NVExplain: Explaining Time Series Forecasting with Latent Trajectory Analysis and Structure-Preserving Surrogates

• URL: http://arxiv.org/abs/2608.25080v1
• Date: Tue, 25 Aug 2026 19:14:12 GMT
• Title: NVExplain: Explaining Time Series Forecasting with Latent Trajectory Analysis and Structure-Preserving Surrogates
• Abstract summary: Time series forecasting models are widely used in high-stakes settings.<n> existing post-hoc methods often ignore temporal dependence and fail to provide horizon-specific explanations.<n>We propose a model-agnostic explainability framework that explains forecasting predictions by attributing each forecast horizon to temporally relevant historical lags.
• Score: 2.0320459617688793
• License: http://creativecommons.org/licenses/by/4.0/
• Abstract: Time series forecasting models are widely used in high-stakes settings, yet their predictions remain difficult to interpret because existing post-hoc methods often ignore temporal dependence and fail to provide horizon-specific explanations. We propose a model-agnostic explainability framework that explains forecasting predictions by attributing each forecast horizon to temporally relevant historical lags. The framework models forecasting as a latent trajectory and introduces semantic flow to quantify how information evolves across time in the model's internal representations. By aggregating semantic flow, it constructs a lag-horizon attribution matrix that captures horizon-resolved temporal influence. To improve explainability, we further generate structure-preserving perturbations and fit sparse local surrogate models, producing human-readable and temporally coherent explanations. We evaluate the method using faithfulness and stability diagnostics across multiple benchmark datasets. Results show that the semantic-flow variant achieves competitive or superior faithfulness compared to standard post-hoc baselines, while being substantially more computationally efficient. Stability analysis further demonstrates that the explanations are robust and identifies regimes where interpretation should be applied with caution.

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