A deep state space generative model is augmented with intervention prediction. The state space model provides a principled way to capture the interactions among observations, interventions, critical event occurrences, true states, and associated uncertainty. The state space model can include a discrete-time hazard rate model that provides flexible fitting of general survival time distributions. The state space model can output a joint prediction of event risk, observation and intervention trajectories based on patterns in temporal progressions, and correlations between past measurements and interventions.
Machine-Learned State Space Model for Joint Forecasting