fzi-forschungszentrum-informatik / TSInterpret

An Open-Source Library for the interpretability of time series classifiers

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tsinterpret for multivariate time series regression?

alitirmizi23 opened this issue · comments

Motivation. and

Describe the solution you'd like
similar functionality as is available for time series classification, should be available for time series regression

@alitirmizi23 hello! have you found a way to do this?

Hi @dyhan316 and @alitirmizi23,

Unfortunatly, this is not possible with the current methods in TSInterpret. There is literature on how to do this for Regression. However for now they are not implemented here. (So far I did not have the time). I still left the issue open, as it is a relevant addition and I plan on adding some algorithms when time allows it.

If you are interested, I can point you to some relevant Literature.

Also feel free to contribute :)

Hi @JHoelli,

I would also be interested in such a feature. I would like to build an XAI TCN model for univariate TS regression, so I would love to have read to Literature you mentioned.

Hi @AlexisTabin,

i started a summary repository for the topic "(Post-Hoc) Explainability for time series" here with a subsection for regression / forecating. Feel free to look through the sources and linked github repos or add things if you feel something is missing. I will also extend the list at some point.

My best guess would be trying Dynamask (github, paper).

I hope that helps.