Is there a way to explain the Chronos Model through features importance / SHAP values or other?

[anthonygiorgio97]

Hi,

how can I perform explainability on Chronos / ChronosBolt model, maybe using SHAP / LIME library? Is there any mechanism to get lag importances?

[abdulfatir]

@anthonygiorgio97 There's no such feature in this library and we have not investigated such a thing. If you decide to give this a try, please don't forget to share your findings here with us.