Application of state-space model with skew-t measurement noise to blood test value prediction

DOI10.1016/J.APM.2021.08.007MaRDI QIDQ2240304zbMATH OpenOpenAlexFDO

Authors Takanori Hasegawa, Rui Yamaguchi, Masanori Kakuta, Masataka Ando, Jung Songee, Itoyo Tokuda, Koichi Murashita, Seiya Imoto

Publication date 3 November 2021

Published in Applied Mathematical Modelling (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.apm.2021.08.007

zbMATH Keywords

state-space modeltime-serieselectronic health recordgeneralized expectation-maximizationskew-\(t\) measurement noise

Mathematics Subject Classification ID

Point estimation (62F10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Medical applications (general) (92C50) General biostatistics (92B15)

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Cites work

• scientific article; zbMATH DE number 3567782 (Why is no real title available?)
• A predictive framework for modeling healthcare data with evolving clinical interventions
• AN APPROACH TO TIME SERIES SMOOTHING AND FORECASTING USING THE EM ALGORITHM
• An introduction to variational methods for graphical models
• Asymmetric heavy-tailed vector auto-regressive processes with application to financial data
• Least angle regression. (With discussion)
• Leptokurtic and platykurtic class of robust symmetrical and asymmetrical time series models
• Skew-$t$ Filter and Smoother With Improved Covariance Matrix Approximation
• Time series models based on the unrestricted skew-normal process

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