When, How Long and How Much? Interpretable Neural Networks for Time Series Regression by Learning to Mask and Aggregate

TL;DR

MAGNETS is an interpretable neural network architecture for time series regression that learns human-understandable concepts through mask-based feature aggregation, providing transparent predictions without requiring concept annotations.

Contribution

This work introduces MAGNETS, a novel neural model that inherently interprets time series data by learning concept masks, addressing limitations of prior methods in capturing complex patterns and scaling.

Findings

Achieves interpretable predictions without concept annotations

Effectively captures temporal feature importance and interactions

Scales to high-dimensional multivariate time series

Abstract

Time series extrinsic regression (TSER) refers to the task of predicting a continuous target variable from an input time series. It appears in many domains, including healthcare, finance, environmental monitoring, and engineering. In these settings, accurate predictions and trustworthy reasoning are both essential. Although state-of-the-art TSER models achieve strong predictive performance, they typically operate as black boxes, making it difficult to understand which temporal patterns drive their decisions. Post-hoc interpretability techniques, such as feature attribution, aim to to explain how the model arrives at its predictions, but often produce coarse, noisy, or unstable explanations. Recently, inherently interpretable approaches based on concepts, additive decompositions, or symbolic regression, have emerged as promising alternatives. However, these approaches remain limited: they require explicit supervision on the concepts themselves, often cannot capture interactions between time-series features, lack expressiveness for complex temporal patterns, and struggle to scale to high-dimensional multivariate data. To address these limitations, we propose MAGNETS (Mask-and-AGgregate NEtwork for Time Series), an inherently interpretable neural architecture for TSER. MAGNETS learns a compact set of human-understandable concepts without requiring any annotations. Each concept corresponds to a learned, mask-based aggregation over selected input features, explicitly revealing both which features drive predictions and when they matter in the sequence. Predictions are formed as combinations of these learned concepts through a transparent, additive structure, enabling clear insight into the model's decision process. The code implementation and datasets are publicly available at https://github.com/FlorentF9/MAGNETS.