METHOD AND SYSTEM FOR INDIVIDUAL DEMAND FORECASTING

Provided is a system and method for individual forecasting of a future event for a subject using historical data. The historical data including a plurality of historical events associated with the subject. The method including: receiving the historical data associated with the subject; determining a random variable representing a remaining time until the future event; predicting a time to the future event using a distribution function that is determined using a recurrent neural network, the distribution function including a learned density with peaks that approximate the times of the historical events in the historical data; determining a log-likelihood function based on a probability that the random variable exceeds an amount of time remaining until a next historical event in the historical data and parameterized by the distribution function; and outputting a forecast of a time to the future event as the log-likelihood function.