One Forecast, Many Explanations: Why Time-Series Attribution Needs a Horizon Axis
TL;DR for operators A multi-step forecast may produce one trajectory, but the model does not necessarily use the same historical evidence for every point on that trajectory. In the real-world trained-model experiments studied here, an explanation assigned to its own forecast step outperformed explanations borrowed from other steps: the median own-versus-mismatched margin was +0.1418, and 80.6% of runs were positive. ...