ability to sustain performance over time when deployed, even as care practices, database systems, and population demographics evolve. Due to de-identification requirements, however, current experimental practices for public EHR benchmarks (such as the MIMIC-III critical care dataset) are time agnostic, assigning care records to train or test sets without regard for the actual dates of care. As a result, current benchmarks cannot assess how well models trained on one year generalise to another. In this work, we obtain a Limited Data Use Agreement to access year of care for each record in MIMIC and show that all tested state-of-the-art models decay in prediction quality when trained on historical data and tested on future data, particularly in response to a system-wide record-keeping change in 2008 (0.29 drop in AUROC for mortality prediction, 0.10 drop in AUROC for length-of-stay prediction with a random forest classifier). We further develop a simple yet effective mitigation strategy: by aggregating raw features into expert-defined clinical concepts, we see only a 0.06 drop in AUROC for mortality prediction and a 0.03 drop in AUROC for length-of-stay prediction. We demonstrate that this aggregation strategy outperforms other automatic feature preprocessing techniques aimed at increasing robustness to data drift. We release our aggregated representations and code to encourage more deployable clinical prediction models.

Multivariate time series data in practical applications, such as health care, geoscience, and biology, are characterized by a variety of missing values. In time series prediction and other related tasks, it has been noted that missing values and their missing patterns are often correlated with the target labels, a.k.a., informative missingness. There is very limited work on exploiting the missing patterns for effective imputation and improving prediction performance. In this paper, we develop novel deep learning models, namely GRU-D, as one of the early attempts. GRU-D is based on Gated Recurrent Unit (GRU), a state-of-the-art recurrent neural network. It takes two representations of missing patterns, i.e., masking and time interval, and effectively incorporates them into a deep model architecture so that it not only captures the long-term temporal dependencies in time series, but also utilizes the missing patterns to achieve better prediction results. Experiments of time series classification tasks on real-world clinical datasets (MIMIC-III, PhysioNet) and synthetic datasets demonstrate that our models achieve state-of-the-art performance and provides useful insights for better understanding and utilization of missing values in time series analysis.