Saliency methods are used extensively to highlight the importance of input features in model predictions. These methods are mostly used in vision and language tasks, and their applications to time series data is relatively unexplored. In this paper, we set out to extensively compare the performance of various saliency-based interpretability methods across diverse neural architectures, including Recurrent Neural Network, Temporal Convolutional Networks, and Transformers in a new benchmark of synthetic time series data. We propose and report multiple metrics to empirically evaluate the performance of saliency methods for detecting feature importance over time using both precision (i.e., whether identified features contain meaningful signals) and recall (i.e., the number of features with signal identified as important). Through several experiments, we show that (i) in general, network architectures and saliency methods fail to reliably and accurately identify feature importance over time in time series data, (ii) this failure is mainly due to the conflation of time and feature domains, and (iii) the quality of saliency maps can be improved substantially by using our proposed two-step temporal saliency rescaling (TSR) approach that first calculates the importance of each time step before calculating the importance of each feature at a time step.

本篇论文研究了基于saliency的可解释性方法在时间序列数据上的应用，提出并比较了多种saliency方法在不同神经网络结构上的性能，并提出多种指标进行评估，发现常规的网络结构和saliency方法难以可靠和精确地识别时间序列数据中特征的重要性，这主要是由于时间和特征领域的混淆所导致的，但使用文中提出的两步形式的时间saliency rescaling方法可以显著提高saliency图的质量。

在时间序列预测中进行深度学习可解释性基准测试