TimeSeg: An Information-Theoretic Segment-Wise Explainer for Time-Series Predictions

Abstract

Explaining predictions of black-box time-series models remains a challenging problem due to the dynamically evolving patterns within individual sequences and their complex temporal dependencies. Unfortunately, existing explanation methods largely focus on point-wise explanations, which fail to capture broader temporal context, while methods that attempt to highlight interpretable temporal patterns (e.g., achieved by incorporating a regularizer or fixed-length patches) often lack principled definitions of meaningful segments. This limitation frequently leads to fragmented and confusing explanations for end users. As such, the notion of segment-wise explanations has remained underexplored, with little consensus on what constitutes an *interpretable* segment or how such segments should be identified. To bridge this gap, we define segment-wise explanation for black-box time-series models as the task of selecting contiguous subsequences that maximize their joint mutual information with the target prediction. Building on this formulation, we propose TimeSeg, a novel information-theoretic framework that employs reinforcement learning to sequentially identify predictive temporal segments at a per-instance level. By doing so, TimeSeg produces segment-wise explanations that capture holistic temporal patterns rather than fragmented points, providing class-predictive patterns in a human-interpretable manner. Extensive experiments on both synthetic and real‑world datasets demonstrate that TimeSeg produces more coherent and human-understandable explanations, while achieving performance that matches or surpasses existing methods on downstream tasks using the identified segments.