The paper introduces a counterfactual interpretability layer for multi‑series WaveNet forecasters used in sales forecasting. It decomposes each forecast into contributions that exactly sum to the predicted value, avoiding allocation artifacts seen with SHAP‑style methods. The authors evaluate faithfulness via deletion/insertion tests, showing significant gaps that confirm the attributions reflect genuine model behavior, and they analyze where attribution is informative and where it is not.
arXiv:2510. 04487v5 Announce Type: replace Abstract: While accuracy is a critical requirement for time series forecasting, an equally important desideratum is reasonable forecast volatility across forecast creation dates (FCDs).
arXiv:2607. 28124v1 Announce Type: new Abstract: As forecasts increasingly drive decisions in fields such as energy, transportation, and healthcare, understanding the historical data behind these predictions has become as crucial as the predictions themselves.
arXiv:2512. 23847v2 Announce Type: replace-cross Abstract: We develop a statistical procedure to detect lookahead bias in economic forecasts generated by large language models (LLMs).
arXiv:2609.13840v1 Announce Type: new Abstract: A contract-logistics spare-parts operator is paid on order-level service: an order counts only if every requested line is fulfilled, yet forecasters ar...
arXiv:2609.06085v1 Announce Type: cross Abstract: Understanding the joint dynamics of prices and trades is central to market microstructure, where returns and order flow interact through nonlinear an...
arXiv:2606. 27282v1 Announce Type: new Abstract: Time-series forecasting research has been moving steadily toward larger architectures, from specialized transformers to general-purpose foundation models, on the assumption that capacity is what unlocks accuracy.
arXiv:2607. 05450v1 Announce Type: cross Abstract: This paper explores the "Granularity Paradox" in time-series forecasting, wherein finer temporal disaggregation (e.
arXiv:2607. 08046v1 Announce Type: cross Abstract: Large language models fine-tuned for forecasting can be accurate yet poorly calibrated, and their chain-of-thought (CoT) reasoning may not faithfully reflect the evidence behind a forecast.
Time-series forecasting research has been moving steadily toward larger architectures, from specialized transformers to general-purpose foundation models, on the assumption that capacity is what unlocks accuracy. We take the opposite position: most of the gap can be closed at far lower cost by tuning preprocessing rather than scaling models.
arXiv:2606. 32008v1 Announce Type: new Abstract: Mechanistic interpretability (MI) requires full access to model internals, yet the APIs for most widely deployed language models at best expose log-probabilities over output tokens.
Large language models fine-tuned for forecasting can be accurate yet poorly calibrated, and their chain-of-thought (CoT) reasoning may not faithfully reflect the evidence behind a forecast. We ask whether internal representations offer a more direct window into both.
arXiv:2606. 03184v1 Announce Type: cross Abstract: Financial forecasting is difficult due to low signal-to-noise ratios, latent factors, heavy tails, regime shifts, and jumps.