Organizations: Rotman School of Management, University of Toronto, Toronto, ON, Canada
Abstract
Data-driven process simulation aims to generate realistic case trajectories from historical event logs without requiring an explicitly specified model of the underlying dynamics. Deep sequence models can capture complex temporal dependencies through next-activity probabilities and conditional time distributions. However, event logs provide only a partial view of the underlying process state, often recording activity completions without the corresponding service-start times. Consequently, the same observed process history may be consistent with multiple plausible latent process conditions, whereas standard recurrent models compress each process prefix into a single deterministic recurrent state. We propose a Unified Particle Filter LSTM (Unified PF-LSTM) that maintains and sequentially updates a weighted set of recurrent-state hypotheses. We summarize this particle belief using its weighted mean and learned features based on the moment-generating function. The resulting representation is used to predict a categorical distribution over the next activity and conditional quantiles of the current activity's sojourn time. The framework is trained end-to-end from event-log data and evaluated on three real-world emergency department datasets. The results show that the proposed framework consistently outperforms the considered data-driven baselines in reproducing routing, duration, and system-level behavior across all datasets, with particularly strong gains in settings where complex process dynamics are only partially reflected in the available event logs.
Data assimilation models state dynamics conditioned on sequential observations, and has wide-ranging scientific applications. In the filtering setting, the goal is to model the posterior over the current state given all observations so far. Classical solutions typically make simplifying distributional or functional assumptions, e.g., linear-Gaussian systems, which can be inaccurate in many scenarios. In principle, particle filters (PFs) remove these assumptions, yet often collapse in high dimensions. Recent generative approaches learn conditional state transitions, but without principled Bayesian updates they do not recover the correct filtering posterior and can accumulate error over long horizons. In this work, we introduce Flow Proposal Particle Filters (FPPF), which learn a conditional generative model based proposal approximating the variance-minimizing optimal proposal for particle propagation. Conditioning on observations steers particles toward high-likelihood regions before weighting, reducing weight variance and delaying degeneracy. Since our proposal admits tractable likelihood evaluation, FPPF computes accurate importance weights and retains a Bayesian update step. We further extend FPPF to high-dimensional problems through localization strategies, adressing another standard PF failure mode. Extensive experiments on a variety of dynamical systems show that FPPF outperforms statistical baselines and other generative methods in non-linear, non-Gaussian, and high-dimensional regimes.
Predictive process monitoring (PPM) leverages event logs to forecast the future of running process instances, for instance, predicting the next activity, the remaining time until case completion, or the time to the next event. While PPM research in recent years has been dominated by deep sequence models trained from scratch, such as Long Short-Term Memory (LSTM) models, foundation-model approaches---particularly large language models (LLMs)---are increasingly explored for PPM. At the same time, tabular foundation models with in-context learning capabilities offer a promising alternative but have not yet been systematically benchmarked for PPM. Thus, it remains unclear whether classical sequence-based models remain competitive in this evolving landscape. This paper compares the three modeling paradigms both conceptually and empirically through a controlled benchmark across multiple datasets and prediction tasks. The results show that sequence models consistently perform best for next activity prediction, whereas tabular foundation models are competitive on temporal tasks, with LLMs usually lagging behind despite higher cost.
Lennart Fertig, Lukas Kirchdorfer, Tobias Sesterhenn
Events in spatiotemporal systems are ubiquitous, yet modeling their complex distributions remains challenging. Existing point process models often rely on strong structural assumptions and are typically limited to autoregressive, event-by-event prediction. As a result, they struggle to support broader inference tasks such as inverse inference, trajectory reconstruction, and recovery of missing event locations. We introduce Arbitrarily Conditioned Hierarchical Flows (ARCH), a hierarchical flow matching framework for spatiotemporal event modeling. ARCH is expressive enough to capture complex event distributions while enabling tractable and accurate computation of conditional intensities, which quantify instantaneous event risk. Built on a history-encoder-generative-decoder architecture, ARCH introduces a hybrid masking strategy for flexible conditioning on arbitrary observed events. This enables a unified treatment of forecasting, inverse inference, and partial trajectory recovery within a single framework. Experiments on synthetic and real-world datasets show that ARCH consistently outperforms existing baselines across both prediction and conditional inference tasks.