# Distributed Lag Transformer based on Time-Variable-Aware Learning for Explainable Multivariate Time Series Forecasting

arXiv: https://arxiv.org/abs/2408.16896 · HTML: https://mlsanity.com/paper/2408.16896/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Builds on 24 of its 69 references that are in the map.
- First posted on arXiv 29 Aug 2024.

## Builds on (most cited first, 24 of 24)

- [Attention Is All You Need](https://mlsanity.com/paper/1706.03762/) (2017)
- [Adam: A Method for Stochastic Optimization](https://mlsanity.com/paper/1412.6980/) (2014)
- [Grad-CAM: Visual Explanations from Deep Networks via Gradient-based Localization](https://mlsanity.com/paper/1610.02391/) (2016)
- [A Unified Approach to Interpreting Model Predictions](https://mlsanity.com/paper/1705.07874/) (2017)
- ["Why Should I Trust You?": Explaining the Predictions of Any Classifier](https://mlsanity.com/paper/1602.04938/) (2016)
- [Axiomatic Attribution for Deep Networks](https://mlsanity.com/paper/1703.01365/) (2017)
- [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)
- [Are Transformers Effective for Time Series Forecasting?](https://mlsanity.com/paper/2205.13504/) (2022)
- [Grad-CAM++: Improved Visual Explanations for Deep Convolutional Networks](https://mlsanity.com/paper/1710.11063/) (2017)
- [iTransformer: Inverted Transformers Are Effective for Time Series Forecasting](https://mlsanity.com/paper/2310.06625/) (2023)
- [Attention is not Explanation](https://mlsanity.com/paper/1902.10186/) (2019)
- [Temporal Fusion Transformers for Interpretable Multi-horizon Time Series Forecasting](https://mlsanity.com/paper/1912.09363/) (2019)
- [Time-LLM: Time Series Forecasting by Reprogramming Large Language Models](https://mlsanity.com/paper/2310.01728/) (2023)
- [Towards Robust Interpretability with Self-Explaining Neural Networks](https://mlsanity.com/paper/1806.07538/) (2018)
- [A Benchmark for Interpretability Methods in Deep Neural Networks](https://mlsanity.com/paper/1806.10758/) (2018)
- [A Dual-Stage Attention-Based Recurrent Neural Network for Time Series Prediction](https://mlsanity.com/paper/1704.02971/) (2017)
- [Darts: User-Friendly Modern Machine Learning for Time Series](https://mlsanity.com/paper/2110.03224/) (2021)
- [TimeSHAP: Explaining Recurrent Models through Sequence Perturbations](https://mlsanity.com/paper/2012.00073/) (2020)
- [GLocalX -- From Local to Global Explanations of Black Box AI Models](https://mlsanity.com/paper/2101.07685/) (2021)
- [Exploring Interpretable LSTM Neural Networks over Multi-Variable Data](https://mlsanity.com/paper/1905.12034/) (2019)
- [XCM: An Explainable Convolutional Neural Network for Multivariate Time Series Classification](https://mlsanity.com/paper/2009.04796/) (2020)
- [Revisiting the Performance-Explainability Trade-Off in Explainable Artificial Intelligence (XAI)](https://mlsanity.com/paper/2307.14239/) (2023)
- [Counterfactual Explanations for Time Series Forecasting](https://mlsanity.com/paper/2310.08137/) (2023)

## Abstract (arXiv)

Time series data is a key element of big data analytics, commonly found in domains such as finance, healthcare, climate forecasting, and transportation. In large scale real world settings, such data is often high dimensional and multivariate, requiring advanced forecasting methods that are both accurate and interpretable. Although Transformer based models perform well in multivariate time series forecasting (MTSF), their lack of explainability limits their use in critical applications. To overcome this, we propose Distributed Lag Transformer (DLFormer), a novel Transformer architecture for explainable and scalable MTSF. DLFormer integrates a distributed lag embedding and a time variable aware learning (TVAL) mechanism to structurally model both local and global temporal dependencies and explicitly capture the influence of past variables on future outcomes. Experiments on ten benchmark and real world datasets show that DLFormer achieves state of the art predictive accuracy while offering robust, interpretable insights into variable wise and temporal dynamics. These results highlight ability of DLFormer to bridge the gap between performance and explainability, making it highly suitable for practical big data forecasting tasks.