Explaining a time-series model requires both locating the evidence and extracting meaningful knowledge from it. Yet a single timestep is not a semantic unit: the meaningful patterns live across many samples, not in any one of them. Per-timestep saliency is therefore noisy, high-dimensional, and unstable. Existing methods address this by introducing fixed-size windows and treating them as independent players in a cooperative game. Evaluating a coalition of such players requires defining a ``baseline'' region, which prior work tackles with fixed counterfactuals (e.g., a flat line, noise, or a spectral surrogate). This choice frequently dominates the resulting explanation, obscuring the model's true decisions. To address these issues, we propose GRAIL, a region-based time-series explanation framework that uses domain-specific intervals, such as the P-wave and the QRS complex of an electrocardiogram (ECG) beat, as players. We describe each region with human-readable features and generate counterfactual baselines with an on-manifold conditional generator. Such a choice of players also admits non-temporal features: static covariates enter as singleton players attributed with the temporal regions on one scale, so a patient's tabular evidence (e.g., age, sex) is weighed directly against the signal. We attribute the predictions to the features via Owen values with common-random-number variance reduction. Experimental results on both synthetic and real data show that the proposed framework produces faithful and robust explanations, evaluated under matched on- and off-manifold operators, offering meaningful knowledge to domain experts.
Figures & tables
Figure 1: From saliency to semantics on one LUDB beat. (a) A real ECG beat split into P, QRS, T, and the isoelectric background. Two samples of equal amplitude ( +1.04 ) fall in different regions, so a per-timestep view cannot separate them. (b) GRAIL scores each region and static covariate (age, sex) on a single log-odds scale for this beat, which the model correctly classifies as LVH-absent. The prediction relies primarily on the QRS region, even though the patient’s age and T region would suggest otherwise.
Figure 2: The GRAIL pipeline. A signal is segmented into named regions; a codec encodes each as human-readable features and can regenerate it. In the game, a present feature keeps its observed value while an absent one triggers on-manifold regeneration , so every coalition is a plausible real signal. Owen values (features nested in regions) are estimated exactly with a common-random-number sweep, yielding a complete, region-rolled-up attribution plus the residual ρ . An amortized network (blue), trained on the same game, reproduces the attribution in one forward pass for fast, robust deployment.
Codec
Generator
Named features
shape
GP / cVAE
level, trend, scale, peak
stat
GP
level, scale, slope
spectral-mix
GP
per-band energy/width
clinical
Matérn GP
R-amp, QRS-width, ST/QT
Table 1: Codec zoo : each is an interpretable encoder paired with a conditional generator. All are general except clinical (ECG); shape is the default.
synth
mixed
ecg
ludb
forda
wafer
Method
faith on
faith off
faith on
faith off
faith on
faith off
faith on
faith off
faith on
faith off
faith on
faith off
GRAIL
0.872 †
-0.184
0.921 †
0.219
0.828 †
0.374
0.657 †
0.535
0.864 †
0.048
0.542 †
-0.079
GRAIL-auto
0.774
-0.086
0.850
-0.051
0.496
0.191
0.485
0.204
0.600
-0.046
0.774
0.102
windowshap (stat.)
-0.298
0.548
0.070
0.275
0.625
0.506
0.284
0.525
0.089
0.386
0.020
0.157
windowshap (dyn.)
-0.268
0.553
0.103
0.313
0.646
0.517
0.463
0.574
-0.019
0.406
0.047
0.335
timeshap
-0.303
0.550
0.566
0.316
0.591
0.440
0.437
0.561
0.025
0.386
0.039
-0.022
Table 2: Method × metric across 6 families. faith on↑ , faith off↑ . Bold = best in column, underline = runner-up. Sample sizes: Synth n= 30, Mixed n= 30, ECG n= 100, LuDB n= 20, FordA n= 24, Wafer n= 24. Every method within a family is scored on the same instances from a single run. † = GRAIL beats every baseline for every dataset with statistical significance BH q<0.05 . Paired two-sided Wilcoxon signed-rank test on per-instance differences. FordA and Wafer carry no region annotation.
Figure 3: Owen estimator convergence in the permutation budget P , on a fixed game ( synth ; regions, codec and reference held fixed, only the estimator re-run). (a) the standard error falls as P−1/2 (fitted slope −0.495 ; the grey band is the Monte-Carlo ideal, which the measured curve sits on top of). (b) the same noise relative to mean ∣ϕ∣ . (c) region-ranking agreement with the largest- P run. The budget is measured, not assumed.
3 leads (I/II/V1)
1 lead (II)
provided
faith on↑
0.735 ± .003
0.659 ± .002
faith off↑
0.591 ± .028
0.370 ± .006
loc-AUPRC †
0.745 ± .024
0.514 ± .031
∣ρ∣
0.000
0.000
runtime (s)
94.4
2.4
discov.
faith on↑
0.511 ± .054
0.454 ± .046
Table 3: Multivariate LUDB (LVH task, n=20 , P=48 / Q=2 ; ± : between-seed SEM). Three leads beat one on every quality metric in both regimes, at ≈39× runtime. Completeness stays exact. † localization is not comparable across columns.
Segmenter
synth
mixed
ecg
ludb
pelt-l2 (signal-only)
0.711
0.864
0.555
0.683
masknet (learnable+snap)
0.721
0.908
0.518
0.729
Table 4: Region discovery, unaided. Downstream on-manifold faith on per family (reduced-budget GRAIL re-run over each arm’s regions); bold = best. masknet is a model-aware selector snapped onto clean cut points at inference (no retraining); pelt-l2 is the signal-only default.
Appendix figures & tables14 assets
Supplementary material from the paper’s appendix.
Appendix
Figure 4: GRAIL region roll-ups over 40 abnormal PVC beats (shape codec, RBF, deviation-from-normal reference; ρ=0 on every beat). Bars are the mean summed Owen value per region, ± SEM; orange marks the clinical ground truth (QRS), which leads on 31/40 beats. The isoelectric bar is the aggregation of background regions. Therefore, it is split into its six constituent spans.
Figure 5: From signal to attributed regions ( GRAIL , RBF, a PVC beat). (a) the beat’s segmentation into named P/QRS/T waves plus the chunked isoelectric background ( bg0 – bg5 ); (b) the same beat with the top region by Owen value shaded. The QRS complex, which is the clinical ground truth for a PVC, is the most important region ( Σϕ=+5.70 , a region roll-up), and the accounting is exactly complete ( ρ=+0.0000 ). The beat is the median one among those with QRS leads in the Fig. 4 cohort, where the typical case rather than the most favorable one holds, and both figures come from a single run of a single config.
Method
faith on
loc
m-sens
s
GRAIL (rbf)
0.831
0.480
0.908
12.2
GRAIL (matérn-3/2)
0.828
0.519
0.719
12.1
GRAIL (matérn-5/2)
0.841
0.514
0.744
12.2
GRAIL (filterbank)
0.723
0.445
0.767
40.0
windowshap (stat.)
0.634
0.542
–
1.4
windowshap (dyn.)
0.658
0.508
–
2.7
Appendix
Table 5: Kernel ablation vs. baselines on real ECG. Exact-game kernels ( n=120 , ablation sweep) against the eight baselines ( n=200 , frozen full run): real numbers, reported side by side but not sample-paired (different n ). On-manifold faithfulness ↑ , localization loc-AUPRC ↑ , max-sensitivity ↓ , runtime s ↓ ; every exact-game arm has ∣ρ∣=0 by construction. Bold = best in column. The exact game leads to faithfulness and completeness; the rougher Matérn kernels are the most robust (lowest max-sensitivity).
Table 7: Within-region redistribution on synth ( n=80 ). All six profile arms leave faithfulness bit-identical (0.620 provided / 0.582 discovered), as the roll-up invariant requires; only rank-alignment perturbs it, downward. “occ- w ” is occlusion at window width w ; “+f” adds the 0.25 uniform floor.
ecg
ludb
provided
discovered
provided
discovered
profile
AUPRC
point
AUPRC
point
AUPRC
point
AUPRC
point
flat (broadcast)
0.688
0.637
0.379
0.588
0.630
0.500
0.193
0.625
occ-1
0.406
0.625
0.280
0.562
0.316
0.625
0.197
0.562
occ-6
0.504
0.650
0.363
0.675
0.436
0.625
0.254
0.750
occ-6 +f (default)
0.594
0.637
0.375
0.700
0.499
0.625
0.249
0.750
Appendix
Table 8: Within-region redistribution on real data. Localization only: the profile cannot change faithfulness (the roll-up invariant), which the synth sweep confirms to three decimals. n=80 per ecg cell (8 instances × 5 tasks × 2 seeds), n=16 per ludb cell; ± is the between-seed SEM. AUPRC/AUR reward covering the annotated span, AUP/pointing reward hitting its peak—the two families disagree, and that disagreement is the result.
generator
faith on↑
faith off↑
loc-AUPRC
GP, analytic (provided)
0.662 ± .025
−0.092
0.585
GP, analytic (discovered)
0.510 ± .010
0.017
0.574
cVAE
0.610 ± .064
0.335
0.500
DDPM ∗
0.430 ± .027
0.439
0.533
Appendix
Table 9: Three generators behind one game (synth, n=40 , ± between-seed SEM). The DDPM runs at its reduced budget ( P=16 , Q=1 vs. 128 / 3 ), so its faithfulness is not budget-matched and is a lower bound.
regions
log-dens.
PIT-KS
stat-d
spec-d
synth
provided
−17.8
0.387
2.24
0.73
discovered
−21.5
0.397
2.61
0.84
ecg
provided
−12.4
0.233
0.36
0.36
discovered
−67.0
0.269
0.66
0.47
Appendix
Table 10: Generator diagnostics ( n=20 per cell): marginal log-density per sample ( ↑ ), PIT KS distance of the whitened residual from N(0,1) ( ↓ , 0 = honest uncertainty), and the two regeneration distances ( ↓ ). Defined only for the GP arms; the cVAE and DDPM have no tractable density and are reported as absent, not as zero.
Player
mean ϕ
mean ∣ϕ∣
top-1 rate
ludb
age (static)
1.265 ± .227
1.663
0.62
sex (static)
0.067 ± .037
0.238
0.00
QRS
0.891 ± .432
1.430
0.33
T-wave
0.141 ± .089
0.452
0.05
P-wave
0.077 ± .052
0.174
0.00
background spans (mean of 14)
–
0.132
–
Appendix
Table 11: Static covariates as Owen players (ludb n=40 , mixed n=30 ; ± is the SEM over instances). Bold rows are static covariates. The remaining ones are temporal regions in the same game and the same units. On ludb, age out-scores every ECG region and is the highest-ranked player on 62.5% of instances, while sex sits an order of magnitude below it. mixed is the control: its covariates have declared roles, and the signed means recover them (shortcut and informative are 80σ and 8σ from zero, the distractor 1σ ).
held fixed
as players
Δ
ludb
faith on↑
0.598
0.597
−0.001
loc-AUPRC ↑
0.473
0.473
0.000
expected-region hit (signal only)
0.575
0.625
+0.050
expected-region hit (all players)
0.575
0.325
−0.250∗
Σ∣ϕ∣ on signal regions
5.901
5.983
+0.082
mixed
faith on↑
0.786
0.788
+0.002
Appendix
Table 12: With statics as players vs. held fixed , paired per instance (ludb n=40 , mixed n=30 ; ∗ = paired Wilcoxon p<0.05 ). Admitting the covariates is close to free in faithfulness and localization; what it changes is the ranking . On ludb the expected-region hit rate is unmoved among signal players but falls to 0.325 once age competes with QRS.
Figure 6: Age against the signal, LUDB LVH ( n=40 ). Top: mean Owen value per player with the static variables in the game (bold = static, orange = the expected QRS region, unnamed background spans pooled); age carries more mass than any ECG region, sex carries little. Bottom: per instance, log2 of age’s ∣ϕ∣ over the largest ∣ϕ∣ among all temporal regions. Mass to the right of 0 is an instance where the covariate outweighs the whole signal— 62% of them. The ratio is plotted rather than the raw pair because a single instance reaches ∣ϕ∣=14 on its top region and would otherwise compress the rest into a corner.
runtime (s) ↓
eff. players
Family
GRAIL
Amort.
Amort.
GRAIL
Amort.
synth
4.53
0.014
0.006
27.1
6.1
mixed
2.72
0.009
0.003
28.9
5.6
ecg
12.55
0.035
0.006
45.7
9.0
ludb
8.61
0.012
0.003
52.9
13.9
Appendix
Table 13: GRAIL-fast runtime Method exactly complete and carry baseline-level effective-player counts; GRAIL-fast gives back ∼5× of GRAIL-fast ’s speed-up for the model-evidence channel. Runtimes are medians : each run’s first explained instance carries a one-off ∼1.6 s warm-up that inflates a mean over 20 – 100 instances (mean-based speed-ups are 33 – 257× ).
Family
GRAIL (exact)
GRAIL-fast
best baseline
synth
0.872± .024
0.556± .071
−0.114
mixed
0.921± .011
0.694± .047
0.595
ecg
0.828± .016
0.776± .021
0.646
ludb
0.657± .073
0.533†± .076
0.463
Appendix
Table 14: The tradeoff ( faithfulness_corr_on , mean ± SEM, namo ). The exact game still leads, but the deployed head now beats the best baseline across all datasets. † gap to GRAIL not significant (BH-adjusted Wilcoxon q=0.12 ); every other GRAIL-fast − GRAIL gap has q<10−4 . Baselines are the four-method namo subset (§ E ); GRAIL-fast also clears the full eight-method leader on all four families.
distillation target
faith on↑
loc-AUPRC ↑
synth
cross-sample (default)
−0.183± .071
0.415± .014
on-manifold
−0.195± .031
0.452± .026
GRAIL (exact, paired)
0.620
0.606
mixed
cross-sample (default)
0.003± .084
0.419± .001
on-manifold
0.014± .113
0.421± .004
GRAIL (exact, paired)
0.784
0.624
Appendix
Table 15: Distillation target ablation ( n=80 per cell, 20 instances × 2 splits × 2 seeds; ± is the between-seed SEM). Training GRAIL-fast against the on-manifold value function instead of cross-sample splices does not recover on-manifold faithfulness. Paired GRAIL on the same instances is shown for scale.
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.
Xu Zheng, Zichuan Liu, Zhuomin Chen +7
Florida International University · Carnegie Mellon University · University of Houston +2
Faithful explanations of time-series classifiers should identify subsequences that are not only sufficient to preserve a black-box model's prediction, but also necessary for maintaining it. However, existing sufficiency-oriented methods can assign high importance to spurious subsequences that support the prediction without being essential to the model's decision. We introduce TimePNS, a necessity-aware framework for time-series explanation. Inspired by Pearl's counterfactual notion of necessity, TimePNS assesses whether a temporal factor is necessary by intervening on it and measuring whether the original prediction is disrupted. The framework adopts a two-stage design. Stage I learns an identifiable causal generative process together with a sufficiency-oriented explanation mask. Stage II performs counterfactual interventions on temporal factors to derive necessity signals, which supervise a temporal gate that refines the initial explanation by suppressing non-essential components and emphasizing counterfactually necessary ones. Experiments on synthetic and real-world time-series benchmarks show that TimePNS more accurately identifies decision-critical subsequences and consistently improves sufficiency-necessity trade-offs over strong baselines.
Hongnan Ma, Yiwei Shi, Mengyue Yang +1
School of Computer Science, University of Bristol · School of Engineering Mathematics and Technology, University of Bristol
Time series forecasting models are widely used in high-stakes settings, yet their predictions remain difficult to interpret because existing post-hoc methods often ignore temporal dependence and fail to provide horizon-specific explanations. We propose a model-agnostic explainability framework that explains forecasting predictions by attributing each forecast horizon to temporally relevant historical lags. The framework models forecasting as a latent trajectory and introduces semantic flow to quantify how information evolves across time in the model's internal representations. By aggregating semantic flow, it constructs a lag-horizon attribution matrix that captures horizon-resolved temporal influence. To improve explainability, we further generate structure-preserving perturbations and fit sparse local surrogate models, producing human-readable and temporally coherent explanations. We evaluate the method using faithfulness and stability diagnostics across multiple benchmark datasets. Results show that the semantic-flow variant achieves competitive or superior faithfulness compared to standard post-hoc baselines, while being substantially more computationally efficient. Stability analysis further demonstrates that the explanations are robust and identifies regimes where interpretation should be applied with caution.