iTFKAN: Interpretable Time Series Forecasting with Kolmogorov-Arnold Network

Fuente: arXiv
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Main Authors: Liang, Ziran, An, Rui, Fan, Wenqi, Rao, Yanghui, Liang, Yuxuan
Format: Preprint
Published: 2025
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author Liang, Ziran
An, Rui
Fan, Wenqi
Rao, Yanghui
Liang, Yuxuan
author_facet Liang, Ziran
An, Rui
Fan, Wenqi
Rao, Yanghui
Liang, Yuxuan
contents As time evolves, data within specific domains exhibit predictability that motivates time series forecasting to predict future trends from historical data. However, current deep forecasting methods can achieve promising performance but generally lack interpretability, hindering trustworthiness and practical deployment in safety-critical applications such as auto-driving and healthcare. In this paper, we propose a novel interpretable model, iTFKAN, for credible time series forecasting. iTFKAN enables further exploration of model decision rationales and underlying data patterns due to its interpretability achieved through model symbolization. Besides, iTFKAN develops two strategies, prior knowledge injection, and time-frequency synergy learning, to effectively guide model learning under complex intertwined time series data. Extensive experimental results demonstrated that iTFKAN can achieve promising forecasting performance while simultaneously possessing high interpretive capabilities.
format Preprint
id arxiv_https___arxiv_org_abs_2504_16432
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle iTFKAN: Interpretable Time Series Forecasting with Kolmogorov-Arnold Network
Liang, Ziran
An, Rui
Fan, Wenqi
Rao, Yanghui
Liang, Yuxuan
Machine Learning
Artificial Intelligence
As time evolves, data within specific domains exhibit predictability that motivates time series forecasting to predict future trends from historical data. However, current deep forecasting methods can achieve promising performance but generally lack interpretability, hindering trustworthiness and practical deployment in safety-critical applications such as auto-driving and healthcare. In this paper, we propose a novel interpretable model, iTFKAN, for credible time series forecasting. iTFKAN enables further exploration of model decision rationales and underlying data patterns due to its interpretability achieved through model symbolization. Besides, iTFKAN develops two strategies, prior knowledge injection, and time-frequency synergy learning, to effectively guide model learning under complex intertwined time series data. Extensive experimental results demonstrated that iTFKAN can achieve promising forecasting performance while simultaneously possessing high interpretive capabilities.
title iTFKAN: Interpretable Time Series Forecasting with Kolmogorov-Arnold Network
topic Machine Learning
Artificial Intelligence
url https://arxiv.org/abs/2504.16432