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#neural-forecast
Title
# neural-forecast
a

Afiq Johari

10/17/2023, 9:37 AM
Anyone has looked into using methods like
SHAP
or
LIME
with models like `NHITS`to explain the model? Or, are there any new, advanced techniques that help us understand how `exogenous variables`(
future
,
historical
,
static
) affect a
unique_id
time series forecast? As we aim for better accuracy, it's increasingly important to explain how these
exogenous variables
and a
unique_id
past values impact the future forecasts. Also, a way to quantify how much of the forecasts could be attributed to unexplained/random errors?
c

Cristian (Nixtla)

10/17/2023, 3:34 PM
Hi @Afiq Johari, we dont have this methods available in the library yet. If you want to understand the effect of exogenous variables I recommend using the
NBEATSx
method.
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