Exploiting Causality for Improved Prediction of Patient Volumes by Gaussian Processes.

Estimating and surveillance volumes of patients are of great importance for public health and resource allocation. In many situations, the change of these volumes is correlated with many factors, e.g., seasonal environmental variables, medicine sales, and patient medical claims. It is often of interest to predict patient volumes and to that end, discovering causalities can improve the prediction accuracy. Correlations do not imply causations and they can be spurious, which in turn may entail deterioration of prediction performance if the prediction is based on them. By contrast, in this paper, we propose an approach for prediction based on causalities discovered by Gaussian processes. Our interest is in estimating volumes of patients that suffer from allergy and where the model and the results are highly interpretable. In selecting features, instead of only using correlation, we take causal information into account. Specifically, we adopt the Gaussian processes-based convergent cross mapping framework for causal discovery which is proven to be more reliable than the Granger causality when time series are coupled. Moreover, we introduce a novel method for selecting the history or look-back length of features from the perspective of a dynamical system in a principled manner. The quasi-periodicities that commonly exist in observations of volumes of patients and environment variables can readily be accommodated. Further, the proposed method performs well even in cases when the data are scarce. Also, the approach can be modified without much difficulty to forecast other types of patient volumes. We validate the method with synthetic and real-world datasets.