# An Uncertainty-Aware ED-LSTM for Probabilistic Suffix Prediction

arXiv: https://arxiv.org/abs/2505.21339 · HTML: https://mlsanity.com/paper/2505.21339/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Builds on 14 of its 28 references that are in the map.
- First posted on arXiv 27 May 2025.

## Builds on (most cited first, 14 of 14)

- [Dropout as a Bayesian Approximation: Representing Model Uncertainty in Deep Learning](https://mlsanity.com/paper/1506.02142/) (2015)
- [What Uncertainties Do We Need in Bayesian Deep Learning for Computer Vision?](https://mlsanity.com/paper/1703.04977/) (2017)
- [DeepAR: Probabilistic Forecasting with Autoregressive Recurrent Networks](https://mlsanity.com/paper/1704.04110/) (2017)
- [Aleatoric and Epistemic Uncertainty in Machine Learning: An Introduction to Concepts and Methods](https://mlsanity.com/paper/1910.09457/) (2019)
- [GradNorm: Gradient Normalization for Adaptive Loss Balancing in Deep Multitask Networks](https://mlsanity.com/paper/1711.02257/) (2017)
- [A Review of Uncertainty Quantification in Deep Learning: Techniques, Applications and Challenges](https://mlsanity.com/paper/2011.06225/) (2020)
- [A Theoretically Grounded Application of Dropout in Recurrent Neural Networks](https://mlsanity.com/paper/1512.05287/) (2015)
- [Predictive Business Process Monitoring with LSTM Neural Networks](https://mlsanity.com/paper/1612.02130/) (2016)
- [Predicting Process Behaviour using Deep Learning](https://mlsanity.com/paper/1612.04600/) (2016)
- [Deep and Confident Prediction for Time Series at Uber](https://mlsanity.com/paper/1709.01907/) (2017)
- [Survey and cross-benchmark comparison of remaining time prediction methods in business process monitoring](https://mlsanity.com/paper/1805.02896/) (2018)
- [Predictive Monitoring of Business Processes](https://mlsanity.com/paper/1312.4874/) (2013)
- [A Deep Adversarial Model for Suffix and Remaining Time Prediction of Event Sequences](https://mlsanity.com/paper/2102.07298/) (2021)
- [What Averages Do Not Tell -- Predicting Real Life Processes with Sequential Deep Learning](https://mlsanity.com/paper/2110.10225/) (2021)

## Abstract (arXiv)

Suffix prediction of business processes forecasts the remaining sequence of events until process completion. Current approaches focus on predicting the most likely suffix, representing a single scenario. However, when the future course of a process is subject to uncertainty and high variability, the expressiveness of such a single scenario can be limited, since other possible scenarios, which together may have a higher overall probability, are overlooked. To address this limitation, we propose probabilistic suffix prediction, a novel approach that approximates a probability distribution of suffixes. The proposed approach is based on an Uncertainty-Aware Encoder-Decoder LSTM (U-ED-LSTM) and a Monte Carlo (MC) suffix sampling algorithm. We capture epistemic uncertainties via MC dropout and aleatoric uncertainties as learned loss attenuation. This technical report presents a comprehensive evaluation of the probabilistic suffix prediction approach's predictive performance and calibration under three different hyperparameter settings, using four real-life and one artificial event log. The results show that: i) probabilistic suffix prediction can outperform most likely suffix prediction, the U-ED-LSTM has reasonable predictive performance, and ii) the model's predictions are well calibrated.
