TempShap: When and How Much a Feature Matters in Time-Series Forecasting

Overview

arXiv:2610.33330v1 Announce Type: new Abstract: Attribution for a time-series forecaster should answer two questions that a feature-level scalar cannot: when in the input window a feature acts, and how much its influence changes across the forecast horizon. Most existing Shapley explainers treat each feature as one player and therefore collapse both axes. We propose TempShap, a retrospective, loss-based Shapley framework whose players are the individual input cells $(t,i)$. Its attribution tenso

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