相关论文: FLEXtime: Filterbank learning to explain time seri…

Information from frequency bands in biomedical time series provides useful summaries of the observed signal. Many existing methods consider summaries of the time series obtained over a few well-known, pre-defined frequency bands of…

Time-series data are fundamentally important for many critical domains such as healthcare, finance, and climate, where explainable models are necessary for safe automated decision making. To develop explainable artificial intelligence in…

Time series forecasting has important applications across diverse domains. EasyTime, the system we demonstrate, facilitates easy use of time-series forecasting methods by researchers and practitioners alike. First, EasyTime enables…

While numerous forecasters have been proposed using different network architectures, the Transformer-based models have state-of-the-art performance in time series forecasting. However, forecasters based on Transformers are still suffering…

Explainability in time series forecasting is essential for improving model transparency and supporting informed decision-making. In this work, we present CrossScaleNet, an innovative architecture that combines a patch-based cross-attention…

Mining time-frequency features is critical for time series forecasting. Existing research has predominantly focused on modeling low-frequency patterns, where most time series energy is concentrated. The overlooking of mid to high frequency…

Artificial intelligence is creating one of the biggest revolution across technology driven application fields. For the finance sector, it offers many opportunities for significant market innovation and yet broad adoption of AI systems…

Modern time series classifiers display impressive predictive capabilities, yet their decision-making processes mostly remain black boxes to the user. At the same time, model-agnostic explainers, such as the recently proposed SHAP, promise…

The fourth industrial revolution creates ubiquitous sensor data in production plants. To generate maximum value out of these data, reliable and precise time series-based machine learning methods like temporal neural networks are needed.…

Traditional saliency map methods, popularized in computer vision, highlight individual points (pixels) of the input that contribute the most to the model's output. However, in time series, they offer limited insights, as semantically…

Human understandable explanation of deep learning models is essential for various critical and sensitive applications. Unlike image or tabular data where the importance of each input feature (for the classifier's decision) can be directly…

Financial literacy is increasingly dependent on the ability to interpret complex financial data and utilize advanced forecasting tools. In this context, this study proposes a novel approach that combines transformer-based time series models…

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…

How can we explain the predictions of a machine learning model? When the data is structured as a multivariate time series, this question induces additional difficulties such as the necessity for the explanation to embody the time dependency…

Understanding and distinguishing temporal patterns in time series data is essential for scientific discovery and decision-making. For example, in biomedical research, uncovering meaningful patterns in physiological signals can improve…

Explaining predictions based on multivariate time series data carries the additional difficulty of handling not only multiple features, but also time dependencies. It matters not only what happened, but also when, and the same feature could…

The integration of Fourier transform and deep learning opens new avenues for time series forecasting. We reconsider the Fourier transform from a basis functions perspective. Specifically, the real and imaginary parts of the frequency…

Time series forecasting is an important yet challenging task. Though deep learning methods have recently been developed to give superior forecasting results, it is crucial to improve the interpretability of time series models. Previous…

Capitalizing on the need for addressing the existing challenges associated with gesture recognition via sparse multichannel surface Electromyography (sEMG) signals, the paper proposes a novel deep learning model, referred to as the…

This article studies the financial time series data processing for machine learning. It introduces the most frequent scaling methods, then compares the resulting stationarity and preservation of useful information for trend forecasting. It…