I’ve recently gotten quite into the interpretability problem of Time-Series Modelling, i.e. how might I develop a system to interpret the output for a blackbox model that is able to classify an input time series ?
I recently found LASTS, a similar endeavour focused on looking into single-sample based counterfactual analysis. In essence, LASTS provides 3 values:
- The saliency map,
- The exemplar values and the counterexamplar values
- The Shapelet Tree Classifier