Interpretation of Time-Series Deep Models: A Survey

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 hood of these models -- becomes crucial. The advancement of similar studies in computer vision has given rise to many post-hoc methods, which can also shed light on how to explain time-series models. In this paper, we present a wide range of post-hoc interpretation methods for time-series models based on backpropagation, perturbation, and approximation. We also want to bring focus onto inherently interpretable models, a novel category of interpretation where human-understandable information is designed within the models. Furthermore, we introduce some common evaluation metrics used for the explanations, and propose several directions of future researches on the time-series interpretability problem. As a highlight, our work summarizes not only the well-established interpretation methods, but also a handful of fairly recent and under-developed techniques, which we hope to capture their essence and spark future endeavours to innovate and improvise.
Comment: 18 pages, 3 figures, 1 table