Online recovery of missing values in vital signs data streams using low-rank matrix completion

Continuous, automated, electronic patient vital signs data are important to physicians in evaluating traumatic brain injury (TBI) patients' physiological status and reaching timely decisions for therapeutic interventions. However, missing values in the medical data streams hinder applying many standard statistical or machine learning algorithms and result in losing some episodes of clinical importance. In this paper, we present a novel approach to filling missing values in streams of vital signs data. We construct sequences of Hankel matrices from vital signs data streams, find that these matrices exhibit low-rank, and utilize low-rank matrix completion methods from compressible sensing to fill in the missing data. We demonstrate that our approach always substantially outperforms other popular fill-in methods, like k-nearest-neighbors and expectation maximization. Further, we show that our approach recovers thousands of simulated missing data for intracranial pressure, a critical stream of measurements for guiding clinical interventions and monitoring traumatic brain injuries.