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arXiv stat.ML · Papers

Surrogate Modeling for Explainable Predictive Time Series Corrections

arXiv:2412.19897v3 Announce Type: replace Abstract: We introduce a local surrogate approach for explainable time-series forecasting. An initially non-interpretable predictive model to improve the forecast of a classical time-series 'base model' is used. 'Explainability' of the correction is provided by fitting the base