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Interpreting Time Series Forecasts with LIME and SHAP: A Case Study on the Air Passengers Dataset
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本文提出一种融合LIME和SHAP解释时间序列预测的统一框架,将单变量时间序列转化为无泄漏的监督学习问题,结合ARIMA模型和梯度提升树进行预测,并分析影响预测的主要特征。

arXiv:2508.12253v1 Announce Type: cross Abstract: Time-series forecasting underpins critical decisions across aviation, energy, retail and health. Classical autoregressive integrated moving average (ARIMA) models offer interpretability via coefficients but struggle with nonlinearities, whereas tree-based machine-learning models such as XGBoost deliver high accuracy but are often opaque. This paper presents a unified framework for interpreting time-series forecasts using local interpretable model-agnostic explanations (LIME) and SHapley additive exPlanations (SHAP). We convert a univariate series into a leakage-free supervised learning problem, train a gradient-boosted tree alongside an ARIMA baseline and apply post-hoc explainability. Using the Air Passengers dataset as a case study, we show that a small set of lagged features -- particularly the twelve-month lag -- and seasonal encodings explain most forecast variance. We contribute: (i) a methodology for applying LIME and SHAP to time series without violating chronology; (ii) theoretical exposition of the underlying algorithms; (iii) empirical evaluation with extensive analysis; and (iv) guidelines for practitioners.

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时间序列预测 LIME SHAP 解释性预测 ARIMA
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