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Many studies employ the analysis of time-to-event data that incorporates competing risks and right censoring. Most methods and software packages are geared towards analyzing data that comes from a continuous failure time distribution.…

Methodology · Statistics 2025-06-06 Tomer Meir , Malka Gorfine

Time-to-event models are a popular tool to analyse data where the outcome variable is the time to the occurrence of a specific event of interest. Here we focus on the analysis of time-to-event outcomes that are either intrisically discrete…

Applications · Statistics 2017-04-14 Moritz Berger , Matthias Schmid

Survival analysis, a foundational tool for modeling time-to-event data, has seen growing integration with machine learning (ML) approaches to handle the complexities of censored data and time-varying risks. Despite these advances,…

Quantitative Methods · Quantitative Biology 2025-02-05 Giovanni Birolo , Ivan Rossi , Flavio Sartori , Cesare Rollo , Tiziana Sanavia , Piero Fariselli

Time-to-event modelling, known as survival analysis, differs from standard regression as it addresses censoring in patients who do not experience the event of interest. Despite competitive performances in tackling this problem, machine…

Machine Learning · Computer Science 2023-05-12 Vincent Jeanselme , Chang Ho Yoon , Brian Tom , Jessica Barrett

Event detection in time series data is crucial in various domains, including finance, healthcare, cybersecurity, and science. Accurately identifying events in time series data is vital for making informed decisions, detecting anomalies, and…

Machine Learning · Computer Science 2023-12-19 Menouar Azib , Benjamin Renard , Philippe Garnier , Vincent Génot , Nicolas André

Models for predicting the time of a future event are crucial for risk assessment, across a diverse range of applications. Existing time-to-event (survival) models have focused primarily on preserving pairwise ordering of estimated event…

Machine Learning · Statistics 2021-01-14 Paidamoyo Chapfuwa , Chenyang Tao , Lawrence Carin , Ricardo Henao

When dealing with right-censored data, where some outcomes are missing due to a limited observation period, survival analysis -- known as time-to-event analysis -- focuses on predicting the time until an event of interest occurs. Multiple…

Machine Learning · Statistics 2024-10-23 Julie Alberge , Vincent Maladière , Olivier Grisel , Judith Abécassis , Gaël Varoquaux

Understanding the temporal properties of longitudinal data is critical for identifying trends, predicting future events, and making informed decisions in any field where temporal data is analysed, including health and epidemiology, finance,…

PyPOTS is an open-source Python library dedicated to data mining and analysis on multivariate partially-observed time series with missing values. Particularly, it provides easy access to diverse algorithms categorized into five tasks:…

Machine Learning · Computer Science 2025-07-10 Wenjie Du , Yiyuan Yang , Linglong Qian , Jun Wang , Qingsong Wen

Modern health data science applications leverage abundant molecular and electronic health data, providing opportunities for machine learning to build statistical models to support clinical practice. Time-to-event analysis, also called…

Prudent management of insurance investment portfolios requires competent asset pricing of fixed-income assets with time-to-event contingent cash flows, such as consumer asset-backed securities (ABS). Current market pricing techniques for…

Risk Management · Quantitative Finance 2023-02-27 Jackson P. Lautier , Vladimir Pozdnyakov , Jun Yan

Under the International Financial Reporting Standards (IFRS) 9, credit losses ought to be recognised timeously and accurately. This requirement belies a certain degree of dynamicity when estimating the constituent parts of a credit loss…

Risk Management · Quantitative Finance 2025-12-16 Arno Botha , Tanja Verster

Partially-observed time series (POTS) is ubiquitous in real-world applications, yet most existing toolchains separate missing-value handling from downstream learning, which limits reproducibility and overall performance. This tutorial…

Machine Learning · Computer Science 2026-04-28 Wenjie Du , Yiyuan Yang , Tianxiang Zhan , Qingsong Wen

Survival analysis is a valuable tool for estimating the time until specific events, such as death or cancer recurrence, based on baseline observations. This is particularly useful in healthcare to prognostically predict clinically important…

Machine Learning · Computer Science 2024-01-11 Ahmed H. Shahin , An Zhao , Alexander C. Whitehead , Daniel C. Alexander , Joseph Jacob , David Barber

In this paper we introduce a discrete time competing virus model and the assumptions necessary for the model to be well posed. We analyze the system exploring its different equilibria. We provide necessary and sufficient conditions for the…

Systems and Control · Electrical Eng. & Systems 2020-01-30 Philip E. Pare , Damir Vrabac , Henrik Sandberg , Karl H. Johansson

Many applications involve reasoning about time durations before a critical event happens--also called time-to-event outcomes. When will a customer cancel a subscription, a coma patient wake up, or a convicted criminal reoffend?…

Machine Learning · Statistics 2024-10-03 George H. Chen

Machine and deep learning survival models demonstrate similar or even improved time-to-event prediction capabilities compared to classical statistical learning methods yet are too complex to be interpreted by humans. Several model-agnostic…

Machine Learning · Computer Science 2023-04-17 Mateusz Krzyziński , Mikołaj Spytek , Hubert Baniecki , Przemysław Biecek

Survival analysis is widely used as a technique to model time-to-event data when some data is censored, particularly in healthcare for predicting future patient risk. In such settings, survival models must be both accurate and interpretable…

Machine Learning · Computer Science 2024-04-24 Mike Van Ness , Madeleine Udell

The generalization performance of a risk prediction model can be evaluated by its calibration, which measures the agreement between predicted and observed outcomes on external validation data. Here, methods for assessing the calibration of…

Methodology · Statistics 2020-01-31 Moritz Berger , Matthias Schmid

New methods for time-to-event prediction are proposed by extending the Cox proportional hazards model with neural networks. Building on methodology from nested case-control studies, we propose a loss function that scales well to large data…

Machine Learning · Statistics 2019-09-16 Håvard Kvamme , Ørnulf Borgan , Ida Scheel
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