论文标题

带有可穿戴设备的高频数据的贝叶斯隐藏的半马尔科夫模型,具有协变量的状态持续时间参数

A Bayesian Hidden Semi-Markov Model with Covariate-Dependent State Duration Parameters for High-Frequency Data from Wearable Devices

论文作者

Rojas-Salazar, Shirley, Schliep, Erin M., Wikle, Christopher K., Hawkey, Matthew

论文摘要

可穿戴设备在运动中收集的数据提供了有关运动员行为的有价值信息,例如他们的活动,表现和能力。这些时间序列数据可以使用隐藏的马尔可夫和半马尔科夫模型(HMM和HSMM)等方法进行研究,以进行各种目的,包括活动识别和事件检测。 HSMM通过明确对每个状态所花费的时间进行建模来扩展HMM。在离散的HSMM中,每个状态的持续时间都可以用零截断的泊松分布进行建模,其中持续时间参数可能是特定于状态但恒定的。我们通过允许特定于状态的持续时间参数在时间上变化并将其建模为已知协变量的函数来扩展HSMM,并将其建模为源自可穿戴设备的已知协变量,并在一段时间内观察到状态过渡。此外,鉴于可穿戴设备的高频数据可以违反HSMM的有条件独立性假设,因此我们提出了一种数据亚采样方法。我们将模型应用于大联盟足球比赛中足球裁判中收集的可穿戴设备数据。我们对裁判对游戏需求的生理反应进行建模,并确定与每个州持续时间相关的这些需求的重要时变效果。

Data collected by wearable devices in sports provide valuable information about an athlete's behavior such as their activity, performance, and ability. These time series data can be studied with approaches such as hidden Markov and semi-Markov models (HMM and HSMM) for varied purposes including activity recognition and event detection. HSMMs extend the HMM by explicitly modeling the time spent in each state. In a discrete-time HSMM, the duration in each state can be modeled with a zero-truncated Poisson distribution, where the duration parameter may be state-specific but constant in time. We extend the HSMM by allowing the state-specific duration parameters to vary in time and model them as a function of known covariates derived from the wearable device and observed over a period of time leading up to a state transition. In addition, we propose a data subsampling approach given that high-frequency data from wearable devices can violate the conditional independence assumption of the HSMM. We apply the model to wearable device data collected on a soccer referee in a Major League Soccer game. We model the referee's physiological response to the game demands and identify important time-varying effects of these demands associated with the duration in each state.

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