DES-JEPA: Learning a Shared Vocabulary for High-Dimensional Discrete Event Sequences
Hugo Math, Maximilian Forstenhäusler, Christos Anagnostopoulos
Temporal foundation models such as Chronos and TimesFM generalize across domains through a shared numerical observation space. In contrast, discrete event sequences (DESs), including operational event logs or patient clinical-event trajectories, have domain-specific event vocabularies whose labels lack a consistent correspondence across domains. Beyond this lack of consistency, the number of distinct events in real-world settings is high enough to challenge both classical temporal point process modeling and current in-context foundation inference models such as FIM-PP. Critically, current foundation models for DESs are limited to a small, fixed number of event types, restricting their applicability to realistic, high-dimensional event streams. To address this, we propose two complementary modules: (i) DES-JEPA, a joint-embedding predictive architecture that learns a shared discrete vocabulary from synthetic stochastic processes with unaligned event vocabularies; and (ii) DES-PFN, a discrete event sequence prior-fitted network that reuses the learned vocabulary for in-context next-event prediction. Without task-specific fine-tuning, this framework achieves competitive zero-shot performance on eight unseen real-world datasets and scales up to 700 distinct event types.
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