EVALUATING BLACK BOX MODELING OF TIME-SERIES DATA

• Main Authors: Volkovs, Maksims, Leung, Kin Kwan, Rooke, Clayton James, Smith, Jonathan Anders James, Zuberi, Saba
• Format: Patent
• Language: English
• Published: 03.08.2023
• Subjects: CALCULATING; COMPUTER SYSTEMS BASED ON SPECIFIC COMPUTATIONAL MODELS; COMPUTING; COUNTING; PHYSICS

A model evaluation system evaluates the effect of a feature value at a particular time in a time-series data record on predictions made by a time-series model. The time-series model may make predictions with black-box parameters that can impede explainability of the relationship between predictions for a data record and the values of the data record. To determine the relative importance of a feature occurring at a time and evaluated at an evaluation time, the model predictions are determined on the unmasked data record at the evaluation time and on the data record with feature values masked within a window between the time and the evaluation time, permitting comparison of the evaluation with the features and without the features. In addition, the contribution at the initial time in the window may be determined by comparing the score with another score determined by masking the values except for the initial time.