Modeling Binary Time Series Using Gaussian Processes with Application to Predicting Sleep States

Xu Gao, Babak Shahbaba, Hernando Ombao

Research output: Contribution to journalArticlepeer-review

5 Scopus citations


Motivated by the problem of predicting sleep states, we develop a mixed effects model for binary time series with a stochastic component represented by a Gaussian process. The fixed component captures the effects of covariates on the binary-valued response. The Gaussian process captures the residual variations in the binary response that are not explained by covariates and past realizations. We develop a frequentist modeling framework that provides efficient inference and more accurate predictions. Results demonstrate the advantages of improved prediction rates over existing approaches such as logistic regression, generalized additive mixed model, models for ordinal data, gradient boosting, decision tree and random forest. Using our proposed model, we show that previous sleep state and heart rates are significant predictors for future sleep states. Simulation studies also show that our proposed method is promising and robust. To handle computational complexity, we utilize Laplace approximation, golden section search and successive parabolic interpolation. With this paper, we also submit an R-package (HIBITS) that implements the proposed procedure.
Original languageEnglish (US)
Pages (from-to)549-579
Number of pages31
JournalJournal of Classification
Issue number3
StatePublished - Oct 2 2018

Bibliographical note

KAUST Repository Item: Exported on 2020-10-01
Acknowledgements: The authors thank the anonymous reviewers for providing insightful comments and suggestions. This work was supported in part by grants awards to H. Ombao (NSF DMS 1509023 and NSF MMS 1461543) and B. Shahbaba (NIH R01-AI107034 and NSF DMS1622490).


Dive into the research topics of 'Modeling Binary Time Series Using Gaussian Processes with Application to Predicting Sleep States'. Together they form a unique fingerprint.

Cite this