Early Anomaly Detection in Time Series: A Hierarchical Approach for Predicting Critical Health Episodes

Abstract: The early detection of anomalous events in time series data is essential in many domains of application. In this paper we deal with critical health events, which represent a significant cause of mortality in intensive care units of hospitals. The timely prediction of these events is crucial for mitigating their consequences and improving healthcare. One of the most common approaches to tackle early anomaly detection problems is standard classification methods. In this paper we propose a novel method that uses a layered learning architecture to address these tasks. One key contribution of our work is the idea of pre-conditional events, which denote arbitrary but computable relaxed versions of the event of interest. We leverage this idea to break the original problem into two hierarchical layers, which we hypothesize are easier to solve. The results suggest that the proposed approach leads to a better performance relative to state of the art approaches for critical health episode prediction.