Inside the LSTM: An XAI Field Guide to Weather Prediction

LSTMs are still the go-to architecture for a lot of time series work, but they're annoying to trust. You get a number out the other end and no real sense of why the model landed there. This tutorial walks through training an LSTM on daily temperature data, then pulling it apart with three explainability methods: permutation importance, SHAP, and Integrated Gradients. Who this is for: people who already know some Keras and want to add interpretability to a forecasting model, not a from-scratch intro to neural nets. 1. Getting the data into shape LSTMs want a 3D tensor — (samples, timesteps, features) — so before anything else we need to turn a flat column of temperatures into overlapping 7-day windows, each one paired with the value on day 8. import numpy as np import pandas as pd from sklearn.preprocessing import MinMaxScaler # 1. Load data df = pd . read_csv ( " weather_data.csv " ) data = df [ ' Temperature ' ]. values . reshape ( - 1 , 1 ) # 2. Scale the data for stable neural network training scaler = MinMaxScaler ( feature_range = ( 0 , 1 )) scaled_data = scaler . fit_transform ( data ) # 3. Create sequences: 7 days of lag to predict the 8th day X , y = [], [] for i in range ( 7 , len ( scaled_data )): X . append ( scaled_data [ i - 7 : i ]) y . append ( scaled_data [ i ]) X , y = np . array ( X ), np . array ( y ) print ( f " Input shape: { X . shape } " ) # Output: (Samples, 7, 1) Scaling matters more than it sounds like it should — LSTMs trained on unscaled temperature values are prone to exploding gradients, and training just falls apart. The windowing step is really the whole trick here: every prediction only ever sees the past seven days, nothing more. 2. Building the model Two stacked LSTM layers, dropout after each one, early stopping so we don't have to babysit the epoch count. from tensorflow.keras.models import Sequential from tensorflow.keras.layers import LSTM , Dense , Dropout , Input from tensorflow.keras.callbacks import EarlyStopping # 1. Build