Modeling temporal event sequences on the vertices of a network is an important problem with widespread applications; examples include modeling influences in social networks, preventing crimes by modeling their space–time occurrences, and forecasting earthquakes. Existing solutions for this problem use a parametric approach, whose applicability is limited to event sequences following some well‐known distributions, which is not true for many real life event datasets. To overcome this limitation, in this work, we propose a composite recurrent neural network model for learning events occurring in the vertices of a network over time. Our proposed model combines two long short‐term memory units to capture base intensity and conditional intensity of an event sequence. We also introduce a second‐order statistic loss that penalizes higher divergence between the generated and the target sequence's distribution of hop count distance of consecutive events. Given a sequence of vertices of a network in which an event has occurred, the proposed model predicts the vertex where the next event would most likely occur. Experimental results on synthetic and real‐world datasets validate the superiority of our proposed model in comparison to various baseline methods.
A deep learning approach for predicting critical events using event logs
Event logs, comprising data on the occurrence of different types of events and associated times, are commonly collected during the operation of modern industrial machines and systems. It is widely believed that the rich information embedded in event logs can be used to predict the occurrence of critical events. In this paper, we propose a recurrent neural network model using time‐to‐event data from event logs not only to predict the time of the occurrence of a target event of interest, but also to interpret, from the trained model, significant events leading to the target event. To improve the performance of our model, sampling techniques and methods dealing with the censored data are utilized. The proposed model is tested on both simulated data and real‐world datasets. Through these comparison studies, we show that the deep learning approach can often achieve better prediction performance than the traditional statistical model, such as, the Cox proportional hazard model. The real‐world case study also shows that the model interpretation algorithm proposed in this work can reveal the underlying physical relationship among events.
more » « less- Award ID(s):
- 1824761
- NSF-PAR ID:
- 10449792
- Publisher / Repository:
- Wiley Blackwell (John Wiley & Sons)
- Date Published:
- Journal Name:
- Quality and Reliability Engineering International
- Volume:
- 37
- Issue:
- 5
- ISSN:
- 0748-8017
- Format(s):
- Medium: X Size: p. 2214-2234
- Size(s):
- p. 2214-2234
- Sponsoring Org:
- National Science Foundation
More Like this
-
more » « less
Abstract -
Continuous-time event data are common in applications such as individual behavior data, financial transactions, and medical health records. Modeling such data can be very challenging, in particular for applications with many different types of events, since it requires a model to predict the event types as well as the time of occurrence. Recurrent neural networks that parameterize time-varying intensity functions are the current state-of-the-art for predictive modeling with such data. These models typically assume that all event sequences come from the same data distribution. However, in many applications event sequences are generated by different sources, or users, and their characteristics can be very different. In this paper, we extend the broad class of neural marked point process models to mixtures of latent embeddings, where each mixture component models the characteristic traits of a given user. Our approach relies on augmenting these models with a latent variable that encodes user characteristics, represented by a mixture model over user behavior that is trained via amortized variational inference. We evaluate our methods on four large real-world datasets and demonstrate systematic improvements from our approach over existing work for a variety of predictive metrics such as log-likelihood, next event ranking, and source-of-sequence identification.more » « less
-
null (Ed.)Adverse event detection is critical for many real-world applications including timely identification of product defects, disasters, and major socio-political incidents. In the health context, adverse drug events account for countless hospitalizations and deaths annually. Since users often begin their information seeking and reporting with online searches, examination of search query logs has emerged as an important detection channel. However, search context - including query intent and heterogeneity in user behaviors - is extremely important for extracting information from search queries, and yet the challenge of measuring and analyzing these aspects has precluded their use in prior studies. We propose DeepSAVE, a novel deep learning framework for detecting adverse events based on user search query logs. DeepSAVE uses an enriched variational autoencoder encompassing a novel query embedding and user modeling module that work in concert to address the context challenge associated with search-based detection of adverse events. Evaluation results on three large real-world event datasets show that DeepSAVE outperforms existing detection methods as well as comparison deep learning auto encoders. Ablation analysis reveals that each component of DeepSAVE significantly contributes to its overall performance. Collectively, the results demonstrate the viability of the proposed architecture for detecting adverse events from search query logs.more » « less
-
Due to the potentially significant benefits for society, forecasting spatio-temporal societal events is currently attracting considerable attention from researchers. Beyond merely predicting the occurrence of future events, practitioners are now looking for information about specific subtypes of future events in order to allocate appropriate amounts and types of resources to manage such events and any associated social risks. However, forecasting event subtypes is far more complex than merely extending binary prediction to cover multiple classes, as 1) different locations require different models to handle their characteristic event subtype patterns due to spatial heterogeneity; 2) historically, many locations have only experienced a incomplete set of event subtypes, thus limiting the local model’s ability to predict previously “unseen” subtypes; and 3) the subtle discrepancy among different event subtypes requires more discriminative and profound representations of societal events. In order to address all these challenges concurrently, we propose a Spatial Incomplete Multi-task Deep leArning (SIMDA) framework that is capable of effectively forecasting the subtypes of future events. The new framework formulates spatial locations into tasks to handle spatial heterogeneity in event subtypes, and learns a joint deep representation of subtypes across tasks. Furthermore, based on the “first law of geography”, spatiallyclosed tasks share similar event subtype patterns such that adjacent tasks can share knowledge with each other effectively. Optimizing the proposed model amounts to a new nonconvex and strongly-coupled problem, we propose a new algorithm based on Alternating Direction Method of Multipliers (ADMM) that can decompose the complex problem into subproblems that can be solved efficiently. Extensive experiments on six real-world datasets demonstrate the effectiveness and efficiency of the proposed model.more » « less
-
Process Mining is a technique for extracting process models from event logs. Event logs contain abundant explicit information related to events, such as the timestamp and the actions that trigger the event. Much of the existing process mining research has focused on discovering the process models behind these event logs. However, Process Mining relies on the assumption that these event logs contain accurate representations of an ideal set of processes. These ideal sets of processes imply that the information contained within the log represents what is really happening in a given environment. However, many of these event logs might contain noisy, infrequent, missing, or false process information that is generally classified as outliers. Extending beyond process discovery, there are many research efforts towards cleaning the event logs to deal with these outliers. In this paper, we present an approach that uses hidden Markov models to filter out outliers from event logs prior to applying any process discovery algorithms. Our proposed filtering approach can detect outlier behavior, and consequently, help process discovery algorithms return models that better reflect the real processes within an organization. Furthermore, we show that this filtering method outperforms two commonly used filtering approaches, namely the Matrix Filter approach and the Anomaly Free Automation approach for both artificial event logs and real-life event logs.more » « less
