Class-Dependent Perturbation Effects in Evaluating Time Series Attributions. - Gregor Baer; Isel Grau; Chao Zhang 071; Pieter Van Gorp (CoRR, 2025)

Why Do Class-Dependent Evaluation Effects Occur with Time Series Feature Attributions? A Synthetic Data Investigation. - Gregor Baer; Isel Grau; Chao Zhang 071; Pieter Van Gorp (CoRR, 2025)