arXiv AI By Florent Forest, Amaury Wei, Olga Fink

When, How Long and How Much? Interpretable Neural Networks for Time Series Regression by Learning to Mask and Aggregate

Read the original on arXiv AI →

arXiv:2512. 03578v3 Announce Type: replace-cross Abstract: Time series extrinsic regression (TSER) refers to the task of predicting a continuous target variable from an input time series.

Summary generated by The Flow from the publisher's feed. The full article lives at arXiv AI.

arXiv Machine Learning
Jun 10

Interpretable deep convolutional model for nonlinear multivariate time series in complex systems

arXiv:2501. 04339v2 Announce Type: replace-cross Abstract: We introduce the Deep Convolutional Interpreter for Time Series (DCIts), a deep-learning architecture for nonlinear multivariate time series that provides sample-specific, locally interpretable descriptions of the underlying interaction structure.

By Domjan Baric, Davor Horvatic