A time-series classification framework for individual-level absenteeism prediction under severe class imbalance
- URL: http://arxiv.org/abs/2606.31532v1
- Date: Tue, 30 Jun 2026 11:44:52 GMT
- Title: A time-series classification framework for individual-level absenteeism prediction under severe class imbalance
- Abstract summary: Staff absenteeism imposes substantial operational costs in high-demand work environments.<n>We propose a Time Series Classification framework that separates historical attendance sequences from future absence labels.
- Score: 0.0
- License: http://creativecommons.org/licenses/by/4.0/
- Abstract: Staff absenteeism imposes substantial operational costs in high-demand work environments such as healthcare, emergency services, meat processing, construction, and courier and delivery services, where proactive workforce planning depends on reliable individual-level absence prediction. Existing regression and classification approaches share a structural limitation; they map features observed at time t to labels at the same time t, reproducing already-realised outcomes rather than predicting future events, and discard the sequential behavioural structure inherent in individual attendance histories. We propose a Time Series Classification (TSC) framework that separates historical attendance sequences from future absence labels, enabling genuinely proactive prediction. Due to the lack of public longitudinal attendance data, we construct a reproducible simulated dataset calibrated to the UCI dataset. We analyse Binary Focal Loss (BFL) and Geometric Mean (G-Mean) loss under severe class imbalance using only the imbalance ratio $ρ$. For BFL, the initial gradient ratio is $ρα/(1-α)$, implying the balanced weight $α= 1/(1+ρ) \approx 0.023$. Experiments show that performance is governed mainly by $α$, with BFL achieving specificity 0.813 and balanced accuracy 0.888, comparable to G-Mean. Unlike BFL, G-Mean adapts automatically without parameter calibration. Among three deep learning architectures evaluated, Long Short-Term Memory (LSTM), Convolutional Neural Network (CNN), and the hybrid LSTM-Fully Convolutional Network (LSTM-FCN), the LSTM-FCN delivers strong precision and specificity. Stable performance is obtained with batch sizes >= 64 and window sizes between 40-80 days, yielding balanced accuracy of approximately 80% on held-out test data.
Related papers
- VertiFuseX: Generalizable Financial Forecasting via Multi-Stream Temporal Fusion [0.0]
We propose VertiFuseX, a hybrid LSTM architecture using penultimate-layer vertical fusion of multi-scale temporal representations.<n>We evaluate it on 15 years (2010-2024) of closing prices from 10 global equity indices using strict chronological out-of-sample testing.<n>VertiFuseX achieves 30-54% MAPE reductions and over 40% improvements in MAE and RMSE versus LSTM-based baselines.
arXiv Detail & Related papers (2026-09-11T12:54:25Z) - RAVEN: A Regime-Aware Variable-context Expert Network for Financial Time Series Forecasting [83.06074370551887]
A fixed context window is mismatched to the time-varying optimal look-back of non-stationary price processes.<n>We propose a Mixture-of-Experts framework designed to adaptively determine the temporal context for each input sample.<n> Experiments on cumulative log-return prediction (HS300, S&P500) and fund sales forecasting demonstrate that RAVEN achieves SOTA performances, improves Pearson correlation by 9.2% on HS300 and 20.2% on S&P500, and reduces MSE by 18.2% on fund sales forecasting.
arXiv Detail & Related papers (2026-06-23T02:11:04Z) - Customer Churn Prediction on Structured Data Using FT-Transformer and Stacking Ensembles [0.0]
This study introduces a validated hybrid architecture that integrates feature-tokenized transformers (FT-Transformer) with gradient-boosted trees through calibration stacking.<n>The proposed framework addresses persistent gaps in statistical validation, probability, calibration, and found in prior research.<n>On a public bank churn dataset, the hybrid model 62.10% F1, 0.861 AUC-ROC, and 0.647 PR-AUC, outperforming the Multi-Layer Perceptron (MLP) baseline by 3.37 F1 points and 0.027 AUC with 95% confidence intervals reported.
arXiv Detail & Related papers (2026-05-26T23:02:38Z) - Is Capability a Liability? More Capable Language Models Make Worse Forecasts When It Matters Most [11.4807141145402]
In inverse scaling, more capable models produce worse distributional forecasts on forecasting problems with superlinear growth and tail risk of regime change.<n>The pattern appears on ForecastBench-Sim, in forecasting synthetic SIR epidemics with a matched linear control, and replicates in real-world datasets on COVID-19, measles, housing markets, and hyperinflation.<n>This inverse scaling does not appear on single-threshold metrics common in LLM forecasting benchmarks, reversing the sign of the capability--accuracy relationship on identical outputs.
arXiv Detail & Related papers (2026-05-21T16:14:33Z) - Echo State Networks for Time Series Forecasting: Hyperparameter Sweep and Benchmarking [51.56484100374058]
We evaluate whether a fully automatic, purely feedback-driven ESN can serve as a competitive alternative to widely used statistical forecasting methods.<n>Forecast accuracy is measured using MASE and sMAPE and benchmarked against simple benchmarks like drift and seasonal naive and statistical models.
arXiv Detail & Related papers (2026-02-03T16:01:22Z) - Agentic World Modeling for 6G: Near-Real-Time Generative State-Space Reasoning [70.56067503630486]
We argue that sixth-generation (6G) intelligence is not fluent token prediction but calibrated the capacity to imagine and choose.<n>We show that WM-MS3M cuts mean absolute error (MAE) by 1.69% versus MS3M with 32% fewer parameters and similar latency, and achieves 35-80% lower root mean squared error (RMSE) than attention/hybrid baselines with 2.3-4.1x faster inference.
arXiv Detail & Related papers (2025-11-04T17:22:22Z) - Winning the Pruning Gamble: A Unified Approach to Joint Sample and Token Pruning for Efficient Supervised Fine-Tuning [71.30276778807068]
We propose a unified framework that strategically coordinates sample pruning and token pruning.<n>Q-Tuning achieves a +38% average improvement over the full-data SFT baseline using only 12.5% of the original training data.
arXiv Detail & Related papers (2025-09-28T13:27:38Z) - Benchmarking Federated Learning for Throughput Prediction in 5G Live Streaming Applications [5.026196568145574]
This paper presents the first comprehensive benchmarking of federated learning strategies for throughput prediction in realistic 5G edge scenarios.<n>It is found that FedBN consistently delivers robust performance under non-IID conditions.<n>LSTM and Transformer models outperform CNN-based baselines by up to 80% in R2 scores.
arXiv Detail & Related papers (2025-08-11T21:27:40Z) - Adaptive Deadline and Batch Layered Synchronized Federated Learning [66.93447103966439]
Federated learning (FL) enables collaborative model training across distributed edge devices while preserving data privacy, and typically operates in a round-based synchronous manner.<n>We propose ADEL-FL, a novel framework that jointly optimize per-round deadlines and user-specific batch sizes for layer-wise aggregation.
arXiv Detail & Related papers (2025-05-29T19:59:18Z) - Test-time Batch Statistics Calibration for Covariate Shift [66.7044675981449]
We propose to adapt the deep models to the novel environment during inference.
We present a general formulation $alpha$-BN to calibrate the batch statistics.
We also present a novel loss function to form a unified test time adaptation framework Core.
arXiv Detail & Related papers (2021-10-06T08:45:03Z) - Prediction of financial time series using LSTM and data denoising
methods [0.29923891863939933]
This paper proposes an ensemble method based on data denoising methods, including the wavelet transform (WT) and singular spectrum analysis (SSA)
As WT and SSA can extract useful information from the original sequence and avoid overfitting, the hybrid model can better grasp the sequence pattern of the closing price of the DJIA.
arXiv Detail & Related papers (2021-03-05T07:32:36Z)
This list is automatically generated from the titles and abstracts of the papers in this site.
This site does not guarantee the quality of this site (including all information) and is not responsible for any consequences.