International Business Machines Corporation
EXPLANATION FOR TIME SERIES FORECASTING MODELS

Abstract:

A method, system, and computer program product for explaining predictions made by black box time series models. The method may include identifying a black box time series model. The method may also include predicting one or more time instances using the black box time series model. The method may also include selecting a predicted time instance from the predicted data. The method may also include receiving training data for the black box time series model. The method may also include generating a set of white box time series models similar to the black box time series model. The method may also include selecting a preferred white box time series model. The method may also include analyzing behavior of the preferred white box time series model. The method may also include generating an explanation illustrating why the black box time series model forecasted the predicted time instance.