Antanas Žilinskas

EVEREST: A Transformer for Probabilistic Rare-Event Anomaly Detection with Evidential and Tail-Aware Uncertainty

Forecasting rare events in multivariate time-series data is a central challenge in machine learning, complicated by severe class imbalance, long-range dependencies, and distributional uncertainty. We introduce EVEREST, a transformer-based architecture for probabilistic rare-event forecasting that de…