Looped SSMs: Depth-Recurrence and Input Reshaping for Time Series Classification

Structured state space models (SSMs) have recently emerged as a promising foundation for sequence modeling, with Mamba-based architectures demonstrating strong performance through input-dependent state transitions, albeit at considerable complexity. However, their application to time-series classification (TSC) has been largely limited to Mamba-style architectures, leaving the broader SSM design space underexplored. We present the first systematic study spanning diagonal SSMs (S4D) and input-dependent SSMs (Mamba family) on large-scale TSC benchmarks, asking whether such complexity is necessary for top performance. Our results reveal a surprising finding: S4D consistently outperforms Mamba-based variants in both accuracy and efficiency, challenging the assumption that increased complexity translates to meaningful gains in TSC. Building on this, we introduce MS4, lightweight modifications to S4D via a linear input projection and channel-mixing mechanism, and MS4N, a normalized variant that stabilizes state dynamics with negligible overhead. Evaluated on 59 datasets across MONSTER (up to 60 million samples, 50K timesteps, 82 classes) and the UEA benchmark, against 15 baselines, MS4 and MS4N consistently outperform Mamba-based models while remaining more efficient, and MS4N matches or surpasses competing deep learning models that are roughly 2x and 10x larger in parameters. These results position lightweight structured SSMs as a compelling alternative to scaling complexity for TSC.

We study how depth, finite precision, state dimension, and chain-of-thought (CoT) affect the expressive power of multi-layer state-space models (SSMs). For the explicit-table $K$-function-composition problem, a canonical benchmark for sequential information propagation, we prove that any $L$-layer SSM solving $(L+3)$-function composition must satisfy $d^2p=Ω(N/L^3)$, where $d$ is the state dimension and $p$ is the per-scalar precision. Conversely, $K$-function composition is solved exactly by a $(K+1)$-layer generalized SSM with $d=1$ and $p=Θ(\log N)$. This gives a worst-case depth hierarchy for this formal problem family. We then distinguish post-input reasoning, in which all thought tokens are generated after the input, from input-interleaved reasoning, in which thought tokens may be inserted while the input stream is being read. Post-input reasoning does not circumvent our communication-based lower-bound pipeline, whereas input-interleaved reasoning admits bidirectional simulations with general deterministic one-pass streaming algorithms at the granularity of persistent memory. Finally, width and precision are not interchangeable under exact step-preserving simulation in the base affine-state model, but become interchangeable through the streaming-memory characterization once input-interleaved reasoning is allowed.

State Space Models (SSMs) have emerged as a powerful paradigm for efficient long-sequence modeling, offering parallel training and fast linear-time recurrent inference. However, like other recurrent architectures, SSMs must compress an unbounded history into a fixed-size state, which limits context retention and makes precise retrieval over long-range context inherently difficult. To overcome this limitation, we propose Delay State Space Models (DSSMs), a delay differential equation (DDE)-inspired extension of diagonal SSMs that augments discrete SSM recurrences with explicit delayed-state feedback. Making explicit delayed feedback practical requires new stability parameterization, history management, and FFT-training tools. We address these challenges with a practical discretization and parameterization grounded in a simple delay-independent stability condition. To bypass direct time-domain kernel construction, we derive the DSSM transfer function and compute kernels in the frequency domain, using a kernel contour shift to suppress aliasing and recover accurate FFT training. Empirically, DSSMs substantially improve targeted delayed-retrieval tasks while outperforming S4D on most standard sequence metrics and remaining close on the others.