tsinterpret for multivariate time series regression?

[alitirmizi23]

Motivation. and

Describe the solution you'd like
similar functionality as is available for time series classification, should be available for time series regression

[dyhan316]

@alitirmizi23 hello! have you found a way to do this?

[JHoelli]

Hi @dyhan316 and @alitirmizi23,

Unfortunatly, this is not possible with the current methods in TSInterpret. There is literature on how to do this for Regression. However for now they are not implemented here. (So far I did not have the time). I still left the issue open, as it is a relevant addition and I plan on adding some algorithms when time allows it.

If you are interested, I can point you to some relevant Literature.

Also feel free to contribute :)

[AlexisTabin]

Hi @JHoelli,

I would also be interested in such a feature. I would like to build an XAI TCN model for univariate TS regression, so I would love to have read to Literature you mentioned.

[JHoelli]

Hi @AlexisTabin,

i started a summary repository for the topic "(Post-Hoc) Explainability for time series" here with a subsection for regression / forecating. Feel free to look through the sources and linked github repos or add things if you feel something is missing. I will also extend the list at some point.

My best guess would be trying Dynamask (github, paper).

I hope that helps.