Counterfactual Explanations via Latent Structure for Time Series Classification

There is a growing need for explainability in time series classification. Counterfactual (CF) generation creates in-distribution synthetic instances that flip the prediction to a desired class. We propose CELT, a model-agnostic CF generation method for time-series classifiers, including non-differentiable and one-class models. In the development phase, CELT learns a structured latent space in which desired-class latent instances form clusters and other latent instances are pushed away. In addition, the design enables segment-wise, time-local edits. In the deployment phase, CELT efficiently generates CFs by editing a minimal number of time-local segments, guided by the learned structure. We formulate both phases as mathematically sound optimization problems that uniformly handle supervised and one-class classification, and we demonstrate effectiveness on UCR datasets.