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.
Abstract (translated)
URL
https://arxiv.org/abs/2610.12738
