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Determining variable attribution between instances of discrete series models

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Abstract:

A method of determining the effect that changes in input variables have on changes in the output of a time series model, between two instances of time, produces variable attributions that satisfy the Shapley fairness properties of efficiency, symmetry, linearity, and null player.

Status:
Grant
Type:

Utility

Filling date:

26 Nov 2019

Issue date:

27 Apr 2021