


9 Oct 2025
What problem(s) does our research focus on?
Research Questions and How We Address Them
Methodology & Approach
Progress so far?
What problem(s) does our research focus on?
Research Questions and How We Address Them
Methodology & Approach
Progress so far?

Problem
Why it matters
Poorly managed discharge processes negatively affect both individuals and patient flow through hospitals, creating bottlenecks that increase pressure on all healthcare services.
Who it impacts
Patients, healthcare professionals, and the overall healthcare system.
What problem(s) does our research focus on?
Research Questions and How We Address Them
Methodology & Approach
Progress so far?
What problem(s) does our research focus on?
Research Questions and How We Address Them
Methodology & Approach
Progress so far?

What problem(s) does our research focus on?
Research Questions and How We Address Them
Methodology & Approach
Progress so far?
Regime-Switching AutoRegressive Hidden Markov Model (RS-ARHMM)
Let \(y_t\) be the observed value at time \(t\), modeled as a function of its \(p\) lagged values, the regime-specific parameters associated with the hidden state \(s_t\), and exogenous variables \(\mathbf{X}_t = (X_{t1}, \ldots, X_{tM})\).
The RS-ARHMM can be expressed as follows:
\[ y_t^{(s)} = \beta_{0}^{(s)} + \sum_{i=1}^{p} \beta_{i}^{(s)} \, y_{t-i} + \sum_{j=1}^{M} \beta_{p+j}^{(s)} \, X_{tj} + \epsilon_t^{(s)}, \]
Parameter estimation: EM (Expectation-Maximization) Algorithm
Iteratively estimates parameters \(\Theta = \{\beta^{(s)}, \sigma^{2(s)}, P, \pi\}\) to maximize likelihood.
Alternates between two steps:
Benchmark models
Statistical models:
Exponential Smoothing (ETS): A state space time series model capturing level, trend, and seasonality.Linear Regression: A statistical model that estimates the linear relationship between predictors and a response variable.Lasso Regression: A regression method with L1 regularization, useful for variable selection and preventing overfitting.Machine Learning models:
XGBoost: An optimized gradient boosting library designed to be highly efficient and flexible.LightGBM: A gradient boosting framework that uses tree-based learning algorithms, known for its speed and efficiency. It uses leaf-wise tree growth.Random Forest: An ensemble learning method that builds multiple decision trees and merges them together to get predictions.Probabilistic Forecasting - Conformal Prediction
A distribution-free method for constructing prediction intervals
A way to quantify the uncertainty of point forecasts by generating prediction intervals
