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:2603. 06638v3 Announce Type: replace-cross Abstract: The rise of large language models (LLMs) has shifted time series analysis from narrow analytics to general-purpose reasoning.
By Sirui Li, Shuhan Xiao, Mihir Joshi, Ahmed Metwally, Daniel McDuff, Wei Wang, Yuzhe Yang
GroupSegment-SHAP (GS‑SHAP) introduces explanatory units called group‑segment players that capture cross‑variable dependence and distribution shifts over time in multivariate time‑series models. By attributing Shapley values to these units, GS‑SHAP preserves joint structural signals that traditional time‑series SHAP variants fragment. Experiments on human activity recognition, power‑system forecasting, medical signal analysis, and financial time series show that GS‑SHAP improves deletion‑based faithfulness by about 1.7× and reduces runtime by roughly 40% compared to existing baselines, while a financial case study demonstrates its ability to reveal interpretable multivariate‑temporal interactions during high‑volatility periods.
By Jinwoong Kim, Sangjin Park
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
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: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
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:2605.09395v3 Announce Type: replace
Abstract: In this paper, we propose the first VL\underline{\textbf{M}} \underline{\textbf{a}}gentic \underline{\textbf{r}}easoning framework for few-\underli...
By Lin Li, Jiawei Huang, Qihao Quan, Dan Li, Boxin Li, Xiao Zhang, Erli Meng, Wenjie Feng, Jian Lou, See-Kiong Ng
The paper introduces a dual‑view approach for time‑series language models, combining line plots that preserve absolute measurements with normalized delay embeddings that highlight temporal structure. By fusing these complementary visual representations through dedicated encoders and multi‑level feature fusion, the model achieves significant performance gains on several benchmarks, outperforming single‑view baselines and existing TSLMs. The results demonstrate that preserving both measurement frame and temporal structure is an effective design principle for general‑purpose time‑series reasoning.
By Hedi Zisling, Liran Nochumsohn, Ilan Naiman, Mihir Parmar, Omri Azencot
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: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:2607. 09880v1 Announce Type: cross Abstract: Clinical time series are central to patient monitoring, risk assessment, and clinical decision support.
By Frank Nie, Ethan B. Liu, Yuan Zhu, Loe Yan, Wei Fan, Jindong Han