arXiv:2503.14869cs.LG2025-03中稿 · SIAM SDM 2025 - Bl…

用专家知识发现评估时间序列模型,更靠谱。

Evaluating Time Series Models with Knowledge Discovery

  • 引入专家知识发现机制,替代传统指标评价
  • 证据导向的解释比纯指标更具说服力
  • 适合需要可解释性的医疗、工业等场景

时间序列数据广泛存在于医疗、地震学、制造和能源等关键领域。近年来,数据挖掘界对深度学习模型在时间序列上的表现愈发关注。现有模型多依赖RMSE、准确率、F1分数等指标进行评估。然而,时间序列数据难以解释,且受未知环境因素、传感器配置、潜在物理机制及非平稳演化行为影响,仅靠指标表现优异的模型未必适用于真实任务。本文提出一种蓝筹想法:构建基于知识发现的评估框架,利用领域专家知识来评估模型性能。我们证明,基于证据的解释具有更强说服力,并能提升时间序列挖掘任务的泛化能力。

原文摘要 · Abstract (English)

Time series data is one of the most ubiquitous data modalities existing in a diverse critical domains such as healthcare, seismology, manufacturing and energy. Recent years, there are increasing interest of the data mining community to develop time series deep learning models to pursue better performance. The models performance often evaluate by certain evaluation metrics such as RMSE, Accuracy, and F1-score. Yet time series data are often hard to interpret and are collected with unknown environmental factors, sensor configuration, latent physic mechanisms, and non-stationary evolving behavior. As a result, a model that is better on standard metric-based evaluation may not always perform better in real-world tasks. In this blue sky paper, we aim to explore the challenge that exists in the metric-based evaluation framework for time series data mining and propose a potential blue-sky idea -- developing a knowledge-discovery-based evaluation framework, which aims to effectively utilize domain-expertise knowledge to evaluate a model. We demonstrate that an evidence-seeking explanation can potentially have stronger persuasive power than metric-based evaluation and obtain better generalization ability for time series data mining tasks.

时间序列可解释性知识发现评估方法

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