An Empirical Evaluation of Factors Affecting SHAP Explanation of Time Series Classification

Explainable AI (XAI) has become an increasingly important topic for understanding and attributing the predictions made by complex Time Series Classification (TSC) models. Among attribution methods, SHapley Additive exPlanations (SHAP) is widely regarded as an excellent attribution method; but its computational complexity, which scales exponentially with the number of features, limits its practicality for long time series. To address this, recent studies have shown that aggregating features via segmentation, to compute a single attribution value for a group of consecutive time points, drastically reduces SHAP running time. However, the choice of the optimal segmentation strategy remains an open question. In this work, we investigated eight different Time Series Segmentation algorithms to understand how segment compositions affect the explanation quality. We evaluate these approaches using two established XAI evaluation methodologies: InterpretTime and AUC Difference. Through experiments on both Multivariate (MTS) and Univariate Time Series (UTS), we find that the number of segments has a greater impact on explanation quality than the specific segmentation method. Notably, equal-length segmentation consistently outperforms most of the custom time series segmentation algorithms. Furthermore, we introduce a novel attribution normalisation technique that weights segments by their length and we show that it consistently improves attribution quality.

Improving the Evaluation and Actionability of Explanation Methods for Multivariate Time Series Classification

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 methods are shown to objectively improve specific computational tasks on time series data. In this paper we focus on analyzing InterpretTime, a recent evaluation methodology for attribution methods applied to MTSC. We reproduce the original paper results, showcase some significant weaknesses of the methodology and propose ideas to improve both its accuracy and efficiency. Unlike related work, we go beyond evaluation and also showcase the actionability of the produced explainer ranking, by using the best attribution methods for the task of channel selection in MTSC. We find that perturbation-based methods such as SHAP and Feature Ablation work well across a set of datasets, classifiers and tasks and outperform gradient-based methods. We apply the best ranked explainers to channel selection for MTSC and show significant data size reduction and improved classifier accuracy.

Evaluating Explanation Methods for Multivariate Time Series Classification

Multivariate time series classification is an important computational task arising in applications where data is recorded over time and over multiple channels. For example, a smartwatch can record the acceleration and orientation of a person's motion, and these signals are recorded as multivariate time series. We can classify this data to understand and predict human movement and various properties such as fitness levels. In many applications classification alone is not enough, we often need to classify but also understand what the model learns (e.g., why was a prediction given, based on what information in the data). The main focus of this paper is on analysing and evaluating explanation methods tailored to Multivariate Time Series Classification (MTSC). We focus on saliency-based explanation methods that can point out the most relevant channels and time series points for the classification decision. We analyse two popular and accurate multivariate time series classifiers, ROCKET and dResNet, as well as two popular explanation methods, SHAP and dCAM. We study these methods on 3 synthetic datasets and 2 real-world datasets and provide a quantitative and qualitative analysis of the explanations provided. We find that flattening the multivariate datasets by concatenating the channels works as well as using multivariate classifiers directly and adaptations of SHAP for MTSC work quite well. Additionally, we also find that the popular synthetic datasets we used are not suitable for time series analysis.