I used SHAP for explainability with MLForecast modes Is there any library integrated with

StatsForecast

that could help me show explainability for StatsForecast models, , Appreciate any resources/direction?

Hi @Bharath Vishal G we currently don't have any library integrated with StatsForecast to do that. Some of the models have parameters that do have a specific meaning. For example, the smoothing parameter

0<=alpha<=1

from the simple exponential smoothing model tells you how much weight you've given to past information. But again this is model dependent.