1

Explicit and implicit handling of time in clinical

data mining

Matjaz Kukar

University of Ljubljana

Faculty of Computer and Information Science

Trzaska 25, SI-1001 Ljubljana, Slovenia

matjaz.kukar@fri.uni-lj.si

10

Abstract

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Most clinical tasks are regularly documented and stored on electronic media,

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this causing large amounts of data to be collected over time. Stored data may

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include either an explicit (date and time) or an implicit (order) time stamp

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in which the particular datum was valid. Most statistical, machine learning

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and data mining algorithms assume that the data they use is a random sample

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drawn from a stationary distribution. Unfortunately, many of the databases

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available for mining today violate this assumption. They were gathered over

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months or years, and the underlying processes generating them may have

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changed during this time, sometimes radically (the phenomenon known in

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machine learning as a concept drift). In clinical institutions, where the pa-

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tients data are regularly stored in a central computer databases, similar situa-

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tions may occur. Expert physicians may easily, even unconsciously, adapt to

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the changed environment, whereas machine learning and data mining tools

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may fail due to their underlaying assumptions. It is therefore important to

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detect and adapt to the changed situation. In the paper we present a brief

26

overview of methods for explicit and implicit handling of temporal data, and

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a more thorough review of selected statistical and machine learning tech-

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niques for dealing with concept drift in machine learning and data mining

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frameworks. We evaluate their possible use in clinical studies with a case

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study of learning and monitoring data in coronary artery disease diagnostics.

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32
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Keywords: clinical studies, temporal learning, drifting concepts, partial mem-

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ory learning, forgetting, machine learning, data mining.

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1 Introduction

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Most clinical tasks are nowadays being documented and stored on electronic me-

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dia. This allows researchers to access previously unimaginable amounts of clinical

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data. However, huge amounts of data present entirely new problems, both for the

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data analysts and end-users (physicians). Physicians who have to make diagnos-

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tic or therapeutic decisions based on these data may be overwhelmed by the sheer

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amount of data if their ability to reason with the data does not scale up to the com-

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puters capabilities. In addition to this, most stored data include either an explicit

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(date and time) or an implicit (order) time stamp in which the particular datum was

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valid. Such time series may consist of thousands of numbers that describe only

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short time periods and are because of this especially difficult for interpretation and

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subsequent reasoning.

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A physician confronted with tens of megabytes of clinical data may be rather

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helpless and cannot effectively exploit all the available information. This situation

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is actually quite a common manifestation of the well-known phenomenon from

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information theory [30]:

Information = f (Data, Cognitive structure, Time)

(1)

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This tells us that we can extract information from data only if we have appropriate

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cognitive (processing) capabilities and enough time to process the data. As we

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humans usually only have limited time available, the only ways to increase the

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amount of information we can obtain from the data are either (1) to transform the

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data in a shape, more appropriate to our cognitive structure, or (2) to virtually

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improve our cognitive structure by utilizing intelligent applications.

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1. In a large dataset, a regularity, or (in temporal data) an emerging pattern

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over a stretch of time has much more significance than an isolated finding

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or even a set of findings. Experienced physicians are able to combine sev-

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eral significant findings, to abstract such findings into clinically meaningful

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higher-level concepts in a context-sensitive manner, and to detect significant

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regularities in both low-level data and abstract concepts. It is thus desir-

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able to provide short, informative, context-sensitive summaries clinical data

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stored on electronic media, and to be able to answer queries about abstract

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concepts that summarize the data.

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2. Machine learning, data mining, and other data analysis tools may be used to

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detect, expose and utilize regularities from stored data, and to provide physi-

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cians an all-encompassing view on the problem at hand. Intelligent tools can

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synthesize knowledge and emerging patterns from previously solved cases,

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and apply it to solve new cases. As their insight in the problem is different

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from that of the physicians, they are a valuable source of alternative hy-

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potheses. When used in temporal problems, they are used in conjunction

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with high-level abstractions and summarizations, as they usually cannot ex3

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plicitly handle temporal data.

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In the paper we will mainly focus on the analysis of explicit and implicit

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temporal (time-stamped) data. Temporal data analysis presents several impor-

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tant challenges that include time-stamped data preprocessing (transformation into

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information-preserving and more useful form) by using temporal abstractions [3,

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29, 28], or transforming the temporal data in a series of entities (states, events

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and relations among them) in order to use them for efficient and comprehensible

81

reasoning [10, 9].

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We will briefly review some approaches for handling of explicit temporal (time-

83

stamped) data and show that in many cases the temporal component is implicitly

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included in the data, yet often ignored. The aim of the paper is not in dealing

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with explicit temporal data, but in dealing with data where temporal information is

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included in an implicit way. In many cases, especially in conjunction with time-

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ignorant machine learning and data mining methods, anomalous results may occur

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because of this ignorance. We will review some simple, yet highly effective statisti-

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cal and machine learning techniques for detecting and handling temporal problems

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and show their effect in a case study.

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The paper is organized as follows. In Sec. 2 we review some related work

92

and proposed solutions for dealing with drifting concepts. In Sec. 3 we describe

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the datasets we are using for demonstration and case study. In Sec. 4 we present

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experimental results. Finally, in Sec. 5 we present some conclusions and directions

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for future work.

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2 Methods

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2.1 Clinical decision-making and data mining

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Clinical decision-making is a complicated process based on experience, judgement,

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and reasoning that should simultaneously integrate information from the medical

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literature and a variety of other sources, including quantitative results of clinical

101

trials and, most importantly, diagnostic test results. In most clinical institutions the

102

patients data are regularly stored in a central computer database. With time, more

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and more records that include confirmed diagnoses appear in the database. Such

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databases are frequently subject of retrospective studies. The patients in whom

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the outcome has already occurred are selected and analyzed, thus looking back-

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ward to assess potential risk factors and diagnostic principles. Retrospective stud-

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ies naturally fit into Machine Learning and Data Mining application frameworks,

108

which are, due to ever-increasing amounts of data, becoming increasingly popu-

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lar as a support tool in medical decision making. All clinical data are collected

110

over (shorter or longer) time spans. In most cases the clinicians are aware of their

111

temporal nature (e.g. for signal monitoring), but not allways.

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2.1.1 Explicit temporal data

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In several clinical tests or trials the patients state is monitored continuously and

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the findings are time stamped and managed accordingly (e.g. ECG, EEG, long-

115

term repetitive tests, . . . ). Such data are treated as time series and are dealt with

116

accordingly. The analysis of multivariate time series is a difficult and frequent

117

problem in science in general, and in medicine in particular. It represents a cru-

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cial challenge in clinical applications such as monitoring, where several parameters

119

must be examined over the same period of time in order to understand the patients

120

overall situation. This rather complex task has been traditionally the domain of de-

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scriptive and inferential statistical techniques [4]. Recently, a methodology known

122

as temporal abstractions, based on artificial intelligence, has been proposed and

123

successfully exploited in several application domains [28, 3]. Temporal abstrac-

124

tions are methods that can be used to obtain abstract descriptions of the course of

125

(possibly multivariate) time series by extracting their most relevant features [19].

126

They are able to summarize the time course of multivariate data through abstracted

127

episodes which are valid over a certain time period. Temporal abstractions can be

128

viewed as the artificial intelligence alternatives to descriptive statistics. They are

129

able to summarize the data through some sufficient statistics, such as mean and

130

standard deviation in normal distributed observations. The number, duration and

131

type of temporal abstractions episodes can be considered a summary of the time

132

series at an abstract level. Temporal abstractions are usually used as the first step

133

in the process of automated reasoning, as well as for data preprocessing and data

134

revision [3].

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2.1.2 Non-temporal (implicit temporal) data

136

To make it clear at the beginning: every data collection has an implicit temporal

137

component, as the data are collected over a certain time period. Having collected a

138

set of patient descriptions with confirmed diagnoses, the task of a Machine Learn-

139

ing algorithm is to automatically generate a model (a description) of the given data

140

with respect to the correct diagnosis. A set of possible diagnoses is used as a target

141

for classification process. The generated model can subsequently be used for risk

142

factors assessment and decision-making support.

143

In clinical trials, the experimental setup is supposed to be fixed and strictly

144

controlled. However, one must be aware that even in most strictly controlled envi-

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ronments, unexpected changes may happen. For instance, a crucial piece of equip-

146

ment may start to fail and later gets replaced, personnel changes may happen, new

147

scientific discoveries may be absorbed in practice. While changes in the process

148

may not be visible immediately, it is necessary to act as soon as they are discov-

149

ered. While humans can with relative ease gradually adapt to changed situation, it

150

is not the same with machines, not even with learning ones. Most machine learning

151

algorithms already provide techniques for handling strange occurrences (noise) in

152

training data (such as pruning of decision trees [11] and rules [7]), weight elim-

153

ination [32], . . . . However, it is definitely not desirable that perfectly valid new

154

examples, generated under changed conditions, are considered as noisy and there-

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fore excluded from training. Therefore, generated models do not reflect changed

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conditions until enough new examples are collected. During this transition the

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model performance on new examples would be poor.

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2.2 Data mining in time series

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Classical data mining in time series has several similarities with temporal abstrac-

160

tions. Namely, several important time series data mining problems basically reduce

161

to the core task of finding approximately repeated subsequences (patterns, shapes,

162

trends, etc., generalized as motifs) in a longer time series, where motifs may or

163

may not be known in advance. If the user can properly define problem-dependent

164

motifs in advance they can be used to qualitatively describe the whole time series.

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While there exists a vast body of work on efficiently locating known patterns

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(motifs) in time series [1, 18] the problem of discovering motifs without any prior

167

knowledge about the regularities of the data under study has received far less at-

168

tention [5]. Such an algorithm would potentially allow a user to find surprising

169

patterns in a massive database without having to specify in advance what a sur-

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prising pattern looks like. We are interested in looking for surprising patterns,

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i.e., combinations of data points whose structure and frequency somehow defies

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our expectations. The problem is referred to under various names in the literature,

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including novelty detection [8], anomaly detection [33], and structural change de-

174

tection [26]. There exist efficient probabilistic algorithms [5] and statistical tests

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[35] for this purpose.

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2.3 Explicit handling of time in clinical studies

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When the patients state is monitored continuously and the data are time stamped

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we deal with a time series. A time series often contains thousands or millions of

179

single measurement, especially if it is multivariate. In many cases it is very useful

180

to transform the original time series into a new, more meaningful and computation-

181

ally manageable dataset [3]. The new dataset should contain all information from

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the original time series, eliminate its computational problems, and be generally

183

more useful. For this purpose, temporal abstractions are frequently used.

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Temporal abstractions. The task of performing a temporal abstraction can be

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viewed informally as a generic interpretation task: given a set of time-stamped

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data, external events, and abstraction goals, produce abstractions of the data that

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interpret past and present states and trends and that are relevant for the given set of

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goals.

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The approach that was introduced by Shahar [29, 28] employs an inference

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structure and related required knowledge that are specific to the task of abstracting

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higher-level concepts from time-stamped data in knowledge-based systems, but are

192

independent of any particular domain. The theory underlying this method is speci-

193

fied in a general, domain-independent way by a model of time, events, parameters,

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and the data-interpretation contexts that these entities create, by a knowledge based

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temporal abstraction theory.

196

The temporal abstraction mechanisms assume a task-specific temporal abstrac-

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tion ontology a theory of what entities, relations, and properties exist in any

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particular domain from the point of view of the temporal abstraction task and, in

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particular, of the knowledge-based temporal abstraction method The five temporal

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abstraction subtasks [28] are temporal context restriction, vertical temporal infer-

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ence, horizontal temporal inference, temporal interpolation, and temporal pattern

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matching, Given the domains temporal abstraction ontology, temporal abstraction

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subtasks are performed by the five temporal abstraction mechanisms.

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Temporal aggregation and forgetting. In an approach somewhat related to the

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above temporal abstractions, Dojat [10] defines a temporal ontology consisting of

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states (that introduce the notion of duration), events (that have temporal dimensions

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and their occurrence modifies changes the state of the world), and chronicles

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(that are defined as an ordered collection of temporal objects which represent the

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real history of the world as it is perceived by the system). He also proposes three

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higher-level forms of temporal abstractions: event-state relations that describe the

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a cause-effect relationships between events and states, aggregation and forgetting

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that are used to dynamically modify the length and the location of a mobile tempo-

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ral window that brings to light a set of temporal information useful to the current

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reasoning process.

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Forgetting is crucial for all artificial or natural systems with memory. There

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are many forms of forgetting. Dojat [10, 9] describes two simple types: active for-

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getting where according to particular deductions some information are deliberately

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erased during the reasoning process, and passive forgetting where infrequently used

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information vanishes with time. When processing information tend to exceed the

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capacity of the working memory (mental overload), forgetting mechanism are a

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natural way to clean the outdated information.

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These three abstractions are especially useful in modelling temporal aspects of

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reasoning for real-time interpretation of clinical data such as real-time monitoring

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systems. They assist the clinical staff in medical environments such as operating

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rooms or intensive care units, where decisions need to be taken quickly. If the in-

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formation flood is overloading operators sensory inputs, false positive alarms may

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be common and causes for overlooking of life-threatening situations. To aid the op-

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erators in real time, intelligent patient monitoring systems [9] should reason about

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complex situations under constraints such as resource limitations and guarantee of

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timely response.

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2.4 Implicit handling of time in clinical studies

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Most data analysis methods assume that all data was generated by a single con-

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cept and is basically a random sample drawn from a stationary distribution [17].

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In many cases, however, it is more accurate to assume that data was generated by

235

a series of concepts, or by a concept function with time-varying parameters. Tra-

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ditional machine learning systems learn incorrect models when they erroneously

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assume that the underlying concept is stationary if in fact it is changing or drifting

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[17]. For classification systems, which attempt to learn a discrete function given

239

examples of its inputs and outputs, this problem takes the form of changes in the

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target function over time that is known as a concept drift [16, 20, 31, 34]. In this

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section we review some methods for dealing with a concept drift.

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2.4.1 Drifting concepts

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Recently, several systems have been developed that employ Machine Learning

244

methods in real life applications. They learn real-life concepts that tend to change

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over time [20, 31, 34]. An illustrative example comes from Text Mining when

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learning shifting human interests [13].

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The concept drift, whether abrupt or gradual [15, 16], occurs over time. The

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evidences for changes in a concept are represented by the training examples, which

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are distributed over time. Hence the old observation can become irrelevant to the

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current time period and thus the learned knowledge can be outdated. Several meth-

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ods have been suggested to cope with this problem, either to forget outdated in-

252

duced knowledge, or to forget outdated training examples [13, 15, 21, 34].

253

Special techniques are applied when concepts can be expected to recur [15].

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Recurring (oscilating) concepts may be due to cyclic phenomena or may be asso-

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ciated with irregular phenomena. In both cases the approach is to to identify stable

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concepts and the associated context specific, locally stable concepts, and store them

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to be reused when appropriate.

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The remainder of the paper aims to review some relatively simple statistical

259

and machine learning techniques devised to detect and cope with drifting concepts.

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We will focus on forgetting of outdated training examples (learning with partial

261

memory), that is, according to Dojat [10], crucial for artificial or natural systems

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with memory. We will apply the so-called passive forgetting [10] as this approach

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is general and does not require significant changes in training algorithms.

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2.4.2 Partial memory learning

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Partial memory learners are systems that select and maintain a portion of the past

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training examples, which they use together with new examples in subsequent train-

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ing episodes. Such systems can learn by memorizing selected new facts, or by

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using selected facts to improve the current concept descriptions or to derive new

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concept descriptions. Researchers have developed partial memory systems because

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they can be less susceptible to overtraining when learning concepts that change or

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drift, as compared to learners that use other memory models [27, 34]. The key

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issues for partial memory learning systems are how they select the most relevant

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examples from the input stream, maintain them, and use them in future learning

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episodes. These decisions affect the systems classification accuracy, memory re-

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quirements, and ability to cope with changing concepts. A selection policy might

276

keep each training example that arrives, while the maintenance policy forgets ex-

277

amples after a fixed period of time.

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These policies more or less bias the learner toward recent events, and, as a

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consequence, the system may forget about important but rarely occurring events.

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On the other hand, the learner that is strongly anchored to the past may perform

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poorly if concepts change or drift.

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2.4.3 Learning to forget

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Most frequently, forgetting is implemented in an abrupt manner. That means the

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examples that are irrelevant according to some time criteria (e.g. examples that

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are outdated) are deleted from the partial memory [27]. Hence, these instances are

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totally forgotten. The examples that remain in the partial memory are equally im-

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portant for the learning algorithm. Another possibility is to use gradual forgetting

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[21]. It can be implemented with a time based forgetting function, which provides

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each example with a weight according to its occurring time. The importance of

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an example diminishes with time. The drawback of this approach is that machine

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learning algorithms need to implement techniques for dealing with unequally im-

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portant examples.

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Abrupt forgetting (windowing). A common approach to learning from time-

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changing data is to repeatedly apply a traditional learner to a sliding window of

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w examples; as new examples arrive they are inserted into the beginning of the

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window, a corresponding number of examples is removed from the end of the win-

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dow, and the learner is reapplied [34]. As long as w is small relative to the rate of

298

concept drift, this procedure assures availability of a model for the current concept

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generating the data. If the window is too small, however, this may result in insuffi-

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cient examples to satisfactorily learn the concept. Further, the computational cost

301

of reapplying a learner may be prohibitively high, especially if examples arrive at

302

a rapid rate and the concept changes quickly.

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Gradual forgetting. The principal idea behind gradual forgetting is that natural

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forgetting is a gradual process. This means that newer training examples should be

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more important than older ones and their importance should decrease with time.

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The importance of example is given with its weight w = f (t). The calculated

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weights must be in an interval that is suitable for the applied learning algorithms.

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Assuming that training examples arrive on equal time steps, Koychev [21] suggests using a linear gradual forgetting function, defined as follows:

wi =

2k
i+k+1
n1

(2)

310

where i is a counter of observations starting from the most recent one and it goes

311

back over time i = 0 . . . n 1 where n is the length of the observed training se-

312

quence, and k is a parameter that represents the percent of decreasing the weight of

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the first observation and consequently the percent of increasing the weight of the

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last one in comparison to the average. By varying the parameter k, the slope of the

315

forgetting function can be adjusted.

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Within the same framework, a kernel function for example weighing can also
be used (Eq. 3).
2
1
d
wi =
e 2k2
2 k

(3)

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Here d = i/n is a relative time distance to the training example from the past, and k

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is a real-valued kernel parameter. Both forgetting functions (Eq. 2 and Eq. 3) were

320

utilized in experiments described in Sec. 4.

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Setting the parameters. While we have quite a few options for dealing with

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drifting concepts, they all require parameter adjustment (window size, slope of

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linear function, kernel parameter). Because we cannot detect drift until it has hap-

324

pened, these parameters cannot be optimally set in advance, unless we know the

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exact extent of the drift. Therefore we always start with certain amount of drifted

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data, that can be used for parameter optimization [20], such as window size, slope

327

of linear function, kernel parameter.

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2.5 A statistical view to implicit temporal data

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The assumption in data mining is that the data is randomly drawn from a stationary

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distribution. When the underlying distribution changes (e.g. over time), this change

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can be detected with structural change tests for a certain confidence level .

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The problem of detecting structural changes in time series (modelled by linear

333

regression relationships) is an important topic in statistical and econometric re-

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search. The most important classes of tests on structural change are the tests from

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the generalized fluctuation test framework (CUSUM and MOSUM tests) [22] on

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one side, and tests based on F statistics [6, 2] on the other. A topic that has gained

337

a lot of interest recently, especially in conjunction with F tests, is to monitor for a

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structural change, i.e., to start after a history phase (without structural changes) to

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analyze new observations and to be able to detect a structural change as soon after

340

its occurrence as possible [26].

341

Let us consider the standard linear regression model

yi = xi| i + ui

(i = 1, ..., n),

(4)

342

where at time i, yi is the observation of the dependent variable, xi = (1, xi2 , ..., xik ) is

343

a k 1 vector of observations of the independent variables, with the first component

14

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equal to unity, ui are identically independently distributed iid(0, 2 ), and i is the

345

k 1 vector of regression coefficients. Tests on structural change are concerned

346

with testing the null hypothesis of no structural change

H0 : i = 0

(i = 1, ..., n)

(5)

347

against the alternative that the coefficient vector varies over time, with certain tests

348

being more or less suitable (i.e., having good or poor power) for certain patterns of

349

deviation from the null hypothesis.

350

Regression coefficients i are estimated with the ordinary least squares (OLS)

351

estimate ( (i, j) ) based on the observations i + 1, . . . , i + j, and (i) = (0, i) is the

352

OLS estimate based on all observations up to i. Hence (n) is a common OLS

353

estimate in the linear regression model.

354

2.5.1 F tests

355

The most flexible approach to investigate whether the null hypothesis of no struc-

356

tural change holds, is to use F test statistics. F tests are designed to test against a

357

single shift alternative. Thus, the alternative can be formulated on the basis of the

358

model (Eq. 4)
i =

(1 i i0 )

(i0 < i n)

(6)

359

where i0 is some change point in the interval (k, n k). Chow [6] was the first to

360

suggest such a test on structural change for the case where the (potential) change

361

point i0 is known. He proposed to fit two separate regressions for the two subsam-

362

ples defined by i0 and to reject whenever the test statistics Fi0 exceeds some critical

363

value,
Fi0 =

u> u e> e
.
e> e/(n

2k)

15

(7)

364

where e = (uA , uB )> are the residuals from the full model (consisting of two regres-

365

sions), where the coefficients in the subsamples are estimated separately, and u are

366

the residuals from the restricted model, where the parameters are just fitted once

367

for all observations. The test statistic Fi0 has an asymptotic 2 distribution with

368

k degrees of freedom and (under the assumption of normality) Fi0 /k has an exact

369

F distribution with k and n 2k degrees of freedom. The major drawback of this

370

Chow test is that the change point has to be known in advance. A natural idea to

371

extend the ideas from the Chow test is to calculate the F statistics for all potential

372

change points or for all potential change points in an interval [i, ] and to reject the

373

null hypothesis if any of those statistics get too large.

374

Continuous monitoring of the data stream. Up to this point we were concerned

375

with the retrospective detection of structural changes in given data sets. Several

376

structural change tests have been extended to monitoring of linear regression mod-

377

els where new data arrive over time [26]. Such forward looking tests are closely

378

related to sequential tests. When new observations arrive, estimates are computed

379

sequentially from all available data (historical sample plus newly arrived data) and

380

compared to the estimate based only on the historical sample. As in the retro-

381

spective case, the hypothesis of no structural change is rejected if the difference

382

between these two estimates gets too large.

383

For monitoring, the standard linear regression model (4) is generalized to

yi = xi> i + ui

384

(i = 1, . . . , n, n + 1, . . .),

(8)

i.e., we expect new observations to arrive after time n, when the monitoring begins.

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3 Materials

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3.1 Heart rate time series

387

For illustration on how to use structural change tests we present from Goldberger

388

et al. [12] two interesting time series, series 1 (Fig. 1), and series 2 (Fig. 3)

389

Each series contains 1800 evenly-spaced measurements of instantaneous heart

390

rate from a single subject. The two subjects were engaged in comparable activities

391

for the duration of each series. The measurements (in units of beats per minute)

392

occur at 0.5 second intervals, so that the length of each series is exactly 15 minutes.

393

The rapid oscillations visible in series 1 are caused by respiratory sinus arrhyth-

394

mia, a modulation of heart rate that is greatest in young subjects, and gradually

395

decreases in amplitude with increasing age.

396

On the other hand, series 2 belongs to the class of congestive heart failure,

397

where circulatory delays interfere with regulation of carbon dioxide and oxygen in

398

the blood, leading to slow oscillations of heart rate.

399

Both time series contain anomalies near the beginning and the end of observa-

400

tion period.

401

3.2 Clinical diagnostics of coronary artery disease (Nuclear dataset)

402

For illustration of implicit temporal data mining methods and simultaneous use of

403

structural change statistical tests, we focused on the Nuclear dataset [14, 25] for

404

three reasons:

405

406

407

408

we have been working on this dataset for quite some time and therefore know
it pretty well,
we have close relations with physician who has collected the data, and who
has provided also the original diagnoses,

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409

it was possible to order the patients by the date of their examination, which

410

is rare in publically available datasets (such as the UCI repository). This

411

is because mostly existing temporal information is not compiled by experts

412

preparing the data for analysis.

413

Coronary artery disease (CAD) is the most important cause of mortality in

414

all developed countries. It is caused by diminished blood flow through coronary

415

arteries due to stenosis or occlusion. CAD produces impaired function of the heart

416

and finally the necrosis of the myocardium myocardial infarction.

417

In our study we used a dataset of 327 patients (250 males, 77 females) with

418

performed clinical and laboratory examinations, exercise ECG, myocardial scintig-

419

raphy and coronary angiography because of suspected CAD. The features from the

420

ECG an scintigraphy data were extracted manually by the clinicians.

[Table 1 about here.]

421

422

In 228 cases the disease was angiographically confirmed and in 99 cases it was

423

excluded. 162 patients had suffered from recent myocardial infarction. The pa-

424

tients were selected from a population of approximately 4000 patients who were

425

examined at the Nuclear Medicine Department between 1991 and 1994. We se-

426

lected only the patients with complete diagnostic procedures (all four levels) [25].

427

Results of the fourth level (coronary angiography) were taken as a gold standard.

428

4 Results

429

4.1 Detecting the structural change in time series

430

In Figs. 1 to 4 there are depicted the original time series (Figs. 1 and 3) and the

431

respective critical values of F tests (Figs. 2 and 4) at the significance level = 0.05.

18

432

In series 1 (respiratory sinus arrhythmia, a modulation of heart) three struc-

433

turally changed intervals are detected: besides the true anomalies, the test detects

434

another interval with raised heart rate in the middle of the time series.

435

436

In series 2 (congestive heart failure) two structurally changed intervals are detected; they are both associated with true anomalies.

437

As we can see, F tests are quite good at detecting structural changes. Note that

438

such a periodic time series is a more difficult problem than a monotonic one. It is

439

therefore conceivable that structural change tests may be of use in data mining of

440

implicit temporal data.

441

[Figure 1 about here.]

442

[Figure 2 about here.]

443

[Figure 3 about here.]

444

[Figure 4 about here.]

445

4.2 Case study: nuclear diagnostics of coronary artery disease

446

In this section we demonstrate how we can easily and efficiently detect and (at least

447

partially) account for implicit temporal properties of collected data by building a

448

series of static data models.

449

Our case study is in the diagnostics of coronary artery disease [14, 25]. This is

450

a two-class problem, diagnosing whether the patients suffer from coronary artery

451

disease (CAD), or not. The data were collected in years between 1991 and 1994.

452

After performing a leave-one-out testing on the whole dataset and ordering the

453

results by the date of final examination, we obtained surprising classification ac-

454

curacy graphs as depicted in Fig. 5. Decreasing classification accuracy for both

455

physicians and naive Bayesian classifier in the last observed year (1994) could be
19

456

either a result of significantly changed class distribution or of a concept change.

457

The former seems not to be the case in our problem, since the class distribution

458

(see class prevalence in Fig. 5) does not change significantly over the observed

459

time interval. This leads us to a question what has happened and how can we deal

460

with it.
[Figure 5 about here.]

461

462

It is important that retrospective studies as well as ongoing (online) studies

463

where Machine Learning tools are being used employ techniques for detecting an

464

dealing with time-changing concepts. While this may not happen very often, it may

465

seriously skew results of otherwise perfectly valid studies. In order to compensate

466

for changed conditions it is also important for a Machine Learning system to decide

467

on when to rebuild a model to account for newly arrived training examples and what

468

extent of historical training data to use for learning.

469

4.2.1 Experimental setup

470

For testing different methods for dealing with concept drift we applied the follow-

471

ing methodology. All examples were ordered by the time of patients examination.

472

When we needed to start with some initial training set, we fixed for this purpose

473

the first 100 out of 327 examples. Performance on this set was evaluated with

474

a leave-one-out testing process. On the remaining examples we applied different

475

techniques, described in Sec. 2. For windowing as well as for gradual forgetting,

476

testing was done in single steps, where the potential training set consisted from the

477

first n examples, 100 n 326, and the testing set consisted of the (n + 1) -st ex-

478

ample. From training examples either last w (window size) was used for training,

479

or they were all assigned different weights (gradual forgetting).

480

Our experimental Machine Learning tool of choice was naive Bayesian classi-

481

fier. It was suitable for our purpose because of its very fast, incremental learning,
20

482

because it usually performs well in medical diagnostic problems and because it

483

can easily be modified for dealing with unequally important (weighted) training

484

examples.

485

4.2.2 Detecting the concept drift

486

The first thing was to find out how can concept drift be detected. If we want to

487

detect it, it must have already happened or has started to happen. Thus we always

488

have certain amount of data available for experimenting. In diagnostic problems,

489

where sooner or later the diagnoses are confirmed, our task is easy. When we col-

490

lect enough drifted examples, the drift reflects in significantly decreased average

491

classification accuracy achieved in recent past in comparison with average classifi-

492

cation accuracy achieved in distant past (see average classification accuracy in Fig.

493

6, recent past is last 50 examples).

494

However in prognostic problems the situation is more difficult, since actual

495

outcomes (and thus correctness of prognoses) may not be known for a long time, if

496

ever. In such cases it may be more useful to use a measure of reliability estimation

497

[23, 24] that assigns a kind of confidence value to every prediction (see reliability

498

estimation in Fig. 6). Although actual predictions may not be known, one could

499

detect the drift by significantly decreased average reliability estimations in recent

500

past in comparison with average reliability estimations calculated in distant past

501

(see average reliability estimation in Fig. 6, recent past is last 50 examples).

502

[Figure 6 about here.]

503

In Fig. 6 it can clearly be observed, that the drift has been happening since the

504

beginning of the last observed year (1994), that is, from the example 261 on. So

505

we selected the last 66 examples as a drifted set of our interest.

21

506

Detecting the concept drift with a structural change test. For quantitative

507

evaluation of the concept drift structural change statistical tests has been used. Re-

508

sults of the F test performed on the original non-smoothed data (the raw 0/1 data of

509

Fig. 5) are shown in Fig. 7. On the significance level of = 0.05, we can detects

510

structural changes in first 30 patients in year 1991 as well as in the patients from

511

261 on in year 1994. The first structural change was admittedly caused by a biased

512

data collection, while the second one truly represents a concept drift (actually a

513

changed context in data acquisition).

[Figure 7 about here.]

514

515

We wanted to check if this concept drift is also reflected in the structure of the

516

data. For this purpose we plotted the most important principal components for each

517

patient (Fig. 8) and tested it for a structural change (Fig. 9). On average, the most

518

important principal component explained about 35% of total data variance. As one

519

can see in both figures, there are no significant trends or regularities in Fig. 8,

520

although the components are slightly decreasing with time. Also, the test statistic

521

values of the structural change F test are far below the critical value on signifi-

522

cance level = 0.05. Clearly, unsupervised testing of principal components is not

523

very promising. A much better unsupervised approach seems to be transductive

524

reliability estimation (Fig. 6).

525

[Figure 8 about here.]

526

[Figure 9 about here.]

527

We also experimented with real-time monitoring of the data in order to detect

528

the structural change as soon as possible. As suggested by Leisch [26], we started

529

after a history phase without structural changes (we left the first 30 patients out)

530

and incrementally analyzed and tested new observations for a structural change.
22

531

We found out that the F test is quite responsive in this matter, it correctly found

532

the location (patient 261) of the significant structural change 23 patients after the

533

actual start of the drift. The 23 patients correspond to approximately three months

534

in real time.

535

In Fig. 10 there is a situation 20 patients after the beginning of the drift, when

536

it wasnt detected yet. In contrast, Fig. 11 depicts a situation 25 patients after the

537

beginning of the drift, when the presence of structural change and its location in

538

time is already located ( = 0.05).

539

[Figure 10 about here.]

540

[Figure 11 about here.]

541

If the data were monitored continuously in clinical practice, the drift could have

542

been detected a few months after its beginning, and not ten years later.

543

4.2.3 Dealing with the concept drift

544

For dealing with the concept drift we applied windowing as well as linear and

545

kernel-based gradual forgetting (Sec. 2.4.3). We used the first 261 non-drifted

546

examples for parameter optimization (window size, slope and kernel parameter).

547

In order to evaluate the quality of obtained parameters, we also optimized the pa-

548

rameters on the drifted set. For comparison we selected the best achieved results.

549

The obtained parameter values were tested on the last 66 drifted examples, and

550

the results are compared in Tab. 2. Fig. 12 depicts variations of classification

551

accuracy with different parameter settings.

552

[Table 2 about here.]

553

[Figure 12 about here.]

23

554

As we can see, differences in accuracy between optimized and actual best pa-

555

rameter values exist, but they are small. By using the optimized parameter values

556

the average performance on the whole dataset was 94-95% for all three methods.

557

We cannot say that any of them (windowing, linear or kernel-based forgetting) is

558

significantly better than the other ones. However, we can see an improvement in

559

overall accuracy for naive Bayesian classifier by 4%. This is no small achievement,

560

since it actually reduces the error rate by 44% (from 9% to 5%). But more than

561

this it is important that the performance on the drifted examples (last 66) is much

562

higher (by 20%) for naive Bayesian classifier (from 64% to 83-85%). This means

563

that we can almost level the performance on this problematic subset with overall

564

performance and should equal to it when a few more training examples arrive.

565

In Figs. 13 and 14 we compare classification accuracy of the ordinary naive

566

Bayesian classifier with windowing and gradual forgetting methods for different

567

parameter values. For training ordinary naive Bayesian classifier, non-drifted ex-

568

amples (first 261) were used, and leave-one-out testing was performed, the others

569

were added in training set and tested incrementally.

570

[Figure 13 about here.]

571

[Figure 14 about here.]

572

5 Discussion

573

In the paper we have focused on, and briefly reviewed some approaches for han-

574

dling of both explicit temporal (time-stamped) and implicit temporal data.

575

Explicit temporal data (time series) are frequently used in medical and other

576

studies. We briefly reviewed numerical (time series analysis) and symbolic (tem-

577

poral abstractions) methods for dealing with abundant temporal data. They are

24

578

especially useful for qualitative description, summarization, and reasoning on tem-

579

poral data.

580

On the other hand, in implicit temporal data the temporal component is hidden,

581

yet always present, and determines their ordering, as were collected over certain

582

periods of time. More often than not, the hidden temporal components of collected

583

datasets are ignored. This may cause unfortunate anomalies and worsen results, as

584

shown in our case study.

585

We reviewed statistical methods for detecting the structural change (concept

586

drift), and three different machine learning methods for dealing with changing

587

(drifting) concepts: windowing and gradual (linear or kernel-based) forgetting. We

588

found out that in our case study of coronary artery disease diagnostics all perform

589

reasonably well. While they all require setting certain parameters, they can be

590

automatically tuned on the training set [20], and nearly optimal results can be ex-

591

pected. In windowing, at most n (size of the training set) re-runs of the training

592

algorithm are required for window size selection, whereas for gradual forgetting

593

linear optimization with desired precision for respective parameter is sufficient.

594

We can detect concept drift only after it has happened, so we always have

595

some data available. It can be detected by using classification accuracy (in diag-

596

nostic problems) or reliability estimation (in prognostic problems), quantitatively

597

evaluated by statistical structural change tests (such as F test) with a prescribed

598

confidence level. Our experiments with monitoring for a structural change tests

599

show that they are able to precisely and quickly locate the starting point of concept

600

drift. Namely, one should rebuild (re-learn) the model only when absolutely neces-

601

sary and adjust suitable parameters (e.q. window size, slope or kernel parameter)

602

to compensate for the drift. This is especially important for practical applications,

603

where rebuilding a model is not performed every time when a new training exam-

604

ple arrives. Model rebuilding may require a presence of a machine learning expert,

25

605

especially if learning parameters need to be changed. Often a generated model is

606

stored and used independently of the learner (e.g. in a handheld device, or even

607

printed on a paper). In such cases a model should be rebuilt and deployed only

608

when it is really necessary.

609

In our case study of coronary artery disease diagnostics we managed to achieve

610

overall improvement of 4% compared to ordinary naive Bayesian classifiers result.

611

Since it actually reduces the (already low) error rate by 44% (from 9% to 5%), it

612

is no small achievement. The improvement was most notable in last 66 drifted

613

examples, where it was about 20% (from 64% to 83-85%). This means that the

614

performance on this problematic subset is almost levelled with overall performance

615

and should equal to it with a few more training examples.

616

A very encouraging result is also it correct and quick pinpointing of the location

617

(patient 261) of the significant structural change only 23 patients after the actual

618

start of the drift. The 23 patients correspond to approximately three months in real

619

time. If the data were monitored and tested continuously, the drift could have been

620

detected a few months and not ten years after its beginning. We argue that any

621

(online) learning system that is used in practice should use similar techniques at

622

least to detect and possibly deal with drifting concepts.

623

There are several things that can be done to further develop the described meth-

624

ods. Most notably, statistical tests should be integrated with machine learning and

625

data mining methods more thoroughly in order to continuously check for the pos-

626

sibility of a structural change (concept drift) and to guide the re-learning of the

627

models. Also, a weighting scheme for gradual forgetting should be devised, that

628

does not need to be recalculated every time a new training example arrives. This

629

would enable true incremental learning, however it would require from the learner

630

to cope with increasingly large, theoretically unlimited example weights.

631

There is one question left unanswered, and that is how and why in our case

26

632

study a concept drift has occurred in the first place. Since the reasons are rather

633

delicate and personal in their nature, it will suffice to say that there was a serious

634

yet unconscious human error in data acquisition (interpretation of scintigraphic

635

images) caused by professional traumatic experience.

636

Acknowledgements

637

I thank Ciril Groselj, Nuclear Medicine Department, University Medical Centre

638

Ljubljana, for collecting the data, and Michel Dojat, Unite mixte INSERM-UJF

639

U594 Neuroimagerie Fonctionnelle & Metabolique, Grenoble, for pointing to

640

me his most interesting work. This work was supported by the Slovenian Ministry

641

of Education and Science.

642

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737

List of Tables
1
2

CAD data for different diagnostic levels. . . . . . . . . . . . . . .

Experimental results on the drifted data. . . . . . . . . . . . . . .

31

32
33

Diagnostic level
Signs, symptoms and history
Exercise ECG
Myocardial scintigraphy
Coronary angiography
Total attributes
Disease prevalence
Entropy of classes

Diagnostic attributes
Nominal Numeric Total
23
7
30
7
9
16
22
9
31
1
1
53
25
78
70% positive 30% negative
0.89 bit

Table 1: CAD data for different diagnostic levels.

32

Naive
Bayes
Windowed
Linear
Kernel
Physicians
Ordinary Naive Bayes

Parameter
Window size
Slope (k)
Kernel size (k)

Optimized
Value Accuracy
100
85%
0.90
83%
0.25
83%
70%
64%

Best achieved
Value Accuracy
70
88%
0.9
83%
0.17
86%
70%
64%

Table 2: Experimental results on the drifted data.

33

Overall
Accuracy
95%
94%
95%
85%
91%

738

739
740

List of Figures
1
2

741
742
743
744

3
4

745
746
747
748

5
6

749
750
751

7
8

752
753

754
755

10

756
757

11

758
759

12

760
761
762
763

13

764
765
766
767

14

Time series 1 (respiratory sinus arrhythmia). . . . . . . . . . . . .

Time series 1 (respiratory sinus arrhythmia). Results of structural
change tests. Exceeded critical value signal significant ( = 0.05)
structural changes. . . . . . . . . . . . . . . . . . . . . . . . . .
Time series 2 (congestive heart failure). . . . . . . . . . . . . . .
Time series 2 (congestive heart failure). Results of structural change
tests. Exceeded critical value signal significant ( = 0.05) structural changes. . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Time-based variation of classification accuracy in the Nuclear dataset.
Detecting concept drift with classification accuracy and reliability
in the Nuclear dataset. . . . . . . . . . . . . . . . . . . . . . . .
F test for a structural change in data from Fig. 5 (al pha = 0.05). .
Most important principal components, their running median (middle line) and its range (top and bottom line). . . . . . . . . . . . .
F test on the principal components from Fig. 8. All test statistic
are far below critical value ( = 0.05. . . . . . . . . . . . . . . .
Monitoring F test for concept drift (20 drifted examples). Concept
drift is not detected yet. . . . . . . . . . . . . . . . . . . . . . . .
Monitoring F test for concept drift (25 drifted examples). Concept
drift is determined as significant ( = 0.05). . . . . . . . . . . . .
Parameter tuning: performance on the drifted examples. Kernel
and k parameter are represented as a real-value. Window size is
represented as a share of the whole training set (all training examples = 261 = 1.0). . . . . . . . . . . . . . . . . . . . . . . . . . .
Catching up with the drift with windowing in the Nuclear dataset.
Notice the negative effect of too small window size (w=50). . . . .
Catching up with the drift with gradual forgetting in the Nuclear
dataset. Differences between linear and kernel-based forgetting are
almost negligible. . . . . . . . . . . . . . . . . . . . . . . . . . .

34

35

36
37

38
39
40
41
42
43
44
45

46
47

48

100
80
60
V1
40
20
0
0

500

1000

1500

Time

Figure 1: Time series 1 (respiratory sinus arrhythmia).

35

80
60
40

F statistics

20
0

400

600

800

1000

1200

1400

Time

Figure 2: Time series 1 (respiratory sinus arrhythmia). Results of structural change

tests. Exceeded critical value signal significant ( = 0.05) structural changes.

36

100
80
60
V1
40
20
0
0

500

1000

1500

Time

Figure 3: Time series 2 (congestive heart failure).

37

80
60
40

F statistics

20
0

400

600

800

1000

1200

1400

Time

Figure 4: Time series 2 (congestive heart failure). Results of structural change

tests. Exceeded critical value signal significant ( = 0.05) structural changes.

38

Figure 5: Time-based variation of classification accuracy in the Nuclear dataset.

39

100%

80%

60%

40%

Reliability estimation

20%

Averaged reliability
estimation
Averaged classification
accuracy

0%
1991

1992

1993

1994

1995

Figure 6: Detecting concept drift with classification accuracy and reliability in the
Nuclear dataset.

40

12
10
8
6

F statistics

4
2
0
1991

1992

1993

1994

1995

Time

Figure 7: F test for a structural change in data from Fig. 5 (al pha = 0.05).

41

100
50
0

PC 1

50
100
1991

1992

1993

1994

1995

Time

Figure 8: Most important principal components, their running median (middle line)
and its range (top and bottom line).

42

8
6
4

F statistics

2
0
1991

1992

1993

1994

1995

Time

Figure 9: F test on the principal components from Fig. 8. All test statistic are far
below critical value ( = 0.05.

43

12
10
8
6

F statistics

4
2
0

1991

1992

1993

1994

Time

Figure 10: Monitoring F test for concept drift (20 drifted examples). Concept drift
is not detected yet.

44

12
10
8
6

F statistics

4
2
0

1991

1992

1993

1994

Time

Figure 11: Monitoring F test for concept drift (25 drifted examples). Concept drift
is determined as significant ( = 0.05).

45

100%
90%
80%
70%
60%
50%
40%
30%

Windowing

20%

Linear
Kernel

10%
0%
0.0

0.2

0.4

0.6

0.8

1.0

Figure 12: Parameter tuning: performance on the drifted examples. Kernel and
k parameter are represented as a real-value. Window size is represented as a share
of the whole training set (all training examples = 261 = 1.0).

46

Figure 13: Catching up with the drift with windowing in the Nuclear dataset. Notice the negative effect of too small window size (w=50).

47

Figure 14: Catching up with the drift with gradual forgetting in the Nuclear dataset.
Differences between linear and kernel-based forgetting are almost negligible.

48