Individual lactate threshold estimation using recurrent neural networks.A standardization of the temporal axis to homogenize different length time-series.A modified stratified sampling for train-test set splitting of time-series.The system shows good individualization and generalization power.A non-invasive, cost efficient and accessible method to assess lactate threshold. Lactate threshold is considered an essential parameter when assessing performance of elite and recreational runners and prescribing training intensities in endurance sports. However, the measurement of blood lactate concentration requires expensive equipment and the extraction of blood samples, which are inconvenient for frequent monitoring. Furthermore, most recreational runners do not have access to routine assessment of their physical fitness by the aforementioned equipment so they are not able to calculate the lactate threshold without resorting to an expensive and specialized center. Therefore, the main objective of this study is to create an intelligent system capable of estimating the lactate threshold of recreational athletes participating in endurance running sports.The solution here proposed is based on a machine learning system which models the lactate evolution using recurrent neural networks and includes the proposal of standardization of the temporal axis as well as a modification of the stratified sampling method. The results show that the proposed system accurately estimates the lactate threshold of 89.52 of the athletes and its correlation with the experimentally measured lactate threshold is very high (R=0.89). Moreover, its behaviour with the test dataset is as good as with the training set, meaning that the generalization power of the model is high.Therefore, in this study a machine learning based system is proposed as alternative to the traditional invasive lactate threshold measurement tests for recreational runners.
Most of the dynamic modelling problems focus on predicting future values of a single time series based on current and past values, or in other words, learning from historical data. These problems are also known as time-series prediction problems. Depending on the complexity of the problem, these systems can be modeled either using pure auto-regressive techniques as represented in figure A or enriching it with additional input features figure B @cite_4 @cite_47 .
@cite_47 @cite_4
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textabstractForecasting financial time series using past observations has been a significant topic of interest. While temporal relationships in the data exist, they are difficult to analyze and predict accurately due to the non-linear trends and noise present in the series. We propose to learn these dependencies by a convolutional neural network. In particular the focus is on multivariate time series forecasting. Effectively, we use multiple financial time series as input in the neural network, thus conditioning the forecast of a time series x(t) on both its own history as well as that of a second (or third) time series y(t). Training a model on multiple stock series allows the network to exploit the correlation structure between these series so that the network can learn the market dynamics in shorter sequences of data. We show that long-term temporal dependencies in and between financial time series can be learned by means of a deep convolutional neural network based on the WaveNet model [2]. The network makes use of dilated convolutions applied to multiple time series so that the receptive field of the network is wide enough to learn both short and long-term dependencies. The architecture includes batch normalization and uses a 1 × k convolution with parametrized skip connections from the input time series as well as the time series we condition on, in this way learning long-term interdependencies in an efficient manner [1]. This improves the forecast, while at the same time limiting the requirement for a long historical price series and reducing the noise. Knowing the strong performance of CNNs on classification problems we show that they can be applied successfully to forecasting financial time series, without the need of large samples of data. We compare the performance of the WaveNet model to a state-of-the-art fully convolutional network (FCN), and an autoregressive model popular in econometrics and show that our model is much better able to learn important dependencies in between financial time series resulting in a more robust and accurate forecast. A family of probabilistic time series models is developed to analyze the time evolution of topics in large document collections. The approach is to use state space models on the natural parameters of the multinomial distributions that represent the topics. Variational approximations based on Kalman filters and nonparametric wavelet regression are developed to carry out approximate posterior inference over the latent topics. In addition to giving quantitative, predictive models of a sequential corpus, dynamic topic models provide a qualitative window into the contents of a large document collection. The models are demonstrated by analyzing the OCR'ed archives of the journal Science from 1880 through 2000. We have already shown that extracting long-term dependencies from sequential data is difficult, both for determimstic dynamical systems such as recurrent networks, and probabilistic models such as hidden Markov models (HMMs) or input output hidden Markov models (IOHMMs). In practice, to avoid this problem, researchers have used domain specific a-priori knowledge to give meaning to the hidden or state variables representing past context. In this paper, we propose to use a more general type of a-priori knowledge, namely that the temporal dependencies are structured hierarchically. This implies that long-term dependencies are represented by variables with a long time scale. This principle is applied to a recurrent network which includes delays and multiple time scales. Experiments confirm the advantages of such structures. A similar approach is proposed for HMMs and IOHMMs. The temporal dynamics of a complex system such as a social network or a communication network can be studied by understanding the patterns of link appearance and disappearance over time. A critical task along this understanding is to predict the link state of the network at a future time given a collection of link states at earlier time points. In existing literature, this task is known as link prediction in dynamic networks. Solving this task is more difficult than its counterpart in static networks because an effective feature representation of node-pair instances for the case of dynamic network is hard to obtain. To overcome this problem, we propose a novel method for metric embedding of node-pair instances of a dynamic network. The proposed method models the metric embedding task as an optimal coding problem where the objective is to minimize the reconstruction error, and it solves this optimization task using a gradient descent method. We validate the effectiveness of the learned feature representation by utilizing it for link prediction in various real-life dynamic networks. Specifically, we show that our proposed link prediction model, which uses the extracted feature representation for the training instances, outperforms several existing methods that use well-known link prediction features.