Beyond Output-Space Calibration: Spectral Evidence Bundling for Selective Reliability Estimation in Time-Series Classification
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Abstract (arXiv)
Post-hoc calibration for time-series classification usually remaps output scores, but deployment decisions such as trust, abstention, and review depend on whether a confident prediction is supported by the current temporal signal. We address three time-series reliability gaps: identical confidence values can hide different temporal support, average calibration can miss false high-confidence errors, and output-space recalibration offers limited input-linked auditability. We introduce a validation-gated fixed-label reliability policy that keeps the backbone prediction unchanged while estimating whether it should be trusted. The method combines output-side cues with whole-sample spectral descriptors, including band energy, entropy, peak dominance, period support, and phase stability, to form a scalar reliability estimate and diagnostic band-level evidence. A validation gate enables spectral conditioning only when correctness ranking improves without breaching [email protected] or AURC tolerances; otherwise it reverts to the safer output-space baseline. Across eight heterogeneous UCR/UEA datasets, eight time-series backbone families, and standard recalibrators, the unconstrained method improves fixed-label selective-reliability metrics on the matched evaluation subset, raising Corr-AURC from 0.693 to 0.779. The validation-gated policy further improves Corr-AURC to 0.786 and reduces [email protected] to 0.094. These results suggest that reliability estimation for time-series classifiers benefits from bundling output confidence with spectral evidence, while validation gating prevents unsupported spectral conditioning.
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References · 15
- 2017Attention Is All You Needcited by 59,932
- 2017On Calibration of Modern Neural Networkscited by 4,860
- 2022A Time Series is Worth 64 Words: Long-term Forecasting with Transformerscited by 1,981
- 2018An Empirical Evaluation of Generic Convolutional and Recurrent Networks for Sequence Modelingcited by 1,447
- 2022TimesNet: Temporal 2D-Variation Modeling for General Time Series Analysiscited by 1,030
- 2023iTransformer: Inverted Transformers Are Effective for Time Series Forecastingcited by 906
- 2017Selective Classification for Deep Neural Networkscited by 799
- 2018The UCR Time Series Archivecited by 421
- 2019InceptionTime: Finding AlexNet for Time Series Classificationcited by 386
- 2019Beyond temperature scaling: Obtaining well-calibrated multiclass probabilities with Dirichlet calibrationcited by 359
- 2016Time Series Classification from Scratch with Deep Neural Networks: A Strong Baselinecited by 358
- 2018The UEA multivariate time series classification archive, 2018cited by 330
3 more
- 2024FilterNet: Harnessing Frequency Filters for Time Series Forecastingcited by 44
- 2024Confidence Calibration of Classifiers with Many Classescited by 11
- 2023A Benchmark Study on Calibrationcited by 10
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