# NFCL: Simply interpretable neural networks for a short-term multivariate forecasting

arXiv: https://arxiv.org/abs/2405.13393 · HTML: https://mlsanity.com/paper/2405.13393/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Builds on 13 of its 43 references that are in the map.
- First posted on arXiv 22 May 2024.

## Builds on (most cited first, 13 of 13)

- [Attention Is All You Need](https://mlsanity.com/paper/1706.03762/) (2017)
- [PyTorch: An Imperative Style, High-Performance Deep Learning Library](https://mlsanity.com/paper/1912.01703/) (2019)
- [Xception: Deep Learning with Depthwise Separable Convolutions](https://mlsanity.com/paper/1610.02357/) (2016)
- [A Time Series is Worth 64 Words: Long-term Forecasting with Transformers](https://mlsanity.com/paper/2211.14730/) (2022)
- [Autoformer: Decomposition Transformers with Auto-Correlation for Long-Term Series Forecasting](https://mlsanity.com/paper/2106.13008/) (2021)
- [FEDformer: Frequency Enhanced Decomposed Transformer for Long-term Series Forecasting](https://mlsanity.com/paper/2201.12740/) (2022)
- [EfficientNetV2: Smaller Models and Faster Training](https://mlsanity.com/paper/2104.00298/) (2021)
- [SCINet: Time Series Modeling and Forecasting with Sample Convolution and Interaction](https://mlsanity.com/paper/2106.09305/) (2021)
- [Long-term Forecasting with TiDE: Time-series Dense Encoder](https://mlsanity.com/paper/2304.08424/) (2023)
- [Neural Additive Models: Interpretable Machine Learning with Neural Nets](https://mlsanity.com/paper/2004.13912/) (2020)
- [Understanding and Improving Layer Normalization](https://mlsanity.com/paper/1911.07013/) (2019)
- [Temporal Convolutional Networks: A Unified Approach to Action Segmentation](https://mlsanity.com/paper/1608.08242/) (2016)
- [Short-Term Forecasting of Passenger Demand under On-Demand Ride Services: A Spatio-Temporal Deep Learning Approach](https://mlsanity.com/paper/1706.06279/) (2017)

## Abstract (arXiv)

Multivariate time-series forecasting (MTSF) stands as a compelling field within the machine learning community. Diverse neural network based methodologies deployed in MTSF applications have demonstrated commendable efficacy. Despite the advancements in model performance, comprehending the rationale behind the model's behavior remains an enigma. Our proposed model, the Neural ForeCasting Layer (NFCL), employs a straightforward amalgamation of neural networks. This uncomplicated integration ensures that each neural network contributes inputs and predictions independently, devoid of interference from other inputs. Consequently, our model facilitates a transparent explication of forecast results. This paper introduces NFCL along with its diverse extensions. Empirical findings underscore NFCL's superior performance compared to nine benchmark models across 15 available open datasets. Notably, NFCL not only surpasses competitors but also provides elucidation for its predictions. In addition, Rigorous experimentation involving diverse model structures bolsters the justification of NFCL's unique configuration.