Explainable boosted linear regression for time series forecasting

no code implementations • 18 Sep 2020 • Igor Ilic, Berk Gorgulu, Mucahit Cevik, Mustafa Gokce Baydogan

We observe that EBLR substantially improves the base model performance through extracted features, and provide a comparable performance to other well established approaches.

Decision Making Prediction Intervals +3

Evaluation of Local Explanation Methods for Multivariate Time Series Forecasting

no code implementations • 18 Sep 2020 • Ozan Ozyegen, Igor Ilic, Mucahit Cevik

In this study, we propose two novel evaluation metrics for time series forecasting: Area Over the Perturbation Curve for Regression and Ablation Percentage Threshold.

BIG-bench Machine Learning Multivariate Time Series Forecasting +2