Unpacking and comprehending how deep learning algorithms make decisions has been a persistent challenge for researchers and end-users. Explaining time-series predictive models is useful for clinical applications with high stakes to understand the behavior of prediction models. However, existing approaches to explain such models are frequently unique to architectures and data where the features do not have a time-varying component. In this paper, we introduce WindowSHAP, a model-agnostic framework for explaining time-series classifiers using Shapley values. We intend for WindowSHAP to mitigate the computational complexity of calculating Shapley values for long time-series data as well as improve the quality of explanations. WindowSHAP is based on partitioning a sequence into time windows. Under this framework, we present three distinct algorithms of Stationary, Sliding and Dynamic WindowSHAP, each evaluated against baseline approaches, KernelSHAP and TimeSHAP, using perturbation and sequence analyses metrics. We applied our framework to clinical time-series data from both a specialized clinical domain (Traumatic Brain Injury - TBI) as well as a broad clinical domain (critical care medicine). The experimental results demonstrate that, based on the two quantitative metrics, our framework is superior at explaining clinical time-series classifiers, while also reducing the complexity of computations. We show that for time-series data with 120 time steps (hours), merging 10 adjacent time points can reduce the CPU time of WindowSHAP by 80% compared to KernelSHAP. We also show that our Dynamic WindowSHAP algorithm focuses more on the most important time steps and provides more understandable explanations. As a result, WindowSHAP not only accelerates the calculation of Shapley values for time-series data, but also delivers more understandable explanations with higher quality.

本文提出了WindowSHAP框架，一个用于解释时间序列分类器的模型无关框架，使用Shapley值来降低计算复杂度并提高解释质量，提供三个不同的算法，分别对应静态、滑动和动态时间窗口，应用于医学领域的数据，获得了较好的实验结果。

WindowSHAP: 基于Shapley Values的时间序列分类器解释的高效框架