ConceptTS: LLM-Guided Concept Bottlenecks for Interpretable Multivariate Time-Series Forecasting
State-of-the-art multivariate time-series forecasters can model complex temporal and cross-variable dependencies, yet their opaque representations provide limited insight into why a particular forecast is produced. This lack of transparency restricts their use in settings where practitioners must understand and assess the factors underlying a prediction. We introduce ConceptTS, an interpretable forecasting framework that organizes its predictions around named, human-readable concepts. ConceptTS uses a large language model to propose task-relevant concepts and generate executable labeling rules