Towards A Unified Information Bottleneck Framework for Time Series Explanations
Authors: Xu Zheng, Zichuan Liu, Zhuomin Chen, Mayur Akewar, Janki Bhimani, Jason Liu, Mo Sha, Jingchao Ni, Wei Cheng, Dongsheng Luo
Organizations: Florida International University · Carnegie Mellon University · University of Houston · NEC Labs America · Singapore Management University
Explaining deep learning models operating on time series data is crucial in various applications that require transparent and interpretable insights into model behavior. {Existing explanation methods generally fall into two categories: attribution-based explanations, which identify the temporal regions most responsible for a prediction, and counterfactual explanations, which reveal how an input should be modified to alter the model's decision.} {Despite valuable insights, these two fields are largely studied independently. This disconnect leaves attribution methods lacking causal validation, while counterfactual methods suffer from severe instability, producing adversarial-like noise instead of meaningful explanations.} In this work, we revisit time-series explainability from an information-theoretic perspective and show that existing explainers are vulnerable to trivial solutions and distributional shifts. To address these limitations, we propose a unified objective function for explainable time series learning that bridges attribution and counterfactual reasoning within a single framework. Building upon the Information Bottleneck principle, our formulation explicitly prevents trivial explanations and out-of-distribution counterfactuals. {Based on this objective function, we introduce {\modelname}, a novel explanation framework that learns a parametric transformation network to construct explanation-embedded instances, where preserved information yields attribution explanations and controlled information removal produces stable counterfactual explanations.} We evaluate {\modelname} on synthetic and real-world benchmarks against state-of-the-art baselines. Extensive quantitative and qualitative results show that {\modelname} consistently outperforms competing methods, yielding faithful attributions and stable counterfactual explanations.
Figures & tables
Fig. 1 : A comparison between our model and previous work. For the attribution explanations, the latent embeddings of explanations are learned from the ECG dataset. Our explanations are within the original distribution, whereas the reference model’s explanations are not. For the counterfactual explanations, our framework represents more robust results.
Fig. 2 : The overall architecture of TimeX++, a unified framework for attribution and counterfactual explanations supported by Information Bottleneck. TimeX a ++ and TimeX cf ++ have similar components and loss functions but different implementations.
Dataset
# of Samples
Length
Dimension
Classes
FreqShapes
6,100
50
1
4
SeqComb-UV
6,100
200
1
4
SeqComb-MV
6,100
200
4
4
LowVar
6,100
200
2
4
ECG
92,511
360
1
2
PAM
5,333
600
17
8
TABLE I : The description of synthetic and real-world datasets.
Method
AUPRC
AUP
AUR
AUPRC
AUP
AUR
AUPRC
AUP
AUR
FreqShapes
SeqComb-UV
ECG
IG
0.752 ± 0.003
0.691 ± 0.003
0.598 ± 0.002
0.576 ± 0.002
0.816 ± 0.002
0.287 ± 0.002
0.418 ± 0.001
0.595 ± 0.002
0.320 ± 0.001
Dynamask
0.220 ± 0.001
0.295 ± 0.004
0.504 ± 0.002
0.442 ± 0.002
0.878 ± 0.004
0.103 ± 0.001
0.328 ± 0.001
0.525 ± 0.003
0.108 ± 0.008
WinIT
0.507 ± 0.002
0.555 ± 0.003
0.456 ± 0.002
0.457 ± 0.002
0.787 ± 0.003
0.225 ± 0.002
0.305 ± 0.001
0.443 ± 0.003
0.347 ± 0.001
CoRTX
0.698 ± 0.016
0.494 ± 0.000
0.326 ± 0.001
0.564 ± 0.002
0.824 ± 0.003
0.175 ± 0.001
0.374 ± 0.001
0.497 ± 0.002
0.303 ± 0.001
SGT + Grad
0.531 ± 0.002
0.414 ± 0.001
0.393 ± 0.002
0.573 ± 0.002
0.783 ± 0.001
0.214 ± 0.001
0.314 ± 0.001
0.424 ± 0.002
0.264 ± 0.001
TABLE II : Attribution explanation performance on univariate and multivariate datasets.
Method Substitution
PAM
Epilepsy
Boiler
Wafer
Freezer
Rank
Mean
0.979 ± 0.002
0.939 ± 0.005
0.814 ± 0.056
0.993 ± 0.002
0.772 ± 0.093
7.2
Random
Zero
0.979 ± 0.002
0.940 ± 0.004
0.895 ± 0.012
0.992 ± 0.002
0.775 ± 0.093
7.8
Mean
0.778 ± 0.015
0.816 ± 0.019
0.808 ± 0.036
0.488 ± 0.267
0.452 ± 0.129
4.6
Dynamask
Zero
0.777 ± 0.015
0.361 ± 0.073
0.555 ± 0.146
0.488 ± 0.267
0.355 ± 0.110
3.6
Mean
0.749 ± 0.049
0.852 ± 0.018
0.563 ± 0.041
0.463 ± 0.145
0.469 ± 0.061
4.4
TimeX
Zero
0.754 ± 0.049
0.454 ± 0.077
0.416 ± 0.048
0.465 ± 0.057
0.465 ± 0.057
3.6
TABLE III : Performance report on different real-world datasets by masking the top 10% of salient features. The masked portion is substituted with an average of this feature or with zeros.
Fig. 3 : Occlusion experiments on real-world datasets. Higher values indicate better performance. The x-axis is the Bottom Proportion Perturbed, and the y-axis is the Prediction AUROC.
Method
Validity
Confidence
Sparsity
Prox.-L1
Prox.-L2
Validity
Confidence
Sparsity
Prox.-L1
Prox.-L2
FreqShapes
SeqComb-UV
CoMTE
1.000 ± 0.000
0.965 ± 0.006
1.000 ± 0.000
0.573 ± 0.004
0.828 ± 0.006
1.000 ± 0.000
0.784 ± 0.022
0.999 ± 0.000
0.209 ± 0.002
0.401 ± 0.008
AB-CF
1.000 ± 0.000
0.871 ± 0.008
0.733 ± 0.025
0.441 ± 0.013
0.718 ± 0.011
1.000 ± 0.000
0.911 ± 0.013
0.650 ± 0.037
0.151 ± 0.007
0.348 ± 0.014
M-CELS
0.486 ± 0.053
0.466 ± 0.051
0.061 ± 0.008
0.064 ± 0.011
0.196 ± 0.031
0.361 ± 0.037
0.353 ± 0.036
0.025 ± 0.003
0.016 ± 0.001
0.090 ± 0.007
CONFETTI
0.990 ± 0.003
0.512 ± 0.002
0.349 ± 0.010
0.242 ± 0.011
0.538 ± 0.012
0.894 ± 0.034
0.477 ± 0.017
0.209 ± 0.019
0.059 ± 0.008
0.222 ± 0.021
TimeX cf ++
0.974 ± 0.004
0.964 ± 0.005
0.214 ± 0.005
0.339 ± 0.021
0.757 ± 0.030
0.890 ± 0.053
0.887 ± 0.052
0.516 ± 0.074
0.288 ± 0.085
0.487 ± 0.082
TABLE IV : Targeted counterfactual explanation performance on univariate and multivariate datasets.
Method
Validity
Confidence
Sparsity
Prox.-L1
Prox.-L2
Validity
Confidence
Sparsity
Prox.-L1
Prox.-L2
FreqShapes
SeqComb-UV
CoMTE
1.000 ± 0.000
0.930 ± 0.017
1.000 ± 0.000
0.438 ± 0.016
0.641 ± 0.028
1.000 ± 0.000
0.790 ± 0.023
0.999 ± 0.000
0.196 ± 0.000
0.376 ± 0.001
AB-CF
1.000 ± 0.000
0.826 ± 0.021
0.672 ± 0.006
0.283 ± 0.010
0.486 ± 0.021
1.000 ± 0.000
0.890 ± 0.018
0.513 ± 0.040
0.114 ± 0.004
0.293 ± 0.004
M-CELS
0.612 ± 0.039
0.570 ± 0.034
0.063 ± 0.006
0.040 ± 0.001
0.157 ± 0.002
0.336 ± 0.026
0.319 ± 0.022
0.013 ± 0.001
0.011 ± 0.001
0.083 ± 0.004
CONFETTI
0.621 ± 0.017
0.514 ± 0.019
0.257 ± 0.008
0.117 ± 0.007
0.260 ± 0.017
0.962 ± 0.010
0.519 ± 0.008
0.200 ± 0.005
0.052 ± 0.002
0.208 ± 0.005
TimeX cf ++
1.000 ± 0.000
0.999 ± 0.000
0.233 ± 0.009
0.420 ± 0.016
0.872 ± 0.020
1.000 ± 0.000
0.999 ± 0.001
0.624 ± 0.082
0.393 ± 0.069
0.637 ± 0.076
TABLE V : Untargeted counterfactual explanation performance on univariate and multivariate datasets.
Method
KDE ↑
KL-Divergence ↓
MMD ↓
KDE ↑
KL-Divergence ↓
MMD ↓
FreqShapes
SeqComb-UV
Zero
-36.671 ± 0.275
0.144 ± 0.007
0.077 ± 0.004
-90.093 ± 0.312
0.399 ± 0.005
0.167 ± 0.003
Mean
-36.539 ± 0.194
0.147 ± 0.003
0.078 ± 0.006
-83.038 ± 0.271
0.325 ± 0.009
0.111 ± 0.005
b∼BX
-53.855 ± 0.509
0.289 ± 0.003
0.024 ± 0.000
-100.050 ± 0.658
0.498 ± 0.005
0.009 ± 0.000
TimeX a ++
-28.757 ± 2.658
0.096 ± 0.024
0.016 ± 0.004
-57.932 ± 1.684
0.060 ± 0.018
0.078 ± 0.019
SeqComb-MV
LowVar
TABLE VI : Difference between the distribution of different explanation instances and the distribution of original data.
FreqShapes
SeqComb-MV
ECG
Method
AUPRC
AUP
AUR
AUPRC
AUP
AUR
AUPRC
AUP
AUR
LSTM
IG
0.928 ± 0.002
0.778 ± 0.001
0.693 ± 0.002
0.237 ± 0.002
0.515 ± 0.005
0.321 ± 0.003
0.504 ± 0.002
0.613 ± 0.003
0.403 ± 0.002
Dynamask
0.229 ± 0.001
0.342 ± 0.004
0.517 ± 0.001
0.284 ± 0.002
0.637 ± 0.005
0.182 ± 0.002
0.373 ± 0.001
0.630 ± 0.003
0.110 ± 0.001
WinIT
0.417 ± 0.002
0.511 ± 0.003
0.391 ± 0.002
0.352 ± 0.001
0.655 ± 0.003
0.342 ± 0.002
0.363 ± 0.001
0.381 ± 0.002
0.406 ± 0.001
TimeX
0.990 ± 0.000
0.789 ± 0.001
0.796 ± 0.001
0.130 ± 0.002
0.131 ± 0.002
0.475 ± 0.002
0.606 ± 0.002
0.642 ± 0.002
0.444 ± 0.002
TABLE VII : Explainer results with LSTM and CNN predictors on FreqShapes and SeqComb-MV synthetic datasets.
Method
PAM
Epilepsy
Boiler
IG
5.231 ± 0.247
15.467 ± 0.363
123.556 ± 0.807
Dynamask
105.166 ± 0.610
371.092 ± 4.257
3780.433 ± 468.144
TimeX
0.164 ± 0.219
0.204 ± 0.207
0.918 ± 0.203
TimeX a ++
0.161 ± 0.218
0.201 ± 0.208
0.910 ± 0.177
Method
Wafer
FreezerRegular
IG
15.395 ± 0.305
6.745 ± 0.502
TABLE VIII : Inference runtime of occlusion experiments for IG, Dynamask, TimeX , and TimeX a ++ on all real-world datasets.
Method
FreqShapes
LowVar
Epilepsy
CoMTE
42.245 ± 1.146
64.708 ± 8.603
22.992 ± 0.858
AB-CF
39.042 ± 1.139
37.944 ± 2.479
32.750 ± 2.522
M-CELS
4271.181 ± 55.677
5411.136 ± 63.176
1887.034 ± 69.215
CONFETTI
6628.330 ± 103.100
8397.309 ± 172.012
4519.880 ± 453.902
TimeX cf ++
0.075 ± 0.035
0.287 ± 0.119
0.140 ± 0.012
TABLE IX : Inference runtime of counterfactual explanation experiments for one split.
AUPRC
AUP
AUR
FreqShapes
TimeX a ++
0.891 ± 0.002
0.781 ± 0.001
0.662 ± 0.002
w/o LLC
0.225 ± 0.001
0.196 ± 0.001
0.768 ± 0.002
w/o STE
0.779 ± 0.003
0.732 ± 0.003
0.656 ± 0.002
w/o LKL
0.830 ± 0.003
0.646 ± 0.003
0.703 ± 0.002
w/o Ldr
0.194 ± 0.002
0.139 ± 0.002
0.415 ± 0.002
TABLE X : Ablation of TimeX a ++ considering whether there are different losses in our component.
Fig. 4 : The counterfactual explanations robustness analysis on Freqshape and LowVar.
LSTM
CNN
Method
Validity
Confidence
Sparsity
Prox.-L1
Prox.-L2
Validity
Confidence
Sparsity
Prox.-L1
Prox.-L2
Freqshapes
CoMTE
1.000 ± 0.000
0.935 ± 0.014
1.000 ± 0.000
0.562 ± 0.003
0.821 ± 0.006
1.000 ± 0.000
0.922 ± 0.010
1.000 ± 0.000
0.578 ± 0.002
0.847 ± 0.003
AB-CF
1.000 ± 0.000
0.823 ± 0.017
0.664 ± 0.021
0.424 ± 0.007
0.723 ± 0.005
1.000 ± 0.000
0.790 ± 0.010
0.715 ± 0.015
0.451 ± 0.006
0.760 ± 0.005
M-CELS
0.294 ± 0.029
0.267 ± 0.026
0.057 ± 0.006
0.070 ± 0.008
0.192 ± 0.018
0.405 ± 0.025
0.363 ± 0.022
0.055 ± 0.003
0.072 ± 0.005
0.207 ± 0.013
CONFETTI
0.981 ± 0.008
0.506 ± 0.004
0.361 ± 0.005
0.260 ± 0.004
0.568 ± 0.007
0.984 ± 0.010
0.507 ± 0.005
0.360 ± 0.005
0.275 ± 0.004
0.612 ± 0.006
TABLE XI : Targeted counterfactual explanation performance on LSTM and CNN architectures.
Validity
Confidence
Sparsity
Prox.-L1
Prox.-L2
Freqshapes
TimeX cf ++
0.974 ± 0.004
0.964 ± 0.005
0.214 ± 0.005
0.339 ± 0.021
0.757 ± 0.030
w/o STE
0.769 ± 0.055
0.763 ± 0.055
0.174 ± 0.014
0.281 ± 0.031
0.616 ± 0.059
w/o LLC
0.000 ± 0.000
0.007 ± 0.001
0.091 ± 0.001
0.001 ± 0.000
0.002 ± 0.000
w/o LKL
0.936 ± 0.035
0.928 ± 0.034
0.220 ± 0.012
0.342 ± 0.030
0.730 ± 0.048
w/o Ldr
0.955 ± 0.032
0.946 ± 0.032
0.216 ± 0.014
0.512 ± 0.070
1.107 ± 0.128
TABLE XII : Ablation study Counterfactual explanation performance on LSTM and CNN architectures.
Fig. 5 : Attribution explanation performance varying the sparsity parameter r .
Fig. 6 : The hyperparameter r analysis for counterfactual explanations on Freqshape (univariate), SeqComb-MV (multivariate), and ECG (real-world) datasets.
Fig. 7 : Visualization of two attribution explainers and TimeX a ++ on the FreqShapes dataset.
Fig. 8 : The cases visualization of the FreqShapes dataset for counterfactual explanations. We demonstrate pairs of counterfactual cases with prediction 2 and target label 0.
Explainable time series forecasting makes predictions over time interpretable through attributions, structured models, causal reasoning, and counterfactuals.
School of Computer Science, Technological University Dublin Dublin, Ireland · Artificial Intelligence and Cognitive Load Research Lab, University College Cork Cork, Ireland · School of Computer Science and Information Technology, University College Cork Cork, Ireland +1