# The Failures of Marginal Influence-Based Attribution Methods for Global Time Series Explanations

arXiv: https://arxiv.org/abs/2607.16236 · HTML: https://mlsanity.com/paper/2607.16236/

## Key facts

- Cited by 1 papers in the map (data through 14 Oct 2026).
- Builds on 20 of its 30 references that are in the map.
- First posted on arXiv 25 Jun 2026.

## Builds on (most cited first, 20 of 20)

- [Attention Is All You Need](https://mlsanity.com/paper/1706.03762/) (2017)
- [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)
- [Deep Inside Convolutional Networks: Visualising Image Classification Models and Saliency Maps](https://mlsanity.com/paper/1312.6034/) (2013)
- [Attention is not Explanation](https://mlsanity.com/paper/1902.10186/) (2019)
- [Quantifying Attention Flow in Transformers](https://mlsanity.com/paper/2005.00928/) (2020)
- [Attention is not not Explanation](https://mlsanity.com/paper/1908.04626/) (2019)
- [Towards Faithfully Interpretable NLP Systems: How should we define and evaluate faithfulness?](https://mlsanity.com/paper/2004.03685/) (2020)
- [Causal Abstractions of Neural Networks](https://mlsanity.com/paper/2106.02997/) (2021)
- [Evaluating the visualization of what a Deep Neural Network has learned](https://mlsanity.com/paper/1509.06321/) (2015)
- [The (Un)reliability of saliency methods](https://mlsanity.com/paper/1711.00867/) (2017)
- [On the Robustness of Interpretability Methods](https://mlsanity.com/paper/1806.08049/) (2018)
- [Counterfactual Visual Explanations](https://mlsanity.com/paper/1904.07451/) (2019)
- [DYNOTEARS: Structure Learning from Time-Series Data](https://mlsanity.com/paper/2002.00498/) (2020)
- [Discovering contemporaneous and lagged causal relations in autocorrelated nonlinear time series datasets](https://mlsanity.com/paper/2003.03685/) (2020)
- [TimeSHAP: Explaining Recurrent Models through Sequence Perturbations](https://mlsanity.com/paper/2012.00073/) (2020)
- [Explaining Time Series Predictions with Dynamic Masks](https://mlsanity.com/paper/2106.05303/) (2021)
- [Rhino: Deep Causal Temporal Relationship Learning With History-dependent Noise](https://mlsanity.com/paper/2210.14706/) (2022)
- [Temporal Dependencies in Feature Importance for Time Series Predictions](https://mlsanity.com/paper/2107.14317/) (2021)

## Built on by (most cited first, 1 of 1)

- [When Does Forecasting Reveal Temporal Structure? A Stability Analysis of Time-Series Structural Selection](https://mlsanity.com/paper/2608.10433/) (2026)

## Abstract (arXiv)

Explainability methods for time series models predominantly produce flat attribution scores: they quantify the direct influence of a feature at a timestamp by a scalar. We prove that the dominant failure mode of such methods is not the scalar format itself but a fundamental computational mismatch: existing methods compute scores via marginal conditioning or off-manifold gradients, both of which conflate direct temporal dependencies with mediated ones under autocorrelation. We also define DAG-faithfulness: an explanation is DAG-faithful if the temporal dependency graph it encodes is Markov-equivalent to the temporal directed acyclic graph (DAG) implicitly learned by the model. Particularly, we observe that standard attribution methods, specifically SHAP, are not DAG-faithful in general, and that recent time-series-aware extensions inherit the same computational limitation.