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With the advent of Transformers, time series forecasting has seen significant advances, yet it remains challenging due to the need for effective sequence representation, memory construction, and accurate target projection. Time series…

Artificial Intelligence · Computer Science 2025-07-09 Robert Leppich , Michael Stenger , André Bauer , Samuel Kounev

We present a novel framework for estimation and inference with the broad class of universal approximators. Estimation is based on the decomposition of model predictions into Shapley values. Inference relies on analyzing the bias and…

Machine Learning · Statistics 2024-12-06 Andreas Joseph

In this paper, we present a new approach to time series forecasting. Time series data are prevalent in many scientific and engineering disciplines. Time series forecasting is a crucial task in modeling time series data, and is an important…

Machine Learning · Computer Science 2020-01-24 Neo Wu , Bradley Green , Xue Ben , Shawn O'Banion

Transformer-based foundation models have emerged as a dominant paradigm in time series analysis, offering unprecedented capabilities in tasks such as forecasting, anomaly detection, classification, trend analysis and many more time series…

Deep learning has made significant advances in creating efficient representations of time series data by automatically identifying complex patterns. However, these approaches lack interpretability, as the time series is transformed into a…

Machine Learning · Computer Science 2023-10-26 Etienne Le Naour , Ghislain Agoua , Nicolas Baskiotis , Vincent Guigue

Time series data is ubiquitous in research as well as in a wide variety of industrial applications. Effectively analyzing the available historical data and providing insights into the far future allows us to make effective decisions. Recent…

Machine Learning · Computer Science 2022-10-24 Kiran Madhusudhanan , Johannes Burchert , Nghia Duong-Trung , Stefan Born , Lars Schmidt-Thieme

Alongside the continuous process of improving AI performance through the development of more sophisticated models, researchers have also focused their attention to the emerging concept of data-centric AI, which emphasizes the important role…

Machine Learning · Computer Science 2024-07-30 Jingjing Xu , Caesar Wu , Yuan-Fang Li , Gregoire Danoy , Pascal Bouvry

Many real-world problems can be naturally described by mathematical formulas. The task of finding formulas from a set of observed inputs and outputs is called symbolic regression. Recently, neural networks have been applied to symbolic…

Machine Learning · Computer Science 2022-10-24 Martin Vastl , Jonáš Kulhánek , Jiří Kubalík , Erik Derner , Robert Babuška

Explainable artificial intelligence (XAI) holds immense significance in enhancing the deep neural network's transparency and credibility, particularly in some risky and high-cost scenarios, like synthetic aperture radar (SAR). Shapley is a…

Artificial Intelligence · Computer Science 2024-01-09 Xuran Hu , Mingzhe Zhu , Yuanjing Liu , Zhenpeng Feng , LJubisa Stankovic

Multi-horizon forecasting problems often contain a complex mix of inputs -- including static (i.e. time-invariant) covariates, known future inputs, and other exogenous time series that are only observed historically -- without any prior…

Machine Learning · Statistics 2020-09-29 Bryan Lim , Sercan O. Arik , Nicolas Loeff , Tomas Pfister

Time-series forecasting underpins critical decisions across aviation, energy, retail and health. Classical autoregressive integrated moving average (ARIMA) models offer interpretability via coefficients but struggle with nonlinearities,…

Machine Learning · Computer Science 2025-08-25 Manish Shukla

Multi-dimensional time series data, such as matrix and tensor-variate time series, are increasingly prevalent in fields such as economics, finance, and climate science. Traditional Transformer models, though adept with sequential data, do…

Machine Learning · Computer Science 2024-10-29 Linghang Kong , Elynn Chen , Yuzhou Chen , Yuefeng Han

Shapley values are ubiquitous in interpretable Machine Learning due to their strong theoretical background and efficient implementation in the SHAP library. Computing these values previously induced an exponential cost with respect to the…

Machine Learning · Computer Science 2022-12-06 Gabriel Laberge , Yann Pequignot

The growing adoption of machine learning models for biological sequences has intensified the need for interpretable predictions, with Shapley values emerging as a theoretically grounded standard for model explanation. While effective for…

Machine Learning · Computer Science 2025-05-23 Darin Tsui , Aryan Musharaf , Yigit Efe Erginbas , Justin Singh Kang , Amirali Aghazadeh

Explainable AI (XAI) is an active research area to interpret a neural network's decision by ensuring transparency and trust in the task-specified learned models. Recently, perturbation-based model analysis has shown better interpretation,…

Computer Vision and Pattern Recognition · Computer Science 2021-02-17 Mahesh Sudhakar , Sam Sattarzadeh , Konstantinos N. Plataniotis , Jongseong Jang , Yeonjeong Jeong , Hyunwoo Kim

Time series forecasting aids decision-making, especially for stakeholders who rely on accurate predictions, making it very important to understand and explain these models to ensure informed decisions. Traditional explainable AI (XAI)…

Computation and Language · Computer Science 2024-10-22 Taha Aksu , Chenghao Liu , Amrita Saha , Sarah Tan , Caiming Xiong , Doyen Sahoo

While numerous forecasters have been proposed using different network architectures, the Transformer-based models have state-of-the-art performance in time series forecasting. However, forecasters based on Transformers are still suffering…

Machine Learning · Computer Science 2024-11-06 Kun Yi , Jingru Fei , Qi Zhang , Hui He , Shufeng Hao , Defu Lian , Wei Fan

Accurate traffic forecasting is essential for intelligent transportation systems, supporting a wide range of real-world applications. However, it remains challenging due to two key factors:~(1) Traffic series contain heterogeneous temporal…

Artificial Intelligence · Computer Science 2026-05-26 Ruiwen Gu , Qitai Tan , Yahao Liu , Xiao-Ping Zhang

Explaining the predictions of opaque machine learning algorithms is an important and challenging task, especially as complex models are increasingly used to assist in high-stakes decisions such as those arising in healthcare and finance.…

Machine Learning · Computer Science 2022-06-29 David S. Watson

Recent work demonstrated the existence of critical flaws in the current use of Shapley values in explainable AI (XAI), i.e. the so-called SHAP scores. These flaws are significant in that the scores provided to a human decision-maker can be…

Artificial Intelligence · Computer Science 2025-02-18 Joao Marques-Silva , Xuanxiang Huang , Olivier Letoffe