Papers for

industrial system engineers

Papers whose findings have a practical use for this group, as judged from the abstract. Open a paper to read what it means in practice.

Knowledge guides time-series models to forecast rare costly events

KITE: A Knowledge-Injected Temporal Encoder for Time-Series Event Forecasting

Abstract: Forecasting rare, high-cost events in multivariate time-series systems is hard because their precursors are seldom observed, so a purely data-driven model has little to learn from. The engineers who run these systems, however, hold knowledge that precedes such events, information absent from the scarce labels. We call this a semantic prior and inject it into a self-supervised event forecaster through two switchable mechanisms, a covariate mechanism and an attention-bias mechanism, each the identity at its null, so one architecture serves every prior type with no per-dataset architecture search. A prior helps when it supplies information the observed window does not already contain: in a short context an informative prior beats no prior in-domain (pooled h-AUROC over the no-prior baseline: a periodicity clock +14%, p<0.001; a conservation residual +47% at a 0.25 label fraction), and a working prior transfers out-of-domain (+53%), substituting for feature transfer, while priors the window already recovers stay inert and the attention-bias mechanism shows no measurable gain. KITE is a switchable, attributable route to contextual conditioning, and a substrate for scaling toward cross-domain, pretrained time-series foundation world models that carry their governing structure explicitly.

Thu 8 OctMachine LearningArtificial Intelligence
The gist
Forecasting rare but important events in complex time-based data is very challenging because there are usually very few examples to learn from. The authors show that adding expert knowledge about event causes, which they call a semantic prior, helps a prediction model perform better. They designed KITE, a system that can switch how it uses that knowledge depending on the type of information available, improving accuracy especially when there is little data or when applying to new settings. This approach lets models use human insights alongside data to better predict uncommon but critical events.
Open → 2610.12738v1

Koopman theory helps predict and analyze metastable states early

Learning Metastable Dynamics

Abstract: Metastability---a phenomenon where systems remain trapped in quasi-stable states before abruptly transitioning under rare perturbations---is ubiquitous in physical systems. Although metastability is a widely observed phenomenon, its identification and analysis present significant challenges. To address these challenges, we propose a novel framework for analyzing metastability using Koopman theory. We use a finite set of system trajectories to learn a representation of the dynamics that defines a latent space in which the system evolves linearly, thereby enabling a systematic characterization of metastable behavior through the spectral properties of the linear mapping. Empirical evaluations demonstrate that our approach is capable of anticipating metastable behavior significantly earlier than its actual manifestation, even with $10\%$ of the simulation duration. Moreover, we establish that the dominant eigenvalue of the learned Koopman matrix in the latent space serves as a critical indicator for detecting metastability across both single-server and multi-server configurations.

Sun 13 SeptPerformanceMachine Learning
The gist
Metastability happens when systems get stuck in nearly stable conditions before suddenly changing. This paper presents a new method that uses a mathematical tool called Koopman theory to find hidden patterns in system behavior. The authors show they can predict metastable behavior much earlier than before, even when only a small part of the data is available. They find that certain mathematical markers in their model can reliably indicate when metastability will occur.
Open → 2609.14712v1