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Evaluating Simplification Algorithms for Interpretability of Time Series Classification

In this work, we introduce metrics to evaluate the use of simplified time series in the context of interpretability of a TSC - a Time Series Classifier. Such simplifications are important because time series data, in contrast to text and image data, are not intuitively understandable to humans. These metrics are related to the complexity of the simplifications - how many segments they contain - and to their loyalty - how likely they are to maintain the classification of the original time series. We employ these metrics to evaluate four distinct simplification algorithms, across several TSC algorithms and across datasets of varying characteristics, from seasonal or stationary to short or long. Our findings suggest that using simplifications for interpretability of TSC is much better than using the original time series, particularly when the time series are seasonal, non-stationary and/or with low entropy.

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