Towards A Unified Information Bottleneck Framework for Time Series Explanations
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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.
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:2606. 18049v1 Announce Type: new Abstract: Decision-making with deep learning-based time series forecasting requires not only accurate predictions but also actionable insights.
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.
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.
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.