Ensemble of HMMs for Sequence Prediction on Multivariate Biomedical Data

Background: Biomedical data are usually collections of longitudinal data assessed at certain points in time. Clinical observations assess the presences and severity of symptoms, which are the basis for the description and modeling of disease progression. Deciphering potential underlying unknowns from the distinct observation would substantially improve the understanding of pathological cascades. Hidden Markov Models (HMMs) have been successfully applied to the processing of possibly noisy continuous signals. We apply ensembles of HMMs to categorically distributed multivariate time series data, leaving space for expert domain knowledge in the prediction process. Methods: We use an ensemble of HMMs to predict the loss of free walking ability as one major clinical deterioration in the most common autosomal dominantly inherited ataxia disorder worldwide. Results: We present a prediction pipeline that processes data paired with a configuration file, enabling us to train, validate and query an ensemble of HMMs. In particular, we provide a theoretical and practical framework for multivariate time-series inference based on HMMs that includes constructing multiple HMMs, each to predict a particular observable variable. Our analysis is conducted on pseudo-data, but also on biomedical data based on Spinocerebellar ataxia type 3 disease. Conclusions: We find that the model shows promising results for the data we tested. The strength of this approach is that HMMs are well understood, probabilistic and interpretable models, setting it apart from most Deep Learning approaches. We publish all code and evaluation pseudo-data in an open-source repository.