{ "id": "2009.04796", "version": "v2", "published": "2020-09-10T11:55:53.000Z", "updated": "2020-12-10T10:10:37.000Z", "title": "XCM: An Explainable Convolutional Neural Network for Multivariate Time Series Classification", "authors": [ "Kevin Fauvel", "Tao Lin", "Véronique Masson", "Élisa Fromont", "Alexandre Termier" ], "comment": "arXiv admin note: text overlap with arXiv:2005.03645", "categories": [ "cs.LG", "stat.ML" ], "abstract": "We present XCM, an eXplainable Convolutional neural network for Multivariate time series classification. XCM is a new compact convolutional neural network which extracts information relative to the observed variables and time directly from the input data. Thus, XCM architecture enables a good generalization ability on both small and large datasets, while allowing the full exploitation of a faithful post-hoc model-specific explainability method (Gradient-weighted Class Activation Mapping) by precisely identifying the observed variables and timestamps of the input data that are important for predictions. Our evaluation firstly shows that XCM outperforms the state-of-the-art multivariate time series classifiers on both the large and small public UEA datasets. Furthermore, following the illustration of the performance and explainability of XCM on a synthetic dataset, we present how XCM can outperform the current most accurate state-of-the-art algorithm on a real-world application while enhancing explainability by providing faithful and more informative explanations.", "revisions": [ { "version": "v2", "updated": "2020-12-10T10:10:37.000Z" } ], "analyses": { "keywords": [ "multivariate time series classification", "explainable convolutional neural network", "post-hoc model-specific explainability method", "multivariate time series classifiers" ], "note": { "typesetting": "TeX", "pages": 0, "language": "en", "license": "arXiv", "status": "editable" } } }