TimeSeg: An Information-Theoretic Segment-Wise Explainer for Time-Series Predictions
Hwijin Kim, Jaeho Kim, Changhee Lee
Abstract
Explaining predictions of black-box time-series models remains a challenging problem due to the dynamically evolving patterns within individual sequences and their complex temporal dependencies. Unfortunately, existing explanation methods largely focus on point-wise explanations, which fail to capture broader temporal context, while methods that attempt to highlight interpretable temporal patterns (e.g., achieved by incorporating a regularizer or fixed-length patches) often lack principled definitions of meaningful segments. This limitation frequently leads to fragmented and confusing explanations for end users. As such, the notion of segment-wise explanations has remained underexplored, with little consensus on what constitutes an interpretable segment or how such segments should be identified. To bridge this gap, we define segment-wise explanation for black-box time-series models as the task of selecting contiguous subsequences that maximize their joint mutual information with the target prediction. Building on this formulation, we propose TimeSeg, a novel information-theoretic framework that employs reinforcement learning to sequentially identify predictive temporal segments at a per-instance level. By doing so, TimeSeg produces segment-wise explanations that capture holistic temporal patterns rather than fragmented points, providing class-predictive patterns in a human-interpretable manner. Extensive experiments on both synthetic and real-world datasets demonstrate that TimeSeg produces more coherent and human-understandable explanations, while achieving performance that matches or surpasses existing methods on downstream tasks using the identified segments. Codes are available here.
Ask about this paper
Your agent reads all of it.
Lune indexed this paper to the last equation, along with the top-tier papers that cite it. Ask a question and the answer quotes them.
Builds on6
- Benchmarking Deep Learning Interpretability in Time Series PredictionsAya Abdelsalam Ismail, Mohamed K. Gunady, Héctor Corrada Bravo, Soheil FeiziNeurIPS 2020 · 249 citations
- Explaining Time Series Predictions with Dynamic MasksJonathan Crabbé, Mihaela van der SchaarICML 2021 · 115 citations
- What went wrong and when? Instance-wise feature importance for time-series black-box modelsSana Tonekaboni, Shalmali Joshi, Kieran Campbell, David Duvenaud et al.NeurIPS 2020 · 94 citations
- TimeX++: Learning Time-Series Explanations with Information BottleneckZichuan Liu, Tianchun Wang, Jimeng Shi, Xu Zheng et al.ICML 2024 · 33 citations
- Learning Perturbations to Explain Time Series PredictionsJoseph EnguehardICML 2023 · 29 citations
Related papers
- TimeSAE: Causal Sparse Decoding for Faithful Explanations of Black-Box Time Series ModelsKhalid Oublal, Quentin Bouniot, Qi Gan, Stephan Clemencon et al.ICML 2026 · 2 citations
- Explain Temporal Black-Box Models via Functional DecompositionLinxiao Yang, Yunze Tong, Xinyue Gu, Liang SunICML 2024 · 3 citations
- ShapeX: Shapelet-Driven Post Hoc Explanations for Time Series Classification ModelsBosong Huang, Ming Jin, Yuxuan Liang, Johan Barthelemy et al.NeurIPS 2025 · 8 citations
- Adaptive Time Series Reasoning via Segment SelectionShvat Messica, Jiawen Zhang, Kevin Li, Theodoros Tsiligkaridis et al.ICML 2026 · 2 citations
- TSExplain: Explaining Aggregated Time Series by Surfacing Evolving ContributorsYiru Chen, Silu HuangICDE 2023 · 1 citation
