Explaining deep learning models operating on time series data is crucial in various applications that require transparent and interpretable insights into model behavior. {Existing explanation methods...
arXiv:2608. 25897v1 Announce Type: new Abstract: Explaining deep learning models operating on time series data is crucial in various applications that require transparent and interpretable insights into model behavior.
By Xu Zheng, Zichuan Liu, Zhuomin Chen, Mayur Akewar, Janki Bhimani, Jason Liu, Mo Sha, Jingchao Ni, Wei Cheng, Dongsheng Luo
arXiv:2607. 21573v1 Announce Type: cross Abstract: Faithful explanations of time-series classifiers should identify subsequences that are not only sufficient to preserve a black-box model's prediction, but also necessary for maintaining it.
By Hongnan Ma, Yiwei Shi, Mengyue Yang, Weiru Liu
arXiv:2607. 28124v1 Announce Type: new Abstract: As forecasts increasingly drive decisions in fields such as energy, transportation, and healthcare, understanding the historical data behind these predictions has become as crucial as the predictions themselves.
By Xu Zheng, Wei Cheng, Zhuomin Chen, Mo Sha, Jingchao Ni, Dongsheng Luo
NVExplain is a model‑agnostic framework that explains time‑series forecasting by attributing each forecast horizon to temporally relevant historical lags. It models forecasting as a latent trajectory, introduces semantic flow to track information evolution, and aggregates this into a lag‑horizon attribution matrix. The method also generates structure‑preserving perturbations and fits sparse local surrogates to produce human‑readable, temporally coherent explanations, and demonstrates competitive faithfulness and stability across benchmark datasets.
By Muyan Anna Li, Manikandan Ravikiran, Aditi Gautam
arXiv:2604. 17616v3 Announce Type: replace Abstract: Root cause analysis (RCA) for time-series anomaly detection is critical for the reliable operation of complex real-world systems.
By Shashank Mishra, Karan Patil, Cedric Schockaert, Didier Stricker, Jason Rambach
The paper introduces XACT, a framework that learns sparse attribution masks over coefficients from any invertible time‑frequency transform, such as STFT, continuous wavelet transform, and discrete wavelet transform. XACT extends the virtual inspection layer approach to wavelet transforms, enabling Layer‑wise Relevance Propagation (LRP) to generate explanations in these representations. Experiments on synthetic and two real‑world datasets show that XACT produces precise, sparse, and structured explanations, often outperforming baseline methods in highlighting relevant features.
By Theresa Dahl Frehr, Francisco Pelayo, Lukas Raad, Alicia Garc\'ia Sanz, Thea Br\"usch, Tommy Sonne Alstr{\o}m
arXiv:2606. 18049v1 Announce Type: new Abstract: Decision-making with deep learning-based time series forecasting requires not only accurate predictions but also actionable insights.
By Jan Voets, Hasan Tercan, Tobias Meisen, Sebastian Baum
Decision-making with deep learning-based time series forecasting requires not only accurate predictions but also actionable insights. However, current architectures do not inherently provide such information.
arXiv:2511. 02152v2 Announce Type: replace Abstract: Time series data is one of the most popular data modalities in critical domains such as industry and medicine.
By Bart{\l}omiej Ma{\l}kus, Szymon Bobek, Grzegorz J. Nalepa
arXiv:2608.21449v1 Announce Type: new
Abstract: Time series arise in a wide range of application domains and are analyzed using machine learning in decision-critical settings. Time series classificat...
By Louis Peter, Nils Gumpfer, Jana Fischer, Christin Seifert, Jennifer Hannig
arXiv:2602. 02763v3 Announce Type: replace Abstract: Interpretable time series deep learning systems are often assessed by checking temporal consistency on explanations, implicitly treating this as evidence of robustness.
By Bohan Wang, Zewen Liu, Lu Lin, Hui Liu, Li Xiong, Ming Jin, Wei Jin