MTS2Graph: Interpretable Multivariate Time Series Classification with
  Temporal Evolving Graphs
Raneen Younis Abdul Hakmeh Zahra Ahmadi
Conventional time series classification approaches based on bags of patterns
or shapelets face significant challenges in dealing with a vast amount of
feature candidates from high-dimensional multivariate data. In contrast, deep
neural networks can learn low-dimensional features efficiently, and in
particular, Convolutional Neural Networks (CNN) have shown promising results in
classifying Multivariate Time Series (MTS) data. A key factor in the success of
deep neural networks is this astonishing expressive power. However, this power
comes at the cost of complex, black-boxed models, conflicting with the goals of
building reliable and human-understandable models. An essential criterion in
understanding such predictive deep models involves quantifying the contribution
of time-varying input variables to the classification. Hence, in this work, we
introduce a new framework for interpreting multivariate time series data by
extracting and clustering the input representative patterns that highly
activate CNN neurons. This way, we identify each signal's role and
dependencies, considering all possible combinations of signals in the MTS
input. Then, we construct a graph that captures the temporal relationship
between the extracted patterns for each layer. An effective graph merging
strategy finds the connection of each node to the previous layer's nodes.
Finally, a graph embedding algorithm generates new representations of the
created interpretable time-series features. To evaluate the performance of our
proposed framework, we run extensive experiments on eight datasets of the
UCR/UEA archive, along with HAR and PAM datasets. The experiments indicate the
benefit of our time-aware graph-based representation in MTS classification
while enriching them with more interpretability.