Fire safety is a primary concern in safeguarding lives and property. However, it is challenging to predict fire incidents and identify potential influencing factors due to limitations of data, model accuracy and interpretability. This paper proposes a novel scheme designed to enhance predictive and explainable capabilities by integrating multi-source data, adaptive machine learning methods, and Shapley additive explanation (SHAP) tools for more effective and applicable fire safety management. The scheme shows satisfactory prediction results by leveraging the data from grid-style management systems and our proposed machine learning method with dynamic time warping distance-based time series clustering, significantly outperforming the methods merely based on time series modeling. Moreover, clustered features help to clarify the main influencing risk factors and provide clearer insights for model interpretability. With global SHAP, community clusters capturing community fire event frequency, as well as historical records on fire police rescue, smoke alarms, and fire alarms, are found to be significant risk factors among all the features over the whole communities and periods via the model interpretability analysis, implying that communities where fires used to occur frequently are more likely to occur in future, which should be highly vigilant in real fire management. With local SHAP, specific risk factors that vary across communities can be identified for any single community with a given period. We demonstrate the potential of this integrated machine learning scheme in improving the prediction accuracy and risk identification applicability of fire incidents, which contributes to more effective and customized fire safety management.