{"about":{"site":"https://codewithpapers.app","non_affiliation":"Code with Papers and Syntology are not affiliated with, endorsed by, or sponsored by Papers with Code, Meta, or the pwc-archive mirror.","licence":"CC BY-SA 4.0","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","attribution":"https://codewithpapers.app/attribution","modified":"archive material modified by Syntology; see the attribution page"},"url":"/paper/explaining-time-series-via-contrastive-and","title":"Explaining Time Series via Contrastive and Locally Sparse Perturbations","arxiv_id":"2401.08552","date":"2024-01-16","proceeding":null,"authors":["Zichuan Liu","Yingying Zhang","Tianchun Wang","Zefan Wang","Dongsheng Luo","Mengnan Du","Min Wu","Yi Wang","Chunlin Chen","Lunting Fan","Qingsong Wen"],"abstract":"Explaining multivariate time series is a compound challenge, as it requires identifying important locations in the time series and matching complex temporal patterns. Although previous saliency-based methods addressed the challenges, their perturbation may not alleviate the distribution shift issue, which is inevitable especially in heterogeneous samples. We present ContraLSP, a locally sparse model that introduces counterfactual samples to build uninformative perturbations but keeps distribution using contrastive learning. Furthermore, we incorporate sample-specific sparse gates to generate more binary-skewed and smooth masks, which easily integrate temporal trends and select the salient features parsimoniously. Empirical studies on both synthetic and real-world datasets show that ContraLSP outperforms state-of-the-art models, demonstrating a substantial improvement in explanation quality for time series data. The source code is available at \\url{https://github.com/zichuan-liu/ContraLSP}.","url_abs":"https://arxiv.org/abs/2401.08552v2","url_pdf":"https://arxiv.org/pdf/2401.08552v2.pdf","source":{"archive":"pwc-archive (Hugging Face), CC BY-SA 4.0","snapshot":"2025-07-28","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","row_kind":"abstracts"},"code_links":[{"paper_slug":"explaining-time-series-via-contrastive-and","repo_url":"https://github.com/zichuan-liu/contralsp","is_official":1,"mentioned_in_paper":1,"mentioned_in_github":0,"framework":"pytorch","reach":{"status":"ok"}}],"tasks":[{"task_slug":"contrastive-learning","task_name":"Contrastive Learning"},{"task_slug":"time-series-1","task_name":"Time Series"},{"task_slug":null,"task_name":"counterfactual"}],"methods":[],"datasets_introduced":[],"methods_introduced":[],"results":[],"syntology":{"atlas_url":"https://app.syntology.ai/?focus=2401.08552","mcp":{"get_harvested_code_for_paper":{"arxiv_id":"2401.08552"}},"developers":"https://syntology.ai/developers","read_at":"2026-09-24T18:15:14+00:00","read_at_is":"when the build read Syntology's graph, not when any sample ran","claim":"Per-sample execution status on synthesized fixtures; not a correctness claim about the paper. 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