arXiv:2602.19531cs.LGcs.AI2026-02中稿 · publication in APS…

用统计特征替代复杂建模,高效处理带缺失值的医疗时间序列

A Statistical Approach for Modeling Irregular Multivariate Time Series with Missing Observations

  • 提取每变量的均值、标准差及变化特征,消除时间轴依赖
  • 在4个生物医学数据集上超越主流模型0.5%-1.7%性能,计算量更低
  • 缺失模式本身可含预测信号,适用于可解释性要求高的场景

带有缺失值的不规则多变量时间序列在医疗等领域带来建模挑战。我们提出一种简单有效的方法:通过提取与时间无关的统计特征来消除时间轴。对每个变量计算四个关键特征——观测值的均值与标准差,以及相邻观测间变化的均值与变异性,形成固定维度表示。这些特征用于逻辑回归、XGBoost等标准分类器。在四个生物医学数据集(PhysioNet Challenge 2012, 2019, PAMAP2, MIMIC-III)上,该方法达到领先性能,较近期的Transformer和图模型在AUROC/AUPRC上提升0.5-1.7%,在准确率/F1分数上提升1.1-1.7%,同时显著降低计算复杂度。消融实验表明,性能提升主要来自特征提取而非分类器选择,且该统计特征优于原始数据或插补输入。特别地,在脓毒症预测(PhysioNet 2019)中,仅使用缺失指示符即可达94.2% AUROC,仅比使用原始数据低1.6%,说明缺失模式本身蕴含预测信息。结果挑战了复杂时序建模的必要性,为不规则时间序列分类提供高效可解释的解决方案。

原文摘要 · Abstract (English)

Irregular multivariate time series with missing values present significant challenges for predictive modeling in domains such as healthcare. While deep learning approaches often focus on temporal interpolation or complex architectures to handle irregularities, we propose a simpler yet effective alternative: extracting time-agnostic summary statistics to eliminate the temporal axis. Our method computes four key features per variable-mean and standard deviation of observed values, as well as the mean and variability of changes between consecutive observations to create a fixed-dimensional representation. These features are then utilized with standard classifiers, such as logistic regression and XGBoost. Evaluated on four biomedical datasets (PhysioNet Challenge 2012, 2019, PAMAP2, and MIMIC-III), our approach achieves state-of-the-art performance, surpassing recent transformer and graph-based models by 0.5-1.7% in AUROC/AUPRC and 1.1-1.7% in accuracy/F1-score, while reducing computational complexity. Ablation studies demonstrate that feature extraction-not classifier choice-drives performance gains, and our summary statistics outperform raw/imputed input in most benchmarks. In particular, we identify scenarios where missing patterns themselves encode predictive signals, as in sepsis prediction (PhysioNet, 2019), where missing indicators alone can achieve 94.2% AUROC with XGBoost, only 1.6% lower than using original raw data as input. Our results challenge the necessity of complex temporal modeling when task objectives permit time-agnostic representations, providing an efficient and interpretable solution for irregular time series classification.

时间序列缺失值医疗AI统计建模

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