CRITS: Convolutional Rectifier for Interpretable Time Series Classification
Alejandro Kuratomi, Zed Lee, Guilherme Dinis Chaliane Junior, Tony Lindgren, Diego Garc\'ia P\'erez

TL;DR
CRITS introduces an inherently interpretable convolutional model for time series classification that directly provides local explanations without the need for post-hoc saliency map upscaling or perturbations.
Contribution
The paper presents CRITS, a novel model combining convolutional kernels and rectifier networks to intrinsically generate local explanations for time series classification.
Findings
CRITS achieves competitive classification accuracy.
CRITS provides clear, intrinsic local explanations.
The model's explanations align well with input features.
Abstract
Several interpretability methods for convolutional network-based classifiers exist. Most of these methods focus on extracting saliency maps for a given sample, providing a local explanation that highlights the main regions for the classification. However, some of these methods lack detailed explanations in the input space due to upscaling issues or may require random perturbations to extract the explanations. We propose Convolutional Rectifier for Interpretable Time Series Classification, or CRITS, as an interpretable model for time series classification that is designed to intrinsically extract local explanations. The proposed method uses a layer of convolutional kernels, a max-pooling layer and a fully-connected rectifier network (a network with only rectified linear unit activations). The rectified linear unit activation allows the extraction of the feature weights for the given…
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Taxonomy
TopicsTime Series Analysis and Forecasting · Stock Market Forecasting Methods · Neural Networks and Applications
