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Accurate electricity demand forecasts play a crucial role in sustainable power systems. To enable better decision-making especially for demand flexibility of the end-user, it is necessary to provide not only accurate but also understandable…

Machine Learning · Computer Science 2022-02-17 Dilini Rajapaksha , Christoph Bergmeir

Hierarchical time series forecasting plays a crucial role in decision-making in various domains while presenting significant challenges for modelling as they involve multiple levels of aggregation, constraints, and availability of…

Machine Learning · Computer Science 2024-11-12 Zhao Yingjie , Mahdi Abolghasemi

With large quantities of data typically available nowadays, forecasting models that are trained across sets of time series, known as Global Forecasting Models (GFM), are regularly outperforming traditional univariate forecasting models that…

Machine Learning · Computer Science 2021-09-22 Rakshitha Godahewa , Kasun Bandara , Geoffrey I. Webb , Slawek Smyl , Christoph Bergmeir

Forecasting models that are trained across sets of many time series, known as Global Forecasting Models (GFM), have shown recently promising results in forecasting competitions and real-world applications, outperforming many…

Machine Learning · Computer Science 2020-08-07 Kasun Bandara , Hansika Hewamalage , Yuan-Hao Liu , Yanfei Kang , Christoph Bergmeir

The explainability of machine learning algorithms is crucial, and numerous methods have emerged recently. Local, post-hoc methods assign an attribution score to each feature, indicating its importance for the prediction. However, these…

Machine Learning · Computer Science 2024-08-12 Giorgio Visani , Vincenzo Stanzione , Damien Garreau

Modern time series forecasting increasingly relies on complex ensemble models generated by AutoML systems like AutoGluon, delivering superior accuracy but with significant costs to transparency and interpretability. This paper introduces a…

Machine Learning · Computer Science 2025-10-13 Yikai Zhao , Jiekai Ma

Foundation models (FMs) have emerged as a promising approach for time series forecasting. While effective, FMs typically remain fixed during deployment due to the high computational costs of learning them online. Consequently, deployed FMs…

Machine Learning · Computer Science 2025-07-31 Thomas L. Lee , William Toner , Rajkarn Singh , Artjom Joosen , Martin Asenov

Time-series forecasting models (TSFM) have evolved from classical statistical methods to sophisticated foundation models, yet understanding why and when these models succeed or fail remains challenging. Despite this known limitation, time…

Machine Learning · Computer Science 2025-08-29 Michael Widener , Kausik Lakkaraju , John Aydin , Biplav Srivastava

In the current context of Big Data, the nature of many forecasting problems has changed from predicting isolated time series to predicting many time series from similar sources. This has opened up the opportunity to develop competitive…

Machine Learning · Computer Science 2021-03-23 Hansika Hewamalage , Christoph Bergmeir , Kasun Bandara

Accurate and interpretable prediction of estimated glomerular filtration rate (eGFR) is essential for managing chronic kidney disease (CKD) and supporting clinical decisions. Recent advances in Large Multimodal Models (LMMs) have shown…

Machine Learning · Computer Science 2025-07-31 Peng-Yi Wu , Pei-Cing Huang , Ting-Yu Chen , Chantung Ku , Ming-Yen Lin , Yihuang Kang

Time series forecasting, while vital in various applications, often employs complex models that are difficult for humans to understand. Effective explainable AI techniques are crucial to bridging the gap between model predictions and user…

Artificial Intelligence · Computer Science 2024-09-25 Hongnan Ma , Kevin McAreavey , Weiru Liu

We introduce a local surrogate approach for explainable time-series forecasting. An initially non-interpretable predictive model to improve the forecast of a classical time-series 'base model' is used. 'Explainability' of the correction is…

Machine Learning · Statistics 2025-01-17 Alfredo Lopez , Florian Sobieczky

Visual foundation models (VFMs) have become increasingly popular due to their state-of-the-art performance. However, interpretability remains crucial for critical applications. In this sense, self-explainable models (SEM) aim to provide…

Computer Vision and Pattern Recognition · Computer Science 2025-02-28 Hugues Turbé , Mina Bjelogrlic , Gianmarco Mengaldo , Christian Lovis

While deep learning has achieved impressive performance in time series forecasting, it becomes increasingly crucial to understand its decision-making process for building trust in high-stakes scenarios. Existing interpretable models often…

Machine Learning · Computer Science 2026-03-02 Ziheng Peng , Shijie Ren , Xinyue Gu , Linxiao Yang , Xiting Wang , Liang Sun

Multi-task and few-shot time series forecasting tasks are commonly encountered in scenarios such as the launch of new products in different cities. However, traditional time series forecasting methods suffer from insufficient historical…

Machine Learning · Computer Science 2025-06-25 Pengpeng Ouyang , Dong Chen , Tong Yang , Shuo Feng , Zhao Jin , Mingliang Xu

As black-box machine learning models grow in complexity and find applications in high-stakes scenarios, it is imperative to provide explanations for their predictions. Although Local Interpretable Model-agnostic Explanations (LIME) [22] is…

Machine Learning · Computer Science 2023-11-28 Zeren Tan , Yang Tian , Jian Li

Forecasting the evolution of complex systems is one of the grand challenges of modern data science. The fundamental difficulty lies in understanding the structure of the observed stochastic process. In this paper, we show that every…

Statistics Theory · Mathematics 2020-01-01 Xiucai Ding , Zhou Zhou

Being able to interpret a machine learning model is a crucial task in many applications of machine learning. Specifically, local interpretability is important in determining why a model makes particular predictions. Despite the recent focus…

Machine Learning · Computer Science 2020-09-22 Ozan Ozyegen , Igor Ilic , Mucahit Cevik

Complex black-box predictive models may have high performance, but lack of interpretability causes problems like lack of trust, lack of stability, sensitivity to concept drift. On the other hand, achieving satisfactory accuracy of…

Machine Learning · Computer Science 2020-02-12 Alicja Gosiewska , Przemyslaw Biecek

Unlike natural language processing and computer vision, the development of Foundation Models (FMs) for time series forecasting is blocked due to data scarcity. While recent efforts are focused on building such FMs by unlocking the potential…

Machine Learning · Computer Science 2024-10-10 Qingxiang Liu , Xu Liu , Chenghao Liu , Qingsong Wen , Yuxuan Liang
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