# NVExplain: Explaining Time Series Forecasting with Latent Trajectory Analysis and Structure-Preserving Surrogates

arXiv: https://arxiv.org/abs/2608.25080 · HTML: https://mlsanity.com/paper/2608.25080/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Builds on 7 of its 10 references that are in the map.
- First posted on arXiv 25 Aug 2026.

## Builds on (most cited first, 7 of 7)

- [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)
- [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)
- [MOMENT: A Family of Open Time-series Foundation Models](https://mlsanity.com/paper/2402.03885/) (2024)
- [TimeSHAP: Explaining Recurrent Models through Sequence Perturbations](https://mlsanity.com/paper/2012.00073/) (2020)

## Abstract (arXiv)

Time series forecasting models are widely used in high-stakes settings, yet their predictions remain difficult to interpret because existing post-hoc methods often ignore temporal dependence and fail to provide horizon-specific explanations. We propose a model-agnostic explainability framework that explains forecasting predictions by attributing each forecast horizon to temporally relevant historical lags. The framework models forecasting as a latent trajectory and introduces semantic flow to quantify how information evolves across time in the model's internal representations. By aggregating semantic flow, it constructs a lag-horizon attribution matrix that captures horizon-resolved temporal influence. To improve explainability, we further generate structure-preserving perturbations and fit sparse local surrogate models, producing human-readable and temporally coherent explanations. We evaluate the method using faithfulness and stability diagnostics across multiple benchmark datasets. Results show that the semantic-flow variant achieves competitive or superior faithfulness compared to standard post-hoc baselines, while being substantially more computationally efficient. Stability analysis further demonstrates that the explanations are robust and identifies regimes where interpretation should be applied with caution.