Temporal Dynamic Embedding for Irregularly Sampled Time Series

Abstract

In several practical applications, particularly healthcare, clinical data of each patient is individually recorded in a database at irregular intervals as required. This causes a sparse and irregularly sampled time series, which makes it difficult to handle as a structured representation of the prerequisites of neural network models. We therefore propose temporal dynamic embedding (TDE), which enables neural network models to receive data that change the number of variables over time. TDE regards each time series variable as an embedding vector evolving over time, instead of a conventional fixed structured representation, which causes a critical missing problem. For each time step, TDE allows for the selective adoption and aggregation of only observed variable subsets and represents the current status of patient based on current observations. The experiment was conducted on three clinical datasets: PhysioNet 2012, MIMIC-III, and PhysioNet 2019. The TDE model performed competitively or better than the imputation-based baseline and several recent state-of-the-art methods with reduced training runtime.

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