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.
By Xu Zheng, Wei Cheng, Zhuomin Chen, Mo Sha, Jingchao Ni, Dongsheng Luo
arXiv:2511. 02152v2 Announce Type: replace Abstract: Time series data is one of the most popular data modalities in critical domains such as industry and medicine.
By Bart{\l}omiej Ma{\l}kus, Szymon Bobek, Grzegorz J. Nalepa
arXiv:2607. 17783v1 Announce Type: cross Abstract: Predictive process monitoring supports the optimization and control of operational business processes by forecasting the future state or outcome of ongoing cases.
By Kseniya Sahatova, Rafael Seidi Oyamada, Xuefei Lu, Johannes De Smedt
arXiv:2606. 18049v1 Announce Type: new Abstract: Decision-making with deep learning-based time series forecasting requires not only accurate predictions but also actionable insights.
By Jan Voets, Hasan Tercan, Tobias Meisen, Sebastian Baum
arXiv:2501. 04339v2 Announce Type: replace-cross Abstract: We introduce the Deep Convolutional Interpreter for Time Series (DCIts), a deep-learning architecture for nonlinear multivariate time series that provides sample-specific, locally interpretable descriptions of the underlying interaction structure.
By Domjan Baric, Davor Horvatic
Decision-making with deep learning-based time series forecasting requires not only accurate predictions but also actionable insights. However, current architectures do not inherently provide such information.
arXiv:2511. 20577v5 Announce Type: replace Abstract: Real-world time series often exhibit strong non-stationarity, complex nonlinear dynamics, and behavior expressed across multiple temporal scales, from rapid local fluctuations to slow-evolving long-range trends.
By Sumit S Shevtekar, Chandresh K Maurya
arXiv:2606. 27599v1 Announce Type: cross Abstract: While many explainable AI (XAI) methods have been proposed, most are not designed for time-series forecasting models and often rely on the implicit assumption that timestamp features are independent.
By Amadeo Tunyi
arXiv:2506. 10630v3 Announce Type: replace-cross Abstract: To advance time series forecasting (TSF), various methods have been proposed to improve prediction accuracy, evolving from statistical techniques to data-driven deep learning architectures.
By Yitong Zhou, Yucong Luo, Mingyue Cheng, Qi Liu, Jiahao Wang, Daoyu Wang, Enhong Chen
arXiv:2602. 16224v2 Announce Type: replace Abstract: Time series data are prone to noise in various domains, and training samples may contain low-predictability patterns that deviate from the normal data distribution, leading to training instability or convergence to poor local minima.
By Xu Zhang, Peng Wang, Yichen Li, Wei Wang
Predictive process monitoring supports the optimization and control of operational business processes by forecasting the future state or outcome of ongoing cases. While deep neural networks have achieved strong performance for these tasks by modeling sequential dependencies in event logs, their black-box nature limits trust and practical adoption.
arXiv:2608. 10149v1 Announce Type: new Abstract: Due to the diversity of real-world time series, no single forecasting model consistently dominates across all samples.
By Xu Zhang, Chang Xu, Hui Sun, Nan Ma, Zijian Zhang, Peng Wang, Wei Wang, Li Zhao