# WinTSR: A Windowed Temporal Saliency Rescaling Method for Interpreting Time Series Deep Learning Models

arXiv: https://arxiv.org/abs/2412.04532 · HTML: https://mlsanity.com/paper/2412.04532/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Builds on 24 of its 51 references that are in the map.
- First posted on arXiv 5 Dec 2024.

## Builds on (most cited first, 24 of 24)

- [Attention Is All You Need](https://mlsanity.com/paper/1706.03762/) (2017)
- [A Unified Approach to Interpreting Model Predictions](https://mlsanity.com/paper/1705.07874/) (2017)
- [Axiomatic Attribution for Deep Networks](https://mlsanity.com/paper/1703.01365/) (2017)
- [Informer: Beyond Efficient Transformer for Long Sequence Time-Series Forecasting](https://mlsanity.com/paper/2012.07436/) (2020)
- [A Time Series is Worth 64 Words: Long-term Forecasting with Transformers](https://mlsanity.com/paper/2211.14730/) (2022)
- [Autoformer: Decomposition Transformers with Auto-Correlation for Long-Term Series Forecasting](https://mlsanity.com/paper/2106.13008/) (2021)
- [Reformer: The Efficient Transformer](https://mlsanity.com/paper/2001.04451/) (2020)
- [FEDformer: Frequency Enhanced Decomposed Transformer for Long-term Series Forecasting](https://mlsanity.com/paper/2201.12740/) (2022)
- [Temporal Fusion Transformers for Interpretable Multi-horizon Time Series Forecasting](https://mlsanity.com/paper/1912.09363/) (2019)
- [Captum: A unified and generic model interpretability library for PyTorch](https://mlsanity.com/paper/2009.07896/) (2020)
- [ERASER: A Benchmark to Evaluate Rationalized NLP Models](https://mlsanity.com/paper/1911.03429/) (2019)
- [Long-term Forecasting with TiDE: Time-series Dense Encoder](https://mlsanity.com/paper/2304.08424/) (2023)
- [TimeXer: Empowering Transformers for Time Series Forecasting with Exogenous Variables](https://mlsanity.com/paper/2402.19072/) (2024)
- [Less Is More: Fast Multivariate Time Series Forecasting with Light Sampling-oriented MLP Structures](https://mlsanity.com/paper/2207.01186/) (2022)
- [Koopa: Learning Non-stationary Time Series Dynamics with Koopman Predictors](https://mlsanity.com/paper/2305.18803/) (2023)
- [Benchmarking Deep Learning Interpretability in Time Series Predictions](https://mlsanity.com/paper/2010.13924/) (2020)
- [Explaining Time Series Predictions with Dynamic Masks](https://mlsanity.com/paper/2106.05303/) (2021)
- [Explainable Artificial Intelligence (XAI) on TimeSeries Data: A Survey](https://mlsanity.com/paper/2104.00950/) (2021)
- [Encoding Time-Series Explanations through Self-Supervised Model Behavior Consistency](https://mlsanity.com/paper/2306.02109/) (2023)
- [Clinical Intervention Prediction and Understanding using Deep Networks](https://mlsanity.com/paper/1705.08498/) (2017)
- [Improving performance of deep learning models with axiomatic attribution priors and expected gradients](https://mlsanity.com/paper/1906.10670/) (2019)
- [Learning Perturbations to Explain Time Series Predictions](https://mlsanity.com/paper/2305.18840/) (2023)
- [Explaining Time Series via Contrastive and Locally Sparse Perturbations](https://mlsanity.com/paper/2401.08552/) (2024)
- [Time Interpret: a Unified Model Interpretability Library for Time Series](https://mlsanity.com/paper/2306.02968/) (2023)

## Abstract (arXiv)

Interpreting complex time series forecasting models is challenging due to the temporal dependencies between time steps and the dynamic relevance of input features over time. Existing interpretation methods are limited by focusing mostly on classification tasks, evaluating using custom baseline models instead of the latest time series models, using simple synthetic datasets, and requiring training another model. We introduce a novel interpretation method, textitWindowed Temporal Saliency Rescaling (WinTSR) addressing these limitations. WinTSR explicitly captures temporal dependencies among the past time steps and efficiently scales the feature importance with this time importance. We benchmark WinTSR against 10 recent interpretation techniques with 5 state-of-the-art deep-learning models of different architectures, including a time series foundation model. We use 3 real-world datasets for both time-series classification and regression. Our comprehensive analysis shows that WinTSR significantly outperforms other local interpretation methods in overall performance. Finally, we provide a novel, open-source framework to interpret the latest time series transformers and foundation models.