Time-Series Analysis via Low-Rank Matrix Factorization Applied to Infant-Sleep Data

Abstract

We propose a nonparametric model for time series with missing data based on low-rank matrix factorization. The model expresses each instance in a set of time series as a linear combination of a small number of shared basis functions. Constraining the functions and the corresponding coefficients to be nonnegative yields an interpretable low-dimensional representation of the data. A time-smoothing regularization term ensures that the model captures meaningful trends in the data, instead of overfitting short-term fluctuations. The low-dimensional representation makes it possible to detect outliers and cluster the time series according to the interpretable features extracted by the model, and also to perform forecasting via kernel regression. We apply our methodology to a large real-world dataset of infant-sleep data gathered by caregivers with a mobile-phone app. Our analysis automatically extracts daily-sleep patterns consistent with the existing literature. This allows us to compute sleep-development trends for the cohort, which characterize the emergence of circadian sleep and different napping habits. We apply our methodology to detect anomalous individuals, to cluster the cohort into groups with different sleeping tendencies, and to obtain improved predictions of future sleep behavior.