Plausible Conditional Generation-Based Counterfactual Explanations for Multivariate Times Series Classification

Abstract

Multivariate time series (MTS) are prevalent but inherently complex, making them challenging to analyze due to strong temporal and inter-variable correlations. This complexity often results in the use of sophisticated and difficult-to-interpret machine learning models. In real-life scenarios where critical applications of these models are common, their acceptability is crucial. Counterfactual explanations have emerged as a valuable tool for understanding machine learning systems by providing post-hoc analyzes of classification models. We introduce CFE4MTS (CounterFactual Explanation for Multivariate Time Series), a conditional, generation-based, plausible counterfactual explanation method, specifically designed for multivariate time series classification. Our approach leverages advanced time series modeling techniques to generate interpretable counterfactuals that belong to a given target class distribution. To evaluate the effectiveness of our method, we apply it to various real datasets, demonstrating the superiority of our approach over the state of the art methods.