XTSFormer: Cross-Temporal-Scale Transformer for Irregular Time Event Prediction

Event prediction aims to forecast the time and type of a future event based on a historical event sequence. Despite its significance, several challenges exist, including the irregularity of time intervals between consecutive events, the existence of cycles, periodicity, and multi-scale event interactions, as well as the high computational costs for long event sequences. Existing neural temporal point processes (TPPs) methods do not capture the multi-scale nature of event interactions, which is common in many real-world applications such as clinical event data. To address these issues, we propose the cross-temporal-scale transformer (XTSFormer), designed specifically for irregularly timed event data. Our model comprises two vital components: a novel Feature-based Cycle-aware Time Positional Encoding (FCPE) that adeptly captures the cyclical nature of time, and a hierarchical multi-scale temporal attention mechanism. These scales are determined by a bottom-up clustering algorithm. Extensive experiments on several real-world datasets show that our XTSFormer outperforms several baseline methods in prediction performance.