SOHET: Sequence Of Heterogeneous Events Transformer with Self-Supervised Pre-Training

Critical events in multivariate time series, from turbine failures to cardiac arrhythmias, demand accurate prediction, yet labeled data is scarce because such events are rare and costly to annotate. We introduce HEPA (Horizon-conditioned Event Predictive Architecture), built on two key principles. First, a causal Transformer encoder is pretrained via a Joint-Embedding Predictive Architecture (JEPA): a horizon-conditioned predictor learns to forecast future representations rather than future values, forcing the encoder to capture predictable temporal dynamics from unlabeled data alone. Second, we freeze the encoder and finetune only the predictor toward the target event, producing a monotonic survival cumulative distribution function (CDF) over horizons. With fixed architecture and optimiser hyperparameters across all benchmarks, HEPA handles water contamination, cyberattack detection, volatility regimes, and eight further event types across 11 domains, exceeding leading time-series architectures including PatchTST, iTransformer, MAE, and Chronos-2 on at least 10 of 14 benchmarks, with an order of magnitude fewer tuned parameters and, on lifecycle datasets, an order of magnitude less labeled data.

Financial fraud detection in digital banking requires reasoning over multiple heterogeneous event streams -- transactions, login sessions, risk signals -- that individually appear benign but collectively reveal fraudulent patterns. We propose the Multi-Stream Fraud Transformer (MSFT), a unified architecture that encodes each event stream with independent Transformer encoders and fuses their representations through configurable mechanisms. We conduct a systematic ablation study comparing five fusion strategies: concatenation, gated fusion, time-aware positional encoding, cross-stream attention, and a full combination. On a large-scale dataset (10M users, 1.5% fraud rate) with 85M parameter models, we demonstrate that (1) sequence models significantly outperform gradient-boosted trees operating on aggregated features (0.74 vs. 0.99 AUROC), (2) per-stream encoding is essential -- a single-stream Transformer baseline with matched parameter budget reaches only 0.82 AUROC, an 18-point gap that confirms the multi-stream inductive bias is necessary, (3) time-aware positional encoding achieves the highest discrimination (0.9961 AUROC), (4) gated fusion yields the best precision (0.989) suitable for production deployment, and (5) the risk event stream provides the strongest individual signal contribution. We further validate on proprietary production data from a digital banking platform, showing over 22% relative AUROC improvement over the XGBoost baseline.

Human mobility differs from text and from generic time series in three structural ways: visits are tuple-valued events whose meaning depends on the joint distribution over location, time, and activity; users carry persistent signatures across trajectories; and visits are not independent across users, since co-location at shared places is a primary signal. Existing pre-training recipes for mobility import objectives from language modeling, treating trajectories as sentences and visits as tokens, an analogy that fails against each of the three properties above. These properties define a broader class, multi-entity spatiotemporal event streams (MESES), spanning enterprise authentication logs, electronic health records, and other event-stream domains where entities share infrastructure, schedules, or contexts. We make the properties precise as three axioms that any pre-training framework for MESES should satisfy, and introduce TraXion, whose objectives and architecture are jointly designed to meet them. A single TraXion checkpoint per dataset beats task-specific baselines on every task across six public mobility datasets covering anomaly detection, next-POI recommendation, next-visit prediction, and social-link prediction. The same recipe, applied unchanged to enterprise authentication logs and ICU mortality prediction, matches or exceeds prior work on both, showing that event streams from domains as different as mobility, security, and healthcare can be modeled under a single framework.