How do you model the prediction of upcoming point events from signatures in features? • /r/MachineLearning

I know supervised learning methods and basics of time series analysis, but what is a natural way to model prediction of events? Let's say I have created a lot time-dependent features. Every now and then, a particular event occurs, which is just a point event and not a value in my features. But I expect that before those events a signature in my features builds up, which indicates that the event is likely to occur some time in the future. The most basic thing would be to pick time steps, and at each step use supervised learning predict the probability that the event will occur within some time.