# Time Series Attribution on Exchange Rate (ExRA)

Source: [Time Series Attribution on Exchange Rate (ExRA)](<https://www.sota2.com/research/sota/time-series-attribution-on-exchange-rate-exra>)

Collection index: [llms.txt](<https://www.sota2.com/research/llms.txt>)

Data updated: 2026-06-29T06:38:47.579Z

Evaluation of Time Series Attribution performance on the Exchange Rate (ExRA) dataset.

A research result applies to its stated dataset, split, metric and evaluation configuration. Compare like-for-like settings, preserve the metric's unit and direction, and distinguish paper-reported results from independent reproduction. The best result recorded here is not a claim of exhaustive, current global coverage.

| Scope | Recorded value |
| --- | --- |
| Task | Time Series Attribution |
| Dataset (including any stated split) | Exchange Rate (ExRA) |
| Metric | AUC lag@25% |
| Unit | PERCENT |
| Direction | Higher is better |
| Results loaded | 18 of 18 |
| Coverage | All results currently returned for this benchmark |

Evaluation settings may differ between results. The original papers and recorded configurations are needed to establish comparability. A shared metric name alone does not establish an identical protocol.

## Metrics

- [AUC lag@25%](<https://www.sota2.com/research/sota/time-series-attribution-on-exchange-rate-exra.md?metric=AUC%20lag%4025%25>): Higher is better; unit: PERCENT.

## Recorded results

| Method | AUC lag@25% | Result date | Report paper |
| --- | --- | --- | --- |
| DM | 6 | Not recorded | 6a41fc1c206542251d7ccb7c |
| KARMA | 5 | Not recorded | 6a41fc1c206542251d7ccb7c |
| Integrated Gradients | 3 | Not recorded | 6a41fc1c206542251d7ccb7c |
| TimeSHAP | 3 | Not recorded | 6a41fc1c206542251d7ccb7c |
| KARMA | 2 | Not recorded | 6a41fc1c206542251d7ccb7c |
| Integrated Gradients | 2 | Not recorded | 6a41fc1c206542251d7ccb7c |
| TimeSHAP | 2 | Not recorded | 6a41fc1c206542251d7ccb7c |
| DM | 1 | Not recorded | 6a41fc1c206542251d7ccb7c |
| Integrated Gradients | 1 | Not recorded | 6a41fc1c206542251d7ccb7c |
| TimeSHAP | 1 | Not recorded | 6a41fc1c206542251d7ccb7c |
| DM | 1 | Not recorded | 6a41fc1c206542251d7ccb7c |
| FO | 0 | Not recorded | 6a41fc1c206542251d7ccb7c |
| WI | 0 | Not recorded | 6a41fc1c206542251d7ccb7c |
| FO | 0 | Not recorded | 6a41fc1c206542251d7ccb7c |
| WI | 0 | Not recorded | 6a41fc1c206542251d7ccb7c |
| KARMA | 0 | Not recorded | 6a41fc1c206542251d7ccb7c |
| FO | 0 | Not recorded | 6a41fc1c206542251d7ccb7c |
| WI | 0 | Not recorded | 6a41fc1c206542251d7ccb7c |

### DM

AUC lag@25%: 6. Result ID: 6a4212f0fbc373592c868787.

[Reporting paper](<https://www.sota2.com/research/paper/6a41fc1c206542251d7ccb7c.md>)

[Method origin paper](<https://www.sota2.com/research/paper/68fa6a1e1e209131cea26114.md>)

Recorded evaluation configuration: {"Arch":"LSTM"}. This record does not assert independent reproduction.

### KARMA

AUC lag@25%: 5. Result ID: 6a4212f0fbc373592c868791.

[Reporting paper](<https://www.sota2.com/research/paper/6a41fc1c206542251d7ccb7c.md>)

[Method origin paper](<https://www.sota2.com/research/paper/6a41fc1c206542251d7ccb7c.md>)

Recorded evaluation configuration: {"Arch":"TCN"}. This record does not assert independent reproduction.

### Integrated Gradients

AUC lag@25%: 3. Result ID: 6a4212f0fbc373592c868783.

[Reporting paper](<https://www.sota2.com/research/paper/6a41fc1c206542251d7ccb7c.md>)

[Method origin paper](<https://www.sota2.com/research/paper/68fa63661e209131ce9fe6bd.md>)

Recorded evaluation configuration: {"Arch":"GRU"}. This record does not assert independent reproduction.

### TimeSHAP

AUC lag@25%: 3. Result ID: 6a4212f0fbc373592c868784.

[Reporting paper](<https://www.sota2.com/research/paper/6a41fc1c206542251d7ccb7c.md>)

[Method origin paper](<https://www.sota2.com/research/paper/68fa6a3b1e209131cea26d04.md>)

Recorded evaluation configuration: {"Arch":"GRU"}. This record does not assert independent reproduction.

### KARMA

AUC lag@25%: 2. Result ID: 6a4212f0fbc373592c868785.

[Reporting paper](<https://www.sota2.com/research/paper/6a41fc1c206542251d7ccb7c.md>)

[Method origin paper](<https://www.sota2.com/research/paper/6a41fc1c206542251d7ccb7c.md>)

Recorded evaluation configuration: {"Arch":"GRU"}. This record does not assert independent reproduction.

### Integrated Gradients

AUC lag@25%: 2. Result ID: 6a4212f0fbc373592c86878f.

[Reporting paper](<https://www.sota2.com/research/paper/6a41fc1c206542251d7ccb7c.md>)

[Method origin paper](<https://www.sota2.com/research/paper/68fa63661e209131ce9fe6bd.md>)

Recorded evaluation configuration: {"Arch":"TCN"}. This record does not assert independent reproduction.

### TimeSHAP

AUC lag@25%: 2. Result ID: 6a4212f0fbc373592c868790.

[Reporting paper](<https://www.sota2.com/research/paper/6a41fc1c206542251d7ccb7c.md>)

[Method origin paper](<https://www.sota2.com/research/paper/68fa6a3b1e209131cea26d04.md>)

Recorded evaluation configuration: {"Arch":"TCN"}. This record does not assert independent reproduction.

### DM

AUC lag@25%: 1. Result ID: 6a4212f0fbc373592c868781.

[Reporting paper](<https://www.sota2.com/research/paper/6a41fc1c206542251d7ccb7c.md>)

[Method origin paper](<https://www.sota2.com/research/paper/68fa6a1e1e209131cea26114.md>)

Recorded evaluation configuration: {"Arch":"GRU"}. This record does not assert independent reproduction.

### Integrated Gradients

AUC lag@25%: 1. Result ID: 6a4212f0fbc373592c868789.

[Reporting paper](<https://www.sota2.com/research/paper/6a41fc1c206542251d7ccb7c.md>)

[Method origin paper](<https://www.sota2.com/research/paper/68fa63661e209131ce9fe6bd.md>)

Recorded evaluation configuration: {"Arch":"LSTM"}. This record does not assert independent reproduction.

### TimeSHAP

AUC lag@25%: 1. Result ID: 6a4212f0fbc373592c86878a.

[Reporting paper](<https://www.sota2.com/research/paper/6a41fc1c206542251d7ccb7c.md>)

[Method origin paper](<https://www.sota2.com/research/paper/68fa6a3b1e209131cea26d04.md>)

Recorded evaluation configuration: {"Arch":"LSTM"}. This record does not assert independent reproduction.

### DM

AUC lag@25%: 1. Result ID: 6a4212f0fbc373592c86878d.

[Reporting paper](<https://www.sota2.com/research/paper/6a41fc1c206542251d7ccb7c.md>)

[Method origin paper](<https://www.sota2.com/research/paper/68fa6a1e1e209131cea26114.md>)

Recorded evaluation configuration: {"Arch":"TCN"}. This record does not assert independent reproduction.

### FO

AUC lag@25%: 0. Result ID: 6a4212f0fbc373592c868780.

[Reporting paper](<https://www.sota2.com/research/paper/6a41fc1c206542251d7ccb7c.md>)

[Method origin paper](<https://www.sota2.com/research/paper/68fa63641e209131ce9fe5a3.md>)

Recorded evaluation configuration: {"Arch":"GRU"}. This record does not assert independent reproduction.

### WI

AUC lag@25%: 0. Result ID: 6a4212f0fbc373592c868782.

[Reporting paper](<https://www.sota2.com/research/paper/6a41fc1c206542251d7ccb7c.md>)

[Method origin paper](<https://www.sota2.com/research/paper/68fa6eb61e209131cea41b1d.md>)

Recorded evaluation configuration: {"Arch":"GRU"}. This record does not assert independent reproduction.

### FO

AUC lag@25%: 0. Result ID: 6a4212f0fbc373592c868786.

[Reporting paper](<https://www.sota2.com/research/paper/6a41fc1c206542251d7ccb7c.md>)

[Method origin paper](<https://www.sota2.com/research/paper/68fa63641e209131ce9fe5a3.md>)

Recorded evaluation configuration: {"Arch":"LSTM"}. This record does not assert independent reproduction.

### WI

AUC lag@25%: 0. Result ID: 6a4212f0fbc373592c868788.

[Reporting paper](<https://www.sota2.com/research/paper/6a41fc1c206542251d7ccb7c.md>)

[Method origin paper](<https://www.sota2.com/research/paper/68fa6eb61e209131cea41b1d.md>)

Recorded evaluation configuration: {"Arch":"LSTM"}. This record does not assert independent reproduction.

### KARMA

AUC lag@25%: 0. Result ID: 6a4212f0fbc373592c86878b.

[Reporting paper](<https://www.sota2.com/research/paper/6a41fc1c206542251d7ccb7c.md>)

[Method origin paper](<https://www.sota2.com/research/paper/6a41fc1c206542251d7ccb7c.md>)

Recorded evaluation configuration: {"Arch":"LSTM"}. This record does not assert independent reproduction.

### FO

AUC lag@25%: 0. Result ID: 6a4212f0fbc373592c86878c.

[Reporting paper](<https://www.sota2.com/research/paper/6a41fc1c206542251d7ccb7c.md>)

[Method origin paper](<https://www.sota2.com/research/paper/68fa63641e209131ce9fe5a3.md>)

Recorded evaluation configuration: {"Arch":"TCN"}. This record does not assert independent reproduction.

### WI

AUC lag@25%: 0. Result ID: 6a4212f0fbc373592c86878e.

[Reporting paper](<https://www.sota2.com/research/paper/6a41fc1c206542251d7ccb7c.md>)

[Method origin paper](<https://www.sota2.com/research/paper/68fa6eb61e209131cea41b1d.md>)

Recorded evaluation configuration: {"Arch":"TCN"}. This record does not assert independent reproduction.

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