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HEPA addresses the scarcity of labeled data for critical time-series events by leveraging a JEPA-based causal Transformer that learns from unlabeled sequences alone. The architecture demonstrates superior performance across 11 domains with significantly fewer tuned parameters and less labeled data compared to leading baselines like Chronos-2. Its ability to output monotonic survival CDFs makes it a robust solution for high-stakes applications such as industrial failure prediction and medical anomaly detection.
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HEPA: A Self-Supervised Horizon-Conditioned Event Predictive Architecture for Time Series

arXiv2 min read

arXiv:2605.11130v4 Announce Type: replace 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. We introduce HEPA (Horizon-conditioned Event Predictive Architecture), built on two key principles. First, a causal Transformer encoder is pretrained via a Joint-Embedding Predictive Architecture (JEPA): a horizon-conditioned predictor learns to forecast future representations rather than future values, forcing the encoder to capture predictable temporal dynamics from unlabeled data alone. Second, we freeze the encoder and finetune only the predictor toward the target event, producing a monotonic survival cumulative distribution function (CDF) over horizons. With fixed architecture and optimiser hyperparameters across all benchmarks, HEPA handles water contamination, cyberattack detection, volatility regimes, and eight further event types across 11 domains, exceeding leading time-series architectures including PatchTST, iTransformer, MAE, and Chronos-2 on at least 10 of 14 benchmarks, with an order of magnitude fewer tuned parameters and, on lifecycle datasets, an order of magnitude less labeled data.

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. We introduce HEPA (Horizon-conditioned Event Predictive Architecture), built on two key principles. First, a causal Transformer encoder is pretrained via a Joint-Embedding Predictive Architecture (JEPA): a horizon-conditioned predictor learns to forecast future representations rather than future values, forcing the encoder to capture predictable temporal dynamics from unlabeled data alone. Second, we freeze the encoder and finetune only the predictor toward the target event, producing a monotonic survival cumulative distribution function (CDF) over horizons. With fixed architecture and optimiser hyperparameters across all benchmarks, HEPA handles water contamination, cyberattack detection, volatility regimes, and eight further event types across 11 domains, exceeding leading time-series architectures including PatchTST, iTransformer, MAE, and Chronos-2 on at least 10 of 14 benchmarks, with an order of magnitude fewer tuned parameters and, on lifecycle datasets, an order of magnitude less labeled data.

Spotlight at FMSD, ICML 2026. Code: this https URL

Machine Learning (cs.LG); Artificial Intelligence (cs.AI)

arXiv:2605.11130 [cs.LG]

(or arXiv:2605.11130v4 [cs.LG] for this version)

Full text under the publisher's open licence · 186 words

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