arXiv Machine Learning

L-FNO: Lorentzian Fourier Neural Operator for Stochastic Event Dynamics

arXiv:2608. 13562v1 Announce Type: new Abstract: Modern operational systems face uncertainty even in routine conditions, where rare, bursty, and self-exciting events emerge from both exogenous covariates and endogenous event dynamics.

arXiv Machine Learning
Jun 9

In-Context Learning of Stochastic Differential Equations with Foundation Inference Models

arXiv:2502. 19049v3 Announce Type: replace Abstract: Stochastic differential equations (SDEs) describe dynamical systems where deterministic flows, governed by a drift function, are superimposed with random fluctuations, dictated by a diffusion function.

By Patrick Seifner, Kostadin Cvejoski, David Berghaus, Cesar Ojeda, Ramses J. Sanchez
arXiv Machine Learning
Sep 23

Event-Based Early Warning of Vineyard Disease Risk from Environmental Time Series

The paper proposes an event-based approach to predict transitions into vineyard disease‑risk periods within a 3–7 day window, rather than daily disease status. It defines events only after a minimum disease‑free gap to reduce label fragmentation and uses multi‑year agro‑meteorological data to capture humidity, rainfall, temperature, and seasonal patterns. Experiments with XGBoost, LSTM, and TCN models show that this formulation improves short‑horizon warning, highlighting trade‑offs among recall, lead time, and false alerts.

By Ivica Dimitrovski, Ivan Kitanovski, Danco Davcev, Slobodan Kalajdziski, Kosta Mitreski
arXiv AI
Jun 4

HEPA: A Self-Supervised Horizon-Conditioned Event Predictive Architecture for Time Series

arXiv:2605. 11130v4 Announce Type: replace-cross Abstract: Critical events in multivariate time series, from turbine failures to cardiac arrhythmias, demand accurate prediction, yet labeled data is scarce because such events are rare and costly to annotate.

By Jonas Petersen, Gian-Alessandro Lombardi, Riccardo Maggioni, Camilla Mazzoleni, Federico Martelli, Philipp Petersen
arXiv Machine Learning
Sep 3

A Unified Particle Filter LSTM for Data-Driven Process Simulation

The paper introduces a Unified Particle Filter LSTM (Unified PF‑LSTM) for data‑driven process simulation, which maintains a weighted set of recurrent‑state hypotheses to better capture latent process conditions from incomplete event logs. By summarizing this particle belief with a weighted mean and moment‑generating‑function features, the model predicts next‑activity probabilities and conditional sojourn‑time quantiles. Experiments on three real‑world emergency department datasets show that the framework consistently outperforms existing data‑driven baselines in reproducing routing, duration, and system‑level behavior, especially when process dynamics are only partially reflected in the logs.

By Parvin Malekzadeh, Opher Baron, Dmitry Krass
arXiv Machine Learning
Sep 2

A convolutional framework for detecting event-driven dynamics in energy price series

The paper introduces a convolutional neural network framework for detecting event-driven dynamics in univariate time‑series windows, showing that it can represent classifiers based on range, maximum drawup, maximum drawdown, and slope change, and can uniformly approximate realised volatility and autoregressive explosiveness. It provides error bounds for representative rules in finite samples and an oracle inequality for learning across them, with simulations indicating that the model matches or outperforms individual‑statistic classifiers as training data increases. In an application to six daily energy price series, a hierarchical CNN identifies event windows and families, correctly detecting geopolitical dynamics around the 2026 Iran war and a natural gas spike linked to weather without retraining on post‑February 2026 data.

By Caixia Xu, Piotr Fryzlewicz