论文标题

部分可观测时空混沌系统的无模型预测

Interpretable Time Series Clustering Using Local Explanations

论文作者

Ozyegen, Ozan, Prayogo, Nicholas, Cevik, Mucahit, Basar, Ayse

论文摘要

储层计算是预测湍流的有力工具,其简单的架构具有处理大型系统的计算效率。然而,其实现通常需要完整的状态向量测量和系统非线性知识。我们使用非线性投影函数将系统测量扩展到高维空间,然后将其输入到储层中以获得预测。我们展示了这种储层计算网络在时空混沌系统上的应用,该系统模拟了湍流的若干特征。我们表明,使用径向基函数作为非线性投影器,即使只有部分观测并且不知道控制方程,也能稳健地捕捉复杂的系统非线性。最后,我们表明,当测量稀疏、不完整且带有噪声,甚至控制方程变得不准确时,我们的网络仍然可以产生相当准确的预测,从而为实际湍流系统的无模型预测铺平了道路。

This study focuses on exploring the use of local interpretability methods for explaining time series clustering models. Many of the state-of-the-art clustering models are not directly explainable. To provide explanations for these clustering algorithms, we train classification models to estimate the cluster labels. Then, we use interpretability methods to explain the decisions of the classification models. The explanations are used to obtain insights into the clustering models. We perform a detailed numerical study to test the proposed approach on multiple datasets, clustering models, and classification models. The analysis of the results shows that the proposed approach can be used to explain time series clustering models, specifically when the underlying classification model is accurate. Lastly, we provide a detailed analysis of the results, discussing how our approach can be used in a real-life scenario.

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