A global model-agnostic rule-based XAI method based on Parameterized Event Primitives for time series classifiers.

Time series classification is a challenging research area where machine learning and deep learning techniques have shown remarkable performance. However, often, these are seen as black boxes due to their minimal interpretability. On the one hand, there is a plethora of eXplainable AI (XAI) methods designed to elucidate the functioning of models trained on image and tabular data. On the other hand, adapting these methods to explain deep learning-based time series classifiers may not be straightforward due to the temporal nature of time series data. This research proposes a novel global explainable method for unearthing the key time steps behind the inferences made by deep learning-based time series classifiers. This novel approach generates a decision tree graph, a specific set of rules, that can be seen as explanations, potentially enhancing interpretability. The methodology involves two major phases: (1) training and evaluating deep-learning-based time series classification models, and (2) extracting parameterized primitive events, such as increasing, decreasing, local max and local min, from each instance of the evaluation set and clustering such events to extract prototypical ones. These prototypical primitive events are then used as input to a decision-tree classifier trained to fit the model predictions of the test set rather than the ground truth data. Experiments were conducted on diverse real-world datasets sourced from the UCR archive, employing metrics such as accuracy, fidelity, robustness, number of nodes, and depth of the extracted rules. The findings indicate that this global method can improve the global interpretability of complex time series classification models.