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Explainability is essential for neural networks that model long time series, yet most existing explainable AI methods only produce point-wise importance scores and fail to capture temporal structures such as trends, cycles, and regime…

Machine Learning · Computer Science 2025-12-02 Ziqian Wang , Yuxiao Cheng , Jinli Suo

Multivariate time-series (MTS) forecasting is fundamental to applications ranging from urban mobility and resource management to climate modeling. While recent generative models based on denoising diffusion have advanced state-of-the-art…

Machine Learning · Computer Science 2025-11-21 Seyed Mohamad Moghadas , Bruno Cornelis , Adrian Munteanu

The lack of interpretability and transparency are preventing economists from using advanced tools like neural networks in their empirical research. In this paper, we propose a class of interpretable neural network models that can achieve…

Econometrics · Economics 2020-12-01 Yucheng Yang , Zhong Zheng , Weinan E

Multimodal learning enables various machine learning tasks to benefit from diverse data sources, effectively mimicking the interplay of different factors in real-world applications, particularly in agriculture. While the heterogeneous…

Artificial Intelligence · Computer Science 2025-08-12 Hiba Najjar , Deepak Pathak , Marlon Nuske , Andreas Dengel

Time series forecasting plays a crucial role in various applications, particularly in healthcare, where accurate predictions of future health trajectories can significantly impact clinical decision-making. Ensuring transparency and…

Machine Learning · Computer Science 2025-05-22 Jeremy Qin

Time series forecasting serves as an essential tool for many real-world applications, supporting tasks such as resource optimization and decision-making. Despite significant architectural advancements, most modern models still treat…

Machine Learning · Computer Science 2026-05-12 Sheng Pan , Ming Jin , Bo Du , Shirui Pan

In multivariate time series forecasting, the Transformer architecture encounters two significant challenges: effectively mining features from historical sequences and avoiding overfitting during the learning of temporal dependencies. To…

Machine Learning · Computer Science 2024-04-30 Han Zhou , Yuntian Chen

Performance unfairness among variables widely exists in multivariate time series (MTS) forecasting models since such models may attend/bias to certain (advantaged) variables. Addressing this unfairness problem is important for equally…

Machine Learning · Computer Science 2023-10-24 Hui He , Qi Zhang , Shoujin Wang , Kun Yi , Zhendong Niu , Longbing Cao

Achieving human-AI alignment in complex multi-agent games is crucial for creating trustworthy AI agents that enhance gameplay. We propose a method to evaluate this alignment using an interpretable task-sets framework, focusing on high-level…

Artificial Intelligence · Computer Science 2024-06-21 Sugandha Sharma , Guy Davidson , Khimya Khetarpal , Anssi Kanervisto , Udit Arora , Katja Hofmann , Ida Momennejad

Relational Triple Extraction (RTE) is a fundamental task in Natural Language Processing (NLP). However, prior research has primarily focused on optimizing model performance, with limited efforts to understand the internal mechanisms driving…

Computation and Language · Computer Science 2025-07-04 Xue Wen Tan , Stanley Kok

We develop a rigorous walk-forward validation framework for algorithmic trading designed to mitigate overfitting and lookahead bias. Our methodology combines interpretable hypothesis-driven signal generation with reinforcement learning and…

Trading and Market Microstructure · Quantitative Finance 2025-12-16 Gagan Deep , Akash Deep , William Lamptey

In recent years, deep neural networks have been applied to obtain high performance of prediction, classification, and pattern recognition. However, the weights in these deep neural networks are difficult to be explained. Although a linear…

Machine Learning · Computer Science 2020-05-08 Chi-Hua Chen

Multivariate time series forecasting is widely used in various fields. Reasonable prediction results can assist people in planning and decision-making, generate benefits and avoid risks. Normally, there are two characteristics of time…

Machine Learning · Computer Science 2021-03-23 Yifu Zhou , Ziheng Duan , Haoyan Xu , Jie Feng , Anni Ren , Yueyang Wang , Xiaoqian Wang

In the domain of multivariate forecasting, transformer models stand out as powerful apparatus, displaying exceptional capabilities in handling messy datasets from real-world contexts. However, the inherent complexity of these datasets,…

Machine Learning · Computer Science 2024-03-08 Jingjing Xu , Caesar Wu , Yuan-Fang Li , Pascal Bouvry

Accurate and reliable energy time series prediction is of great significance for power generation planning and allocation. At present, deep learning time series prediction has become the mainstream method. However, the multi-scale time…

Machine Learning · Computer Science 2025-08-08 Wei Li , Zixin Wang , Qizheng Sun , Qixiang Gao , Fenglei Yang

This paper offers a hybrid explainable temporal data processing pipeline, DataFul Explainable MultivariatE coRrelatIonal Temporal Artificial inTElligence (EMeriTAte+DF), bridging numerical-driven temporal data classification with an…

Databases · Computer Science 2025-05-30 Giacomo Bergami , Emma Packer , Kirsty Scott , Silvia Del Din

Probabilistic forecasting is not only a way to add more information to a prediction of the future, but it also builds on weaknesses in point prediction. Sudden changes in a time series can still be captured by a cumulative distribution…

Machine Learning · Computer Science 2025-11-19 Niklas Erdmann , Lars Bentsen , Roy Stenbro , Heine Nygard Riise , Narada Dilp Warakagoda , Paal E. Engelstad

For applications of machine learning in critical decisions, explainability is a primary concern, and often a regulatory requirement. Local linear methods for generating explanations, such as LIME and SHAP, have been criticized for being…

Machine Learning · Computer Science 2026-03-25 Joseph L. Breeden

Learning problems commonly exhibit an interesting feedback mechanism wherein the population data reacts to competing decision makers' actions. This paper formulates a new game theoretic framework for this phenomenon, called "multi-player…

Computer Science and Game Theory · Computer Science 2022-04-08 Adhyyan Narang , Evan Faulkner , Dmitriy Drusvyatskiy , Maryam Fazel , Lillian J. Ratliff

Time series forecasting plays a key role in a variety of domains. In a lot of real-world scenarios, there exist multiple forecasting entities (e.g. power station in the solar system, stations in the traffic system). A straightforward…

Machine Learning · Computer Science 2022-02-23 Lin Huang , Lijun Wu , Jia Zhang , Jiang Bian , Tie-Yan Liu