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Related papers: Counterfactual Explanations for Time Series Foreca…

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Model interpretability has become an important problem in machine learning (ML) due to the increased effect that algorithmic decisions have on humans. Counterfactual explanations can help users understand not only why ML models make certain…

Machine Learning · Computer Science 2021-12-20 Ana Lucic , Harrie Oosterhuis , Hinda Haned , Maarten de Rijke

In recent years, both online and offline deep learning models have been developed for time series forecasting. However, offline deep forecasting models fail to adapt effectively to changes in time-series data, while online deep forecasting…

Machine Learning · Computer Science 2024-02-06 Mohamed Mejri , Chandramouli Amarnath , Abhijit Chatterjee

Estimating the counterfactual outcome of treatment is essential for decision-making in public health and clinical science, among others. Often, treatments are administered in a sequential, time-varying manner, leading to an exponentially…

Machine Learning · Statistics 2024-07-16 Shenghao Wu , Wenbin Zhou , Minshuo Chen , Shixiang Zhu

A large collection of time series poses significant challenges for classical and neural forecasting approaches. Classical time series models fail to fit data well and to scale to large problems, but succeed at providing uncertainty…

Machine Learning · Statistics 2018-12-04 Danielle C. Maddix , Yuyang Wang , Alex Smola

The prediction of time series is a challenging task relevant in such diverse applications as analyzing financial data, forecasting flow dynamics or understanding biological processes. Especially chaotic time series that depend on a long…

Machine Learning · Computer Science 2024-12-06 Johannes Viehweg , Dominik Walther , Patrick Mäder

How to handle time features shall be the core question of any time series forecasting model. Ironically, it is often ignored or misunderstood by deep-learning based models, even those baselines which are state-of-the-art. This behavior…

Machine Learning · Computer Science 2022-07-25 Li Shen , Yuning Wei , Yangzhu Wang

Causal explanations of the predictions of NLP systems are essential to ensure safety and establish trust. Yet, existing methods often fall short of explaining model predictions effectively or efficiently and are often model-specific. In…

Computation and Language · Computer Science 2023-11-23 Yair Gat , Nitay Calderon , Amir Feder , Alexander Chapanin , Amit Sharma , Roi Reichart

Time Series forecasting (univariate and multivariate) is a problem of high complexity due the different patterns that have to be detected in the input, ranging from high to low frequencies ones. In this paper we propose a new model for…

Machine Learning · Computer Science 2019-03-07 Matteo Maggiolo , Gerasimos Spanakis

Forecasting future outcomes from recent time series data is not easy, especially when the future data are different from the past (i.e. time series are under temporal drifts). Existing approaches show limited performances under data drifts,…

Machine Learning · Computer Science 2022-11-23 Jaehoon Lee , Chan Kim , Gyumin Lee , Haksoo Lim , Jeongwhan Choi , Kookjin Lee , Dongeun Lee , Sanghyun Hong , Noseong Park

Estimating counterfactual outcomes over time from observational data is relevant for many applications (e.g., personalized medicine). Yet, state-of-the-art methods build upon simple long short-term memory (LSTM) networks, thus rendering…

Machine Learning · Computer Science 2022-06-06 Valentyn Melnychuk , Dennis Frauen , Stefan Feuerriegel

Applying machine learning (ML) on multivariate time series data has growing popularity in many application domains, including in computer system management. For example, recent high performance computing (HPC) research proposes a variety of…

Machine Learning · Computer Science 2021-08-20 Emre Ates , Burak Aksar , Vitus J. Leung , Ayse K. Coskun

Estimating treatment effects over time holds significance in various domains, including precision medicine, epidemiology, economy, and marketing. This paper introduces a unique approach to counterfactual regression over time, emphasizing…

Machine Learning · Computer Science 2024-10-30 Mouad El Bouchattaoui , Myriam Tami , Benoit Lepetit , Paul-Henry Cournède

To construct interpretable explanations that are consistent with the original ML model, counterfactual examples---showing how the model's output changes with small perturbations to the input---have been proposed. This paper extends the work…

Machine Learning · Computer Science 2020-06-16 Divyat Mahajan , Chenhao Tan , Amit Sharma

We present a new method for counterfactual explanations (CFEs) based on Bayesian optimisation that applies to both classification and regression models. Our method is a globally convergent search algorithm with support for arbitrary…

Machine Learning · Computer Science 2021-06-30 Thomas Spooner , Danial Dervovic , Jason Long , Jon Shepard , Jiahao Chen , Daniele Magazzeni

Transformers have demonstrated impressive strength in long-term series forecasting. Existing prediction research mostly focused on mapping past short sub-series (lookback window) to future series (forecast window). The longer training…

Machine Learning · Computer Science 2023-02-22 Julong Young , Junhui Chen , Feihu Huang , Jian Peng

Time series forecasting, which predicts future values from past observations, plays a central role in many domains and has driven the development of highly accurate neural network models. However, the complexity of these models often limits…

Machine Learning · Computer Science 2026-03-05 Hiroki Tomioka , Genta Yoshimura

The availability of large amounts of time series data, paired with the performance of deep-learning algorithms on a broad class of problems, has recently led to significant interest in the use of sequence-to-sequence models for time series…

Machine Learning · Computer Science 2019-02-27 Vitaly Kuznetsov , Zelda Mariet

Algorithms are commonly used to predict outcomes under a particular decision or intervention, such as predicting whether an offender will succeed on parole if placed under minimal supervision. Generally, to learn such counterfactual…

Machine Learning · Statistics 2021-04-19 Amanda Coston , Edward H. Kennedy , Alexandra Chouldechova

Conformal prediction has been explored as a general and efficient way to provide uncertainty quantification for time series. However, current methods struggle to handle time series data with change points - sudden shifts in the underlying…

Machine Learning · Computer Science 2025-12-02 Sophia Sun , Rose Yu

We propose a novel training regime termed counterfactual training that leverages counterfactual explanations to increase the explanatory capacity of models. Counterfactual explanations have emerged as a popular post-hoc explanation method…

Machine Learning · Computer Science 2026-01-23 Patrick Altmeyer , Aleksander Buszydlik , Arie van Deursen , Cynthia C. S. Liem
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