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Time series forecasting is an important yet challenging task. Though deep learning methods have recently been developed to give superior forecasting results, it is crucial to improve the interpretability of time series models. Previous…

Machine Learning · Computer Science 2020-12-18 Qingyi Pan , Wenbo Hu , Jun Zhu

Time Series Forecasting plays a crucial role in various fields such as industrial equipment maintenance, meteorology, energy consumption, traffic flow and financial investment. However, despite their considerable advantages over traditional…

Machine Learning · Computer Science 2024-07-02 Ruiqi Li , Maowei Jiang , Kai Wang , Kaiduo Feng , Quangao Liu , Yue Sun , Xiufang Zhou

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

Despite the high performance of neural network-based time series forecasting methods, the inherent challenge in explaining their predictions has limited their applicability in certain application areas. Due to the difficulty in identifying…

Machine Learning · Computer Science 2023-01-09 Ozan Ozyegen , Juyoung Wang , Mucahit Cevik

Predictive inference is a fundamental task in statistics, traditionally addressed using parametric assumptions about the data distribution and detailed analyses of how models learn from data. In recent years, conformal prediction has…

Methodology · Statistics 2026-03-26 Matteo Sesia , Stefano Favaro

The atmosphere is chaotic. This fundamental property of the climate system makes forecasting weather incredibly challenging: it's impossible to expect weather models to ever provide perfect predictions of the Earth system beyond timescales…

Atmospheric and Oceanic Physics · Physics 2020-12-15 Elizabeth A. Barnes , Kirsten Mayer , Benjamin Toms , Zane Martin , Emily Gordon

As complex machine learning models are increasingly used in sensitive applications like banking, trading or credit scoring, there is a growing demand for reliable explanation mechanisms. Local feature attribution methods have become a…

Machine Learning · Computer Science 2022-09-08 Johannes Haug , Alexander Braun , Stefan Zürn , Gjergji Kasneci

Rapid progress in machine learning and deep learning has enabled a wide range of applications in the electricity load forecasting of power systems, for instance, univariate and multivariate short-term load forecasting. Though the strong…

Machine Learning · Computer Science 2024-02-20 Yuqi Jiang , Yan Li , Yize Chen

Regression problems with time-series predictors are common in banking and many other areas of application. In this paper, we use multi-head attention networks to develop interpretable features and use them to achieve good predictive…

Machine Learning · Computer Science 2022-05-26 Tianjie Wang , Jie Chen , Joel Vaughan , Vijayan N. Nair

Machine learning methods have been remarkably successful for a wide range of application areas in the extraction of essential information from data. An exciting and relatively recent development is the uptake of machine learning in the…

Machine Learning · Computer Science 2020-03-13 Ribana Roscher , Bastian Bohn , Marco F. Duarte , Jochen Garcke

Tropical cyclones (TCs) are highly destructive and inherently uncertain weather systems. Ensemble forecasting helps quantify these uncertainties, yet traditional systems are constrained by high computational costs and limited capability to…

Machine Learning · Computer Science 2025-10-29 Jun Liu , Tao Zhou , Jiarui Li , Xiaohui Zhong , Peng Zhang , Jie Feng , Lei Chen , Hao Li

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

The trade-off between accuracy and interpretability has long been a challenge in machine learning (ML). This tension is particularly significant for emerging interpretable-by-design methods, which aim to redesign ML algorithms for…

Machine Learning · Computer Science 2025-05-28 Geyu Liang , Senne Michielssen , Salar Fattahi

Time series forecasting enables early warning and has driven asset performance management from traditional planned maintenance to predictive maintenance. However, the lack of interpretability in forecasting methods undermines users' trust…

Machine Learning · Computer Science 2026-03-04 Bo Liu , Shao-Bo Lin , Changmiao Wang , Xiaotong Liu

Machine learning algorithms often assume that training samples are independent. When data points are connected by a network, the induced dependency between samples is both a challenge, reducing effective sample size, and an opportunity to…

Machine Learning · Statistics 2025-09-22 Tiffany M. Tang , Elizaveta Levina , Ji Zhu

Feature attribution explains neural network outputs by identifying relevant input features. The attribution has to be faithful, meaning that the attributed features must mirror the input features that influence the output. One recent trend…

Machine Learning · Computer Science 2024-02-15 Yang Zhang , Yawei Li , Hannah Brown , Mina Rezaei , Bernd Bischl , Philip Torr , Ashkan Khakzar , Kenji Kawaguchi

Interpretable machine learning offers insights into what factors drive a certain prediction of a black-box system. A large number of interpreting methods focus on identifying explanatory input features, which generally fall into two main…

Machine Learning · Computer Science 2023-06-02 Vy Vo , Van Nguyen , Trung Le , Quan Hung Tran , Gholamreza Haffari , Seyit Camtepe , Dinh Phung

We have developed a new framework using time-series analysis for dynamically assigning mobile network traffic prediction models in previously unseen wireless environments. Our framework selectively employs learned behaviors, outperforming…

Information Theory · Computer Science 2023-12-01 Alexander Downey , Evren Tuna , Alkan Soysal

The time series classification literature has expanded rapidly over the last decade, with many new classification approaches published each year. The research focus has mostly been on improving the accuracy and efficiency of classifiers,…

Machine Learning · Computer Science 2018-08-14 Thach Le Nguyen , Severin Gsponer , Iulia Ilie , Georgiana Ifrim

We present a flexible framework for learning predictive models that approximately satisfy the equalized odds notion of fairness. This is achieved by introducing a general discrepancy functional that rigorously quantifies violations of this…

Machine Learning · Statistics 2020-06-09 Yaniv Romano , Stephen Bates , Emmanuel J. Candès