Complex Event Forecasting with Prediction Suffix Trees: Extended Technical Report

• URL: http://arxiv.org/abs/2109.00287v1
• Date: Wed, 1 Sep 2021 09:52:31 GMT
• Title: Complex Event Forecasting with Prediction Suffix Trees: Extended Technical Report
• Authors: Elias Alevizos, Alexander Artikis, Georgios Paliouras
• Abstract summary: Complex Event Recognition (CER) systems have become popular in the past two decades due to their ability to "instantly" detect patterns on real-time streams of events. There is a lack of methods for forecasting when a pattern might occur before such an occurrence is actually detected by a CER engine. We present a formal framework that attempts to address the issue of Complex Event Forecasting.
• Score: 70.7321040534471
• License: http://creativecommons.org/licenses/by/4.0/
• Abstract: Complex Event Recognition (CER) systems have become popular in the past two decades due to their ability to "instantly" detect patterns on real-time streams of events. However, there is a lack of methods for forecasting when a pattern might occur before such an occurrence is actually detected by a CER engine. We present a formal framework that attempts to address the issue of Complex Event Forecasting (CEF). Our framework combines two formalisms: a) symbolic automata which are used to encode complex event patterns; and b) prediction suffix trees which can provide a succinct probabilistic description of an automaton's behavior. We compare our proposed approach against state-of-the-art methods and show its advantage in terms of accuracy and efficiency. In particular, prediction suffix trees, being variable-order Markov models, have the ability to capture long-term dependencies in a stream by remembering only those past sequences that are informative enough. Our experimental results demonstrate the benefits, in terms of accuracy, of being able to capture such long-term dependencies. This is achieved by increasing the order of our model beyond what is possible with full-order Markov models that need to perform an exhaustive enumeration of all possible past sequences of a given order. We also discuss extensively how CEF solutions should be best evaluated on the quality of their forecasts.

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