prediction horizon
Hybrid Feature Learning with Time Series Embeddings for Equipment Anomaly Prediction
In predictive maintenance of equipment, deep learning-based time series anomaly detection has garnered significant attention; however, pure deep learning approaches often fail to achieve sufficient accuracy on real-world data. This study proposes a hybrid approach that integrates 64-dimensional time series embeddings from Granite TinyTimeMixer with 28-dimensional statistical features based on domain knowledge for HVAC equipment anomaly prediction tasks. Specifically, we combine time series embeddings extracted from a Granite TinyTimeMixer encoder fine-tuned with LoRA (Low-Rank Adaptation) and 28 types of statistical features including trend, volatility, and drawdown indicators, which are then learned using a LightGBM gradient boosting classifier. In experiments using 64 equipment units and 51,564 samples, we achieved Precision of 91--95\% and ROC-AUC of 0.995 for anomaly prediction at 30-day, 60-day, and 90-day horizons. Furthermore, we achieved production-ready performance with a false positive rate of 1.1\% or less and a detection rate of 88--94\%, demonstrating the effectiveness of the system for predictive maintenance applications. This work demonstrates that practical anomaly detection systems can be realized by leveraging the complementary strengths between deep learning's representation learning capabilities and statistical feature engineering.
- North America > United States (0.14)
- Asia > Japan > Honshū > Kantō > Tokyo Metropolis Prefecture > Tokyo (0.14)
- North America > United States (0.14)
- North America > Trinidad and Tobago > Trinidad > Arima > Arima (0.04)
- Asia > China > Beijing > Beijing (0.04)
- (2 more...)
- Information Technology (0.92)
- Energy > Power Industry (0.67)
KANFormer for Predicting Fill Probabilities via Survival Analysis in Limit Order Books
Zhong, Jinfeng, Bacry, Emmanuel, Guilloux, Agathe, Muzy, Jean-François
This paper introduces KANFormer, a novel deep-learning-based model for predicting the time-to-fill of limit orders by leveraging both market- and agent-level information. KANFormer combines a Dilated Causal Convolutional network with a Transformer encoder, enhanced by Kolmogorov-Arnold Networks (KANs), which improve nonlinear approximation. Unlike existing models that rely solely on a series of snapshots of the limit order book, KANFormer integrates the actions of agents related to LOB dynamics and the position of the order in the queue to more effectively capture patterns related to execution likelihood. We evaluate the model using CAC 40 index futures data with labeled orders. The results show that KANFormer outperforms existing works in both calibration (Right-Censored Log-Likelihood, Integrated Brier Score) and discrimination (C-index, time-dependent AUC). We further analyze feature importance over time using SHAP (SHapley Additive exPlanations). Our results highlight the benefits of combining rich market signals with expressive neural architectures to achieve accurate and interpretabl predictions of fill probabilities.
- Europe > United Kingdom > England > Cambridgeshire > Cambridge (0.04)
- Europe > France > Île-de-France > Paris > Paris (0.04)
Multi-Scenario Highway Lane-Change Intention Prediction: A Physics-Informed AI Framework for Three-Class Classification
Shi, Jiazhao, Lin, Yichen, Hua, Yiheng, Wang, Ziyu, Zhang, Zijian, Zheng, Wenjia, Song, Yun, Lu, Kuan, Lu, Shoufeng
Lane-change maneuvers are a leading cause of highway accidents, underscoring the need for accurate intention prediction to improve the safety and decision-making of autonomous driving systems. While prior studies using machine learning and deep learning methods (e.g., SVM, CNN, LSTM, Transformers) have shown promise, most approaches remain limited by binary classification, lack of scenario diversity, and degraded performance under longer prediction horizons. In this study, we propose a physics-informed AI framework that explicitly integrates vehicle kinematics, interaction feasibility, and traffic-safety metrics (e.g., distance headway, time headway, time-to-collision, closing gap time) into the learning process. lane-change prediction is formulated as a three-class problem that distinguishes left change, right change, and no change, and is evaluated across both straight highway segments (highD) and complex ramp scenarios (exiD). By integrating vehicle kinematics with interaction features, our machine learning models, particularly LightGBM, achieve state-of-the-art accuracy and strong generalization. Results show up to 99.8% accuracy and 93.6% macro F1 on highD, and 96.1% accuracy and 88.7% macro F1 on exiD at a 1-second horizon, outperforming a two-layer stacked LSTM baseline. These findings demonstrate the practical advantages of a physics-informed and feature-rich machine learning framework for real-time lane-change intention prediction in autonomous driving systems.
- North America > United States > Pennsylvania > Philadelphia County > Philadelphia (0.14)
- North America > United States > New York > New York County > New York City (0.04)
- Europe > Germany (0.04)
- (4 more...)
Are Foundation Models Useful for Bankruptcy Prediction?
Kostrzewa, Marcin, Furman, Oleksii, Furman, Roman, Tomczak, Sebastian, Zięba, Maciej
Foundation models have shown promise across various financial applications, yet their effectiveness for corporate bankruptcy prediction remains systematically unevaluated against established methods. We study bankruptcy forecasting using Llama-3.3-70B-Instruct and TabPFN, evaluated on large, highly imbalanced datasets of over one million company records from the Visegrád Group. We provide the first systematic comparison of foundation models against classical machine learning baselines for this task. Our results show that models such as XGBoost and CatBoost consistently outperform foundation models across all prediction horizons. LLM-based approaches suffer from unreliable probability estimates, undermining their use in risk-sensitive financial settings. TabPFN, while competitive with simpler baselines, requires substantial computational resources with costs not justified by performance gains. These findings suggest that, despite their generality, current foundation models remain less effective than specialized methods for bankruptcy forecasting.
Learning-based Radio Link Failure Prediction Based on Measurement Dataset in Railway Environments
Chou, Po-Heng, Lin, Da-Chih, Wei, Hung-Yu, Saad, Walid, Tsao, Yu
In this paper, a measurement-driven framework is proposed for early radio link failure (RLF) prediction in 5G non-standalone (NSA) railway environments. Using 10 Hz metro-train traces with serving and neighbor-cell indicators, we benchmark six models, namely CNN, LSTM, XGBoost, Anomaly Transformer, PatchTST, and TimesNet, under varied observation windows and prediction horizons. When the observation window is three seconds, TimesNet attains the highest F1 score with a three-second prediction horizon, while CNN provides a favorable accuracy-latency tradeoff with a two-second horizon, enabling proactive actions such as redundancy and adaptive handovers. The results indicate that deep temporal models can anticipate reliability degradations several seconds in advance using lightweight features available on commercial devices, offering a practical path to early-warning control in 5G-based railway systems.
- North America > United States > California > San Francisco County > San Francisco (0.14)
- Asia > Taiwan > Taiwan Province > Taipei (0.05)
- North America > Canada > Quebec > Montreal (0.05)
- (4 more...)
Multi-step Predictive Coding Leads To Simplicity Bias
Predictive coding is a framework for understanding the formation of low-dimensional internal representations mirroring the environment's latent structure. The conditions under which such representations emerge remain unclear. In this work, we investigate how the prediction horizon and network depth shape the solutions of predictive coding tasks. Using a minimal abstract setting inspired by prior work, we show empirically and theoretically that sufficiently deep networks trained with multi-step prediction horizons consistently recover the underlying latent structure, a phenomenon explained through the Ordinary Least Squares estimator structure and biases in learning dynamics. We then extend these insights to nonlinear networks and complex datasets, including piecewise linear functions, MNIST, multiple latent states and higher dimensional state geometries. Our results provide a principled understanding of when and why predictive coding induces structured representations, bridging the gap between empirical observations and theoretical foundations.
Forecasting Thermospheric Density with Transformers for Multi-Satellite Orbit Management
Bös, Cedric, Bortotto, Alessandro, Ben-Larbi, Mohamed Khalil
Accurate thermospheric density prediction is crucial for reliable satellite operations in Low Earth Orbits, especially at high solar and geomagnetic activity. Physics-based models such as TIE-GCM offer high fidelity but are computationally expensive, while empirical models like NRLMSIS are efficient yet lack predictive power. This work presents a transformer-based model that forecasts densities up to three days ahead and is intended as a drop-in replacement for an empirical baseline. Unlike recent approaches, it avoids spatial reduction and complex input pipelines, operating directly on a compact input set. Validated on real-world data, the model improves key prediction metrics and shows potential to support mission planning.
- North America > United States > Massachusetts > Suffolk County > Boston (0.04)
- North America > United States > Arizona (0.04)
- Europe > Germany (0.04)
- Government (0.34)
- Aerospace & Defense (0.34)
LLM-Integrated Bayesian State Space Models for Multimodal Time-Series Forecasting
Cho, Sungjun, Shin, Changho, Jo, Suenggwan, Yan, Xinya, Chaudhuri, Shourjo Aditya, Sala, Frederic
Forecasting in the real world requires integrating structured time-series data with unstructured textual information, but existing methods are architecturally limited by fixed input/output horizons and are unable to model or quantify uncertainty. We address this challenge by introducing LLM-integrated Bayesian State space models (LBS), a novel probabilistic framework for multimodal temporal forecasting. At a high level, LBS consists of two components: (1) a state space model (SSM) backbone that captures the temporal dynamics of latent states from which both numerical and textual observations are generated and (2) a pretrained large language model (LLM) that is adapted to encode textual inputs for posterior state estimation and decode textual forecasts consistent with the latent trajectory. This design enables flexible lookback and forecast windows, principled uncertainty quantification, and improved temporal generalization thanks to the well-suited inductive bias of SSMs toward modeling dynamical systems. Experiments on the TextTimeCorpus benchmark demonstrate that LBS improves the previous state-of-the-art by 13.20% while providing human-readable summaries of each forecast. Our work is the first to unify LLMs and SSMs for joint numerical and textual prediction, offering a novel foundation for multimodal temporal reasoning.
- North America > United States > District of Columbia > Washington (0.04)
- North America > United States > Wisconsin > Dane County > Madison (0.04)
- North America > United States > Ohio (0.04)
- (2 more...)