Figure 11.
The mean values of coefficients from IMV-LSTM model for dataset 8. The y axis corresponds to the index of target series and x axis corresponds to the index of series whose impact on selected target series we plot. We can see that IMV-LSTM gives correct interpretability for time series with index 0 and 3, whose behaviour is autoregressive. For time series with index 1 and 2, this model gives wrong interpretability.