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Time series data is prevalent in a wide variety of real-world applications and it calls for trustworthy and explainable models for people to understand and fully trust decisions made by AI solutions. We consider the problem of building…

Machine Learning · Computer Science 2020-11-25 Tsung-Yu Hsieh , Suhang Wang , Yiwei Sun , Vasant Honavar

Multivariate time series is a very active topic in the research community and many machine learning tasks are being used in order to extract information from this type of data. However, in real-world problems data has missing values, which…

Machine Learning · Computer Science 2019-03-26 Samuel Arcadinho , Paulo Mateus

Deep learning has made significant advances in creating efficient representations of time series data by automatically identifying complex patterns. However, these approaches lack interpretability, as the time series is transformed into a…

Machine Learning · Computer Science 2023-10-26 Etienne Le Naour , Ghislain Agoua , Nicolas Baskiotis , Vincent Guigue

Time series interpretation aims to provide an explanation of what is observed in terms of its underlying processes. The present work is based on the assumption that the common classification-based approaches to time series interpretation…

Artificial Intelligence · Computer Science 2021-12-09 Tomás Teijeiro , Paulo Félix

Time series data is one of the most popular data modalities in critical domains such as industry and medicine. The demand for algorithms that not only exhibit high accuracy but also offer interpretability is crucial in such fields, as…

Machine Learning · Computer Science 2025-11-05 Bartłomiej Małkus , Szymon Bobek , Grzegorz J. Nalepa

Deep learning methods are powerful tools in classifying multivariate time series data. Despite their high performance, these methods are hard to interpret, which diminishes their applications in high-risk domains such as healthcare. In this…

Machine Learning · Computer Science 2026-05-11 Bhavesh Kalisetti , Vincent Wang , Gaurav R. Ghosal , Maryam Bijanzadeh , Reza Abbasi-Asl

For the challenging task of modeling multivariate time series, we propose a new class of models that use dependent Mat\'ern processes to capture the underlying structure of data, explain their interdependencies, and predict their unknown…

Machine Learning · Statistics 2015-02-13 Alexander Vandenberg-Rodes , Babak Shahbaba

Time series data are valuable but are often inscrutable. Gaining trust in time series classifiers for finance, healthcare, and other critical applications may rely on creating interpretable models. Researchers have previously been forced to…

Machine Learning · Computer Science 2021-11-09 Yuhui Wang , Diane J. Cook

A highly comparative, feature-based approach to time series classification is introduced that uses an extensive database of algorithms to extract thousands of interpretable features from time series. These features are derived from across…

Machine Learning · Computer Science 2017-11-10 Ben D. Fulcher , Nick S. Jones

Multivariate time series analysis is a vital but challenging task, with multidisciplinary applicability, tackling the characterization of multiple interconnected variables over time and their dependencies. Traditional methodologies often…

Social and Information Networks · Computer Science 2026-02-03 Vanessa Freitas Silva , Maria Eduarda Silva , Pedro Ribeiro , Fernando Silva

Time series constitute a challenging data type for machine learning algorithms, due to their highly variable lengths and sparse labeling in practice. In this paper, we tackle this challenge by proposing an unsupervised method to learn…

Machine Learning · Computer Science 2020-01-06 Jean-Yves Franceschi , Aymeric Dieuleveut , Martin Jaggi

Deep learning models developed for time-series associated tasks have become more widely researched nowadays. However, due to the unintuitive nature of time-series data, the interpretability problem -- where we understand what is under the…

Machine Learning · Computer Science 2023-05-25 Ziqi Zhao , Yucheng Shi , Shushan Wu , Fan Yang , Wenzhan Song , Ninghao Liu

Multivariate time series prediction has applications in a wide variety of domains and is considered to be a very challenging task, especially when the variables have correlations and exhibit complex temporal patterns, such as seasonality…

Machine Learning · Computer Science 2020-01-07 Yuya Jeremy Ong , Mu Qiao , Divyesh Jadav

Real-world time series often exhibit complex interdependencies that cannot be captured in isolation. Global models that model past data from multiple related time series globally while producing series-specific forecasts locally are now…

Machine Learning · Computer Science 2024-05-14 Abishek Sriramulu , Christoph Bergmeir , Slawek Smyl

This work presents an introduction to feature-based time-series analysis. The time series as a data type is first described, along with an overview of the interdisciplinary time-series analysis literature. I then summarize the range of…

Machine Learning · Computer Science 2017-10-03 Ben D. Fulcher

Nowadays, the deployment of deep learning models on edge devices for addressing real-world classification problems is becoming more prevalent. Moreover, there is a growing popularity in the approach of early classification, a technique that…

Machine Learning · Computer Science 2023-06-27 Leonardos Pantiskas , Kees Verstoep , Mark Hoogendoorn , Henri Bal

The classification of time-series data is pivotal for streaming data and comes with many challenges. Although the amount of publicly available datasets increases rapidly, deep neural models are only exploited in a few areas. Traditional…

Machine Learning · Computer Science 2021-09-27 Dominique Mercier , Andreas Dengel , Sheraz Ahmed

Explanation for Multivariate Time Series Classification (MTSC) is an important topic that is under explored. There are very few quantitative evaluation methodologies and even fewer examples of actionable explanation, where the explanation…

Machine Learning · Computer Science 2024-08-13 Davide Italo Serramazza , Thach Le Nguyen , Georgiana Ifrim

Multivariate time series have many applications, from healthcare and meteorology to life science. Although deep learning models have shown excellent predictive performance for time series, they have been criticised for being "black-boxes"…

Machine Learning · Computer Science 2024-05-06 Qiqi Su , Christos Kloukinas , Artur d'Avila Garcez

Time series analysis has proven to be a powerful method to characterize several phenomena in biology, neuroscience and economics, and to understand some of their underlying dynamical features. Despite a plethora of methods have been…

Physics and Society · Physics 2023-03-01 Andrea Santoro , Federico Battiston , Giovanni Petri , Enrico Amico
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