We develop metrics based on Shapley values for interpreting time-series forecasting models, including "black-box" models from machine learning. Our metrics are model agnostic, so that they are applicable to any model (linear or nonlinear, parametric or nonparametric). Two of the metrics,...

Financial stress experienced by supply chain elements causes stress to all members. Predictive data mining is a common tool for predicting bankruptcy. Bankruptcy often involves highly imbalanced datasets with a large number of potential variables, with bankrupt firms being by far the minority...