Exploring Interpretable LSTM Neural Networks over Multi-Variable Data
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Abstract (arXiv)
For recurrent neural networks trained on time series with target and exogenous variables, in addition to accurate prediction, it is also desired to provide interpretable insights into the data. In this paper, we explore the structure of LSTM recurrent neural networks to learn variable-wise hidden states, with the aim to capture different dynamics in multi-variable time series and distinguish the contribution of variables to the prediction. With these variable-wise hidden states, a mixture attention mechanism is proposed to model the generative process of the target. Then we develop associated training methods to jointly learn network parameters, variable and temporal importance w.r.t the prediction of the target variable. Extensive experiments on real datasets demonstrate enhanced prediction performance by capturing the dynamics of different variables. Meanwhile, we evaluate the interpretation results both qualitatively and quantitatively. It exhibits the prospect as an end-to-end framework for both forecasting and knowledge extraction over multi-variable data.
Key facts. Cited by 42 papers in the map (data through 14 Oct 2026). First posted on arXiv 28 May 2019.
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Citing papers per year: 2021: 10; 2022: 9; 2023: 7; 2024: 8; 2025: 5; 2026: 3.
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- 2025Learning Temporal Saliency for Time Series Forecasting with Cross-Scale Attention26 Sep 2025
- 2025Understanding Mental Health Content on Social Media and Its Effect Towards Suicidal Ideation16 Jan 2025
- 2025Interpretable deep convolutional model for nonlinear multivariate time series in complex systems8 Jan 2025
- 2024Distributed Lag Transformer based on Time-Variable-Aware Learning for Explainable Multivariate Time Series Forecasting29 Aug 2024
- 2024A Survey of Explainable Artificial Intelligence (XAI) in Financial Time Series Forecasting22 Jul 2024
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- 2024Machine-Learned Closure of URANS for Stably Stratified Turbulence: Connecting Physical Timescales & Data Hyperparameters of Deep Time-Series Models24 Apr 2024
30 more
- 2024Predicting machine failures from multivariate time series: an industrial case study27 Feb 2024
- 2024GARNN: An Interpretable Graph Attentive Recurrent Neural Network for Predicting Blood Glucose Levels via Multivariate Time Series26 Feb 2024
- 2024Deep Coupling Network For Multivariate Time Series Forecasting23 Feb 2024
- 2024Embracing the black box: Heading towards foundation models for causal discovery from time series data14 Feb 2024
- 2023DeLELSTM: Decomposition-based Linear Explainable LSTM to Capture Instantaneous and Long-term Effects in Time Series26 Aug 2023
- 2023MTS2Graph: Interpretable Multivariate Time Series Classification with Temporal Evolving Graphs6 Jun 2023
- 2023Causal Discovery from Temporal Data: An Overview and New Perspectives17 Mar 2023
- 2023Learning Mixture Structure on Multi-Source Time Series for Probabilistic Forecasting22 Feb 2023
- 2023FV-MgNet: Fully Connected V-cycle MgNet for Interpretable Time Series Forecasting2 Feb 2023
- 2023Distributed LSTM-Learning from Differentially Private Label Proportions15 Jan 2023
- 2023DANLIP: Deep Autoregressive Networks for Locally Interpretable Probabilistic Forecasting5 Jan 2023
- 2022WindowSHAP: An Efficient Framework for Explaining Time-series Classifiers based on Shapley Values11 Nov 2022
- 2022Automated dysgraphia detection by deep learning with SensoGrip14 Oct 2022
- 2022EgPDE-Net: Building Continuous Neural Networks for Time Series Prediction with Exogenous Variables3 Aug 2022
- 2022TreeDRNet:A Robust Deep Model for Long Term Time Series Forecasting24 Jun 2022
- 2022The Right Tool for the Job: Open-Source Auditing Tools in Machine Learning20 Jun 2022
- 2022Seeing the forest and the tree: Building representations of both individual and collective dynamics with transformers10 Jun 2022
- 2022NeuroView-RNN: It's About Time23 Feb 2022
- 2022Semi-Supervised Learning and Data Augmentation in Wearable-based Momentary Stress Detection in the Wild22 Feb 2022
- 2022From Anecdotal Evidence to Quantitative Evaluation Methods: A Systematic Review on Evaluating Explainable AI20 Jan 2022
- 2021SSDNet: State Space Decomposition Neural Network for Time Series Forecasting19 Dec 2021
- 2021Interpretable Additive Recurrent Neural Networks For Multivariate Clinical Time Series15 Sep 2021
- 2021A Multi-view Multi-task Learning Framework for Multi-variate Time Series Forecasting2 Sep 2021
- 2021Mixture of Linear Models Co-supervised by Deep Neural Networks5 Aug 2021
- 2021Responsible and Regulatory Conform Machine Learning for Medicine: A Survey of Challenges and Solutions20 Jul 2021
- 2021Modality Fusion Network and Personalized Attention in Momentary Stress Detection in the Wild19 Jul 2021
- 2021Explaining Time Series Predictions with Dynamic Masks9 Jun 2021
- 2021MIMIC-IF: Interpretability and Fairness Evaluation of Deep Learning Models on MIMIC-IV Dataset12 Feb 2021
- 2021Inductive Granger Causal Modeling for Multivariate Time Series10 Feb 2021
- 2021A Transfer Learning-based State of Charge Estimation for Lithium-Ion Battery at Varying Ambient Temperatures11 Jan 2021
- 2022From Anecdotal Evidence to Quantitative Evaluation Methods: A Systematic Review on Evaluating Explainable AIcited by 302
- 2021Explaining Time Series Predictions with Dynamic Maskscited by 73
- 2023Causal Discovery from Temporal Data: An Overview and New Perspectivescited by 43
- 2022WindowSHAP: An Efficient Framework for Explaining Time-series Classifiers based on Shapley Valuescited by 24
- 2021A Multi-view Multi-task Learning Framework for Multi-variate Time Series Forecastingcited by 21
- 2022Seeing the forest and the tree: Building representations of both individual and collective dynamics with transformerscited by 18
- 2021MIMIC-IF: Interpretability and Fairness Evaluation of Deep Learning Models on MIMIC-IV Datasetcited by 15
- 2021SSDNet: State Space Decomposition Neural Network for Time Series Forecastingcited by 15
- 2021A Transfer Learning-based State of Charge Estimation for Lithium-Ion Battery at Varying Ambient Temperaturescited by 14
- 2024A Survey of Explainable Artificial Intelligence (XAI) in Financial Time Series Forecastingcited by 14
- 2021Inductive Granger Causal Modeling for Multivariate Time Seriescited by 8
- 2022Semi-Supervised Learning and Data Augmentation in Wearable-based Momentary Stress Detection in the Wildcited by 8
12 most cited of 41 All 41 (JSON)
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- 2026Deep Generative Spatiotemporal Engression for Probabilistic Forecasting of Epidemics7 Mar 2026
- 2025Hydra: Dual Exponentiated Memory for Multivariate Time Series Analysis2 Nov 2025
- 2025A Neuro-Fuzzy System for Interpretable Long-Term Stock Market Forecasting1 Oct 2025
- 2025Learning Temporal Saliency for Time Series Forecasting with Cross-Scale Attention26 Sep 2025
- 2025Understanding Mental Health Content on Social Media and Its Effect Towards Suicidal Ideation16 Jan 2025
- 2025Interpretable deep convolutional model for nonlinear multivariate time series in complex systems8 Jan 2025
- 2024Distributed Lag Transformer based on Time-Variable-Aware Learning for Explainable Multivariate Time Series Forecasting29 Aug 2024
- 2024A Survey of Explainable Artificial Intelligence (XAI) in Financial Time Series Forecasting22 Jul 2024
- 2024WEITS: A Wavelet-enhanced residual framework for interpretable time series forecasting17 May 2024
- 2024Machine-Learned Closure of URANS for Stably Stratified Turbulence: Connecting Physical Timescales & Data Hyperparameters of Deep Time-Series Models24 Apr 2024
- 2024Predicting machine failures from multivariate time series: an industrial case study27 Feb 2024
12 newest of 41 All 41 (JSON)