# PHEATPRUNER: Interpretable Data-centric Feature Selection for Multivariate Time Series Classification through Persistent Homology

arXiv: https://arxiv.org/abs/2504.18329 · HTML: https://mlsanity.com/paper/2504.18329/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Builds on 15 of its 43 references that are in the map.
- First posted on arXiv 25 Apr 2025.

## Builds on (most cited first, 15 of 15)

- [A Unified Approach to Interpreting Model Predictions](https://mlsanity.com/paper/1705.07874/) (2017)
- [RETAIN: An Interpretable Predictive Model for Healthcare using Reverse Time Attention Mechanism](https://mlsanity.com/paper/1608.05745/) (2016)
- [The UEA multivariate time series classification archive, 2018](https://mlsanity.com/paper/1811.00075/) (2018)
- [A Dual-Stage Attention-Based Recurrent Neural Network for Time Series Prediction](https://mlsanity.com/paper/1704.02971/) (2017)
- [An introduction to Topological Data Analysis: fundamental and practical aspects for data scientists](https://mlsanity.com/paper/1710.04019/) (2017)
- [Multivariate LSTM-FCNs for Time Series Classification](https://mlsanity.com/paper/1801.04503/) (2018)
- [Multivariate Time Series Classification with WEASEL+MUSE](https://mlsanity.com/paper/1711.11343/) (2017)
- [XCM: An Explainable Convolutional Neural Network for Multivariate Time Series Classification](https://mlsanity.com/paper/2009.04796/) (2020)
- [DSTP-RNN: a dual-stage two-phase attention-based recurrent neural networks for long-term and multivariate time series prediction](https://mlsanity.com/paper/1904.07464/) (2019)
- [Spatiotemporal Attention for Multivariate Time Series Prediction and Interpretation](https://mlsanity.com/paper/2008.04882/) (2020)
- [Unveiling the higher-order organization of multivariate time series](https://mlsanity.com/paper/2203.10702/) (2022)
- [Ultra-Fast Shapelets for Time Series Classification](https://mlsanity.com/paper/1503.05018/) (2015)
- [Contextuality, Cohomology and Paradox](https://mlsanity.com/paper/1502.03097/) (2015)
- [TSEM: Temporally Weighted Spatiotemporal Explainable Neural Network for Multivariate Time Series](https://mlsanity.com/paper/2205.13012/) (2022)
- [Automatic recognition and tagging of topologically different regimes in dynamical systems](https://mlsanity.com/paper/1312.2482/) (2013)

## Abstract (arXiv)

Balancing performance and interpretability in multivariate time series classification is a significant challenge due to data complexity and high dimensionality. This paper introduces PHeatPruner, a method integrating persistent homology and sheaf theory to address these challenges. Persistent homology facilitates the pruning of up to 45% of the applied variables while maintaining or enhancing the accuracy of models such as Random Forest, CatBoost, XGBoost, and LightGBM, all without depending on posterior probabilities or supervised optimization algorithms. Concurrently, sheaf theory contributes explanatory vectors that provide deeper insights into the data's structural nuances. The approach was validated using the UEA Archive and a mastitis detection dataset for dairy cows. The results demonstrate that PHeatPruner effectively preserves model accuracy. Furthermore, our results highlight PHeatPruner's key features, i.e. simplifying complex data and offering actionable insights without increasing processing time or complexity. This method bridges the gap between complexity reduction and interpretability, suggesting promising applications in various fields.