Counterfactual Explanations for Time Series Forecasting
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Abstract (arXiv)
Among recent developments in time series forecasting methods, deep forecasting models have gained popularity as they can utilize hidden feature patterns in time series to improve forecasting performance. Nevertheless, the majority of current deep forecasting models are opaque, hence making it challenging to interpret the results. While counterfactual explanations have been extensively employed as a post-hoc approach for explaining classification models, their application to forecasting models still remains underexplored. In this paper, we formulate the novel problem of counterfactual generation for time series forecasting, and propose an algorithm, called ForecastCF, that solves the problem by applying gradient-based perturbations to the original time series. ForecastCF guides the perturbations by applying constraints to the forecasted values to obtain desired prediction outcomes. We experimentally evaluate ForecastCF using four state-of-the-art deep model architectures and compare to two baselines. Our results show that ForecastCF outperforms the baseline in terms of counterfactual validity and data manifold closeness. Overall, our findings suggest that ForecastCF can generate meaningful and relevant counterfactual explanations for various forecasting tasks.
Key facts. Cited by 10 papers in the map (data through 7 Oct 2026). Builds on 23 of its 46 references that are in the map. First posted on arXiv 12 Oct 2023.
Builds on
23 of 46 references.
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11 more
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Built on by
Citing papers per year: 2024: 2; 2025: 3; 2026: 5.
10 papers.
- 2026Position: Universal Time Series Foundation Models Rest on a Category Errorcited by 1
- 2026CEPAE: Conditional Entropy-Penalized Autoencoders for Time Series Counterfactualscited by 1
- 2024A Framework for Feasible Counterfactual Exploration incorporating Causality, Sparsity and Densitycited by 0
- 2024Distributed Lag Transformer based on Time-Variable-Aware Learning for Explainable Multivariate Time Series Forecastingcited by 0
- 2025Interpretable deep convolutional model for nonlinear multivariate time series in complex systemscited by 0
- 2025Learning Temporal Saliency for Time Series Forecasting with Cross-Scale Attentioncited by 0
- 2025Counterfactual Explanation for Multivariate Time Series Forecasting with Exogenous Variablescited by 0
- 2026Discovering Entity-Conditioned Lag Heterogeneity: A Lag-Gated Neural Audit Framework for Panel Time Seriescited by 0
- 2026ConTex: Reformulating Counterfactual Generation For Time Series Forecastingcited by 0
- 2026FCx: An algorithm for finding Feasible Counterfactual Explanationscited by 0
- 2026FCx: An algorithm for finding Feasible Counterfactual Explanations16 Sep 2026
- 2026ConTex: Reformulating Counterfactual Generation For Time Series Forecasting16 Jun 2026
- 2026Discovering Entity-Conditioned Lag Heterogeneity: A Lag-Gated Neural Audit Framework for Panel Time Series20 May 2026
- 2026CEPAE: Conditional Entropy-Penalized Autoencoders for Time Series Counterfactuals17 Feb 2026
- 2026Position: Universal Time Series Foundation Models Rest on a Category Error5 Feb 2026
- 2025Counterfactual Explanation for Multivariate Time Series Forecasting with Exogenous Variables10 Nov 2025
- 2025Learning Temporal Saliency for Time Series Forecasting with Cross-Scale Attention26 Sep 2025
- 2025Interpretable deep convolutional model for nonlinear multivariate time series in complex systems8 Jan 2025
- 2024Distributed Lag Transformer based on Time-Variable-Aware Learning for Explainable Multivariate Time Series Forecasting29 Aug 2024
- 2024A Framework for Feasible Counterfactual Exploration incorporating Causality, Sparsity and Density20 Apr 2024