I have a dataset of events (let’s say event A and event B) happening at certain times and I need to predict when the next event A is going to happen. E.g. purchases, failures, etc.

Do you have an idea of how to approach this problem? It’s fundamentally different than the usual timeseries analysis problems, where there’s an underlying signal sampled at fixed intervals.

Also, the fact that there are multiple different events make it more complex since they cannot be just input together to a let’s say LSTM, because they come at different times.