Explainable Multivariate Time Series Classification: A Deep Neural Network Which Learns to Attend to Important Variables As Well As Time Intervals

Tsung Yu Hsieh, Suhang Wang, Yiwei Sun, Vasant Honavar

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Abstract

Many real-world applications, e.g., healthcare, present multi-variate time series prediction problems. In such settings, in addition to the predictive accuracy of the models, model transparency and explainability are paramount. We consider the problem of building explainable classifiers from multi-variate time series data. A key criterion to understand such predictive models involves elucidating and quantifying the contribution of time varying input variables to the classification. Hence, we introduce a novel, modular, convolution-based feature extraction and attention mechanism that simultaneously identifies the variables as well as time intervals which determine the classifier output. We present results of extensive experiments with several benchmark data sets that show that the proposed method outperforms the state-of-the-art baseline methods on multi-variate time series classification task. The results of our case studies demonstrate that the variables and time intervals identified by the proposed method make sense relative to available domain knowledge.

Original languageEnglish (US)
Title of host publicationWSDM 2021 - Proceedings of the 14th ACM International Conference on Web Search and Data Mining
PublisherAssociation for Computing Machinery, Inc
Pages607-615
Number of pages9
ISBN (Electronic)9781450382977
DOIs
StatePublished - Aug 3 2021
Event14th ACM International Conference on Web Search and Data Mining, WSDM 2021 - Virtual, Online, Israel
Duration: Mar 8 2021Mar 12 2021

Publication series

NameWSDM 2021 - Proceedings of the 14th ACM International Conference on Web Search and Data Mining

Conference

Conference14th ACM International Conference on Web Search and Data Mining, WSDM 2021
CountryIsrael
CityVirtual, Online
Period3/8/213/12/21

All Science Journal Classification (ASJC) codes

  • Computer Networks and Communications
  • Computer Science Applications
  • Software

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