Probabilistic Forecasting of Business Process Executions with Neural Temporal Point Processes

Abstract:Operators of service-based systems act on forecasts of how a running execution will continue, and such a forecast is actionable only if its reliability is known. Mainstream deep-learning models for this task are discriminative and deterministic: they emit a single next activity and a single remaining-time estimate, without a distribution to reason over. We instead cast the problem as generative sequence modelling with marked temporal point processes, which define a joint density over the next mark and its inter-event time and therefore deliver predictive distributions by construction. Real event logs violate the simple-point-process assumption these models rest on, since consecutive events frequently carry identical timestamps; we handle such ties explicitly and combine a transformer encoder with a mixture decoder over inter-event times, trained by exact log-likelihood. On ten public logs, the resulting model matches discriminative baselines on point accuracy, dominates them on the calibration and sharpness of remaining-time distributions, and is the cheapest at inference, since a full predictive distribution is obtained in a single forward pass without sampling.

Machine Learning (cs.LG)

arXiv:2609.21382 [cs.LG]

(or arXiv:2609.21382v1 [cs.LG] for this version)

https://doi.org/10.48550/arXiv.2609.21382 Focus to learn more arXiv-issued DOI via DataCite (pending registration)

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