Figure 9.

The mean values of $\beta$ coefficients from IMV-LSTM model for dataset 4 and dataset 2. The y-axis corresponds to the target series index, and the x-axis corresponds to the index of series whose impact on selected target series we plot. left) In the left panel, we plot mean $\beta$ coefficients of IMV-LSTM model for dataset 4. We can see that IMV-LSTM model gives correct interpretability for this dataset, but with low confidence. In the right panel, we plot mean $\beta$ coefficients of IMV-LSTM for dataset 2. Again, IMV-LSTM model gives correct interpretability, but with high confidence on this dataset.