Explainable Time Series Forecasting

Ask about this topic

Overview

Explainable time series forecasting studies how to show which past observations, variables, contexts, or learned dynamics shape predictions across future horizons. Approaches include post-hoc methods such as SHAP and counterfactuals, interpretable decompositions and symbolic equations, causal or concept-based models, and language-model reasoning. Methods are tested on settings such as energy demand, health, traffic, and industrial forecasting, where temporal dependence, multiple variables, uncertainty, and changing regimes matter. A central challenge is ensuring explanations are faithful and stable—not merely plausible—while preserving forecast accuracy, especially when different horizons rely on different evidence.

Latest papers

CardsList

61 papers12 papers in the last four weeks, up 50% on the four weeks before. 0.1% of all new papers.

  1. HealthCAT: An Interpretable Encoder-only Transformer Framework for Health Indicator Prediction and Temporal Interpretation of Wearable Sensor Data

    Jul 30, 2026Xiaotong Yu, Joshua Y. Kim, HaeJin Lee +1Transformer InterpretabilityExplainable Time Series Forecasting

  2. Autorelevance function and other feature relevance measures for univariate time series

    Jul 2, 2026Julian Cardenas, Jamie Arjona, Pedro DelicadoExplainable Time Series ForecastingFeature Attribution

    Departament d’Estad´ıstica i Investigaci´o Operativa, Universitat Polit`ecnica de Catalunya - BarcelonaTech, C/ Jordi Girona 1-3, Barcelona, 08034, Catalunya, Spain.

  3. Global Explanations for Multivariate Time Series Forecasting Models via KK-Order Markov Approximations

    Jun 25, 2026Amadeo TunyiMarkov ModelsSurrogate Modeling

    XITASO GmbH Austraße 35, 86153 Augsburg, Germany

  4. FDN: Interpretable Spatiotemporal Forecasting with Future Decomposition Networks

    Jun 23, 2026Nicholas Majeske, Ariful AzadExplainable Time Series ForecastingTime Series Forecasting

    Department of Intelligent Systems Engineering, Indiana University Bloomington, USA · Department of Computer Science and Engineering, Texas A&M University, USA

  5. ConTex: Reformulating Counterfactual Generation For Time Series Forecasting

    Jun 16, 2026Jan Voets, Hasan Tercan, Tobias Meisen +1Explainable Time Series ForecastingCounterfactual Explanations

    Institute for Technologies and Management of Digital Transformation University of Wuppertal

  6. AnchorMoE: Interpretable Time Series Classification via Anchor-Routed MoE

    Jun 2, 2026Tao Xie, Zexi Tan, Haoyi Xiao +5Explainable Time Series ForecastingMultivariate Time Series Classification

    Guangdong University of Technology · Guangzhou, China · Shenzhen University +7

  7. Peak-Detector: Explainable Peak Detection via Instruction-Tuned Large Language Models in Physiological Sign

    May 15, 2026Jiahui Li, Yida Zhang, Zixuan Zeng +10Explainable Time Series Forecasting

    University of Georgia, Athens, Georgia, USA · Yixing People’s Hospital, Yixing, Jiangsu Province, China · University of Washington, Seattle, Washington, USA +1

  8. INSIGHTS: Demonstration-Based Summaries of Time Series Predictors

    May 13, 2026Bar Eini Porat, Rom Gutman, Uri Shalit +1Explainable Time Series ForecastingExplainable Artificial Intelligence

    Technion Israel Institute of Technology · Tel-Aviv University

  9. Temporal Functional Circuits: From Spline Plots to Faithful Explanations in KAN Forecasting

    May 7, 2026Naveen MysoreExplainable Time Series ForecastingExplainable Artificial Intelligence

    University of California, Santa Barbara

  10. Explainable Load Forecasting with Covariate-Informed Time Series Foundation Models

    Apr 30, 2026Matthias Hertel, Alexandra Nikoltchovska, Sebastian Pütz +3Explainable Time Series ForecastingTime Series Forecasting

    Karlsruhe Institute of Technology, Karlsruhe, Germany

  11. DecompKAN: Decomposed Patch-KAN for Long-Term Time Series Forecasting

    Apr 27, 2026Naveen MysoreLong-Term Time Series ForecastingExplainable Time Series Forecasting

  12. CAARL: In-Context Learning for Interpretable Co-Evolving Time Series Forecasting

    Apr 20, 2026Etienne Tajeuna, Patrick Asante Owusu, Armelle Brun +1Explainable Time Series ForecastingTime Series Forecasting

  13. CycloneMAE: A Scalable Multi-Task Learning Model for Global Tropical Cyclone Probabilistic Forecasting

    Apr 14, 2026Renlong Hang, Zihao Xu, Jiuwei Zhao +3Tropical Cyclone Intensity ForecastingWeather Forecasting

    School of Computer Science, School of Software, Nanjing University of Information Science and Technology, Nanjing, 210044, China. · School of Atmospheric Sciences, Nanjing University of Information Science and Technology, Nanjing, 210044, China. · Shanghai Typhoon Institute, China Meteorological Administration, Shanghai, 200030, China. +1

  14. DSPR: Dual-Stream Physics-Residual Networks for Trustworthy Industrial Time Series Forecasting

    Apr 8, 2026Yeran Zhang, Pengwei Yang, Guoqing Wang +1Time Series ForecastingMultivariate Time Series Forecasting

    School of Computer Science and Engineering, University of Electronic Science and Technology of China, Chengdu, Sichuan, China · Research Center, East Hope Group Co., Ltd, Shanghai, China

  15. TFRBench: A Reasoning Benchmark for Evaluating Forecasting Systems

    Apr 7, 2026Md Atik Ahamed, Mihir Parmar, Palash Goyal +7Forecasting BenchmarksTime Series Reasoning

    Google · University of Kentucky

  16. Interpretable PM2.5 Forecasting for Urban Air Quality: A Comparative Study of Adaptive Time-Series Models

    Mar 26, 2026Moazzam Umer Gondal, Hamad ul Qudous, Asma Ahmad Farhan +1Air Quality PredictionTime Series Forecasting

    School of Computing, National University of Computer & Emerging Sciences (FAST), Lahore 54000, Pakistan · College of Computing and Informatics, Saudi Electronic University, Riyadh, 11673, Saudi Arabia

  17. A Practical Guide Towards Interpreting Time-Series Deep Clinical Predictive Models: A Reproducibility Study

    Mar 25, 2026Yongda Fan, John Wu, Andrea Fitzpatrick +3Explainable Time Series ForecastingNeural Network Interpretability

    University of Illinois Urbana-Champaign, Champaign, IL 61801, USA · PyHealth · University of Illinois College of Medicine, Chicago, IL 60612, USA

  18. MLOW: Interpretable Low-Rank Frequency Magnitude Decomposition of Multiple Effects for Time Series Forecasting

    Mar 19, 2026Runze Yang, Longbing Cao, Xiaoming Wu +4Frequency-Domain Time Series ModelingTime Series Forecasting

    1Macquarie University · 2Shanghai Jiao Tong University · 3Nanyang Technological University +1

  19. Locally Linear Continual Learning for Time Series based on VC-Theoretical Generalization Bounds

    Mar 14, 2026Yan V. G. Ferreira, Igor B. Lima, Pedro H. G. Mapa S. +2Explainable Time Series ForecastingNon-Stationary Time Series Forecasting

    Department of Electronic Engineering, Universidade Federal de Minas Gerais, UFMG, Belo Horizonte 31270-901, Brazil · Department of Computing Science, University of Alberta, Edmonton, Alberta, Canada · Graduate Program in Electrical Engineering, Universidade Federal de Minas Gerais, UFMG, Belo Horizonte 31270-901, Brazil

  20. Explainable AI Using Inherently Interpretable Components for Wearable-based Health Monitoring

    Mar 13, 2026Maurice Kuschel, Solveig Vieluf, Claus Reinsberger +2Explainable Time Series ForecastingExplainable Artificial Intelligence

    Signal and System Theory Group, Paderborn University, Paderborn, Germany · Department of Medicine I, Ludwig Maximilian University, Munich, Germany · Konrad Zuse School of Excellence in Reliable AI, Munich, Germany +3

  21. Data-Driven Integration Kernels for Interpretable Nonlocal Operator Learning

    Mar 11, 2026Savannah L. Ferretti, Jerry Lin, Sara Shamekh +3Operator LearningSpatiotemporal Forecasting

    Department of Earth System Science, University of California Irvine, Irvine, USA · Department of Computing and Data Science, Boston University, Boston, USA · The Center for Atmosphere Ocean Science, New York University, New York, USA +4

  22. Turning Time Series into Algebraic Equations: Symbolic Machine Learning for Interpretable Modeling of Chaotic Time Series

    Mar 7, 2026Madhurima Panja, Grace Younes, Tanujit ChakrabortyTime Series ForecastingChaotic Time-Series Prediction

    SAFIR, Sorbonne University Abu Dhabi, UAE · Sorbonne Center for Artificial Intelligence, Sorbonne University, Paris, France

  23. Hierarchical Industrial Demand Forecasting with Temporal and Uncertainty Explanations

    Mar 6, 2026Harshavardhan Kamarthi, Shangqing Xu, Xinjie Tong +4Explainable Time Series ForecastingTime Series Forecasting

    Georgia Institute of Technology Atlanta, USA · Aspen Technology Houston, USA · The Dow Chemical Company Houston, USA +1

  24. SELDON: Supernova Explosions Learned by Deep ODE Networks

    Mar 4, 2026Jiezhong Wu, Jack O'Brien, Jennifer Li +6AstrophysicsIrregular Time-Series Modeling

    NSF-Simons AI Institute for the Sky (SkAI), Chicago, IL, USA · Department of Industrial Engineering and Management Sciences, Northwestern University · Department of Astronomy, University of Illinois Urbana-Champaign +4

  25. PatchDecomp: Interpretable Patch-Based Time Series Forecasting

    Mar 4, 2026Hiroki Tomioka, Genta YoshimuraTime Series ForecastingExplainable Time Series Forecasting

    Mitsubishi Electric Corporation, Japan

  26. Towards Accurate and Interpretable Time-series Forecasting: A Polynomial Learning Approach

    Mar 3, 2026Bo Liu, Shao-Bo Lin, Changmiao Wang +1Time Series ForecastingExplainable Time Series Forecasting

    Center for Intelligent Decision-Making and Machine Learning, School of Management, Xi’an Jiaotong University, Xi’an, China · The 39th Research Institute of China Electronics Technology Group Corporation, Xi’an, China · Shenzhen Research Institute of Big Data, ShenZhen, China

  27. Forecasting Bacterial Antimicrobial Resistance Trends Using Machine Learning on WHO GLASS Surveillance Data: A Retrieval-Augmented Generation Approach for Policy Decision Support

    Feb 26, 2026Md Tanvir Hasan TurjaTime Series ForecastingExplainable Time Series Forecasting

    Independent Researcher, London, United Kingdom

  28. AdaptStress: Online Adaptive Learning for Interpretable and Personalized Stress Prediction Using Multivariate and Sparse Physiological Signals

    Feb 19, 2026Xueyi Wang, Claudine J. C. Lamoth, Elisabeth WilhelmWearable Health MonitoringExplainable Time Series Forecasting

    Engineering and Technology institute Groningen (ENTEG), University of Groningen, Groningen, 9742AG, the Netherlands · Department of Human Movement Sciences, University Medical Center Groningen, Groningen, Netherlands

  29. Auditable Context-Aware HFMD Forecasting with Structured LLM Agents

    Nov 28, 2025Joongwon Chae, Runming Wang, Chen Xiong +5Epidemic ForecastingExplainable Time Series Forecasting

    Institute of Biomedicine and Health Engineering, Tsinghua Shenzhen International Graduate School (SIGS), Tsinghua University, Shenzhen, China · The First Hospital of Hebei Medical University, Shijiazhuang, China · The Fifth Affiliated Hospital of Wenzhou Medical University, Lishui 323000, China +1

  30. AlphaCast: A Human Wisdom-LLM Intelligence Co-Reasoning Framework for Time Series Forecasting

    Nov 12, 2025Xiaohan Zhang, Tian Gao, Mingyue Cheng +5Time Series ForecastingLLM-Based Time Series Forecasting

    State Key Laboratory of Cognitive Intelligence, University of Science and Technology of China, Hefei, China.