Label-Efficient Time Series Classification at Scale: A Dual-Stream OSSE-LSTM with Counterfactual Attribution

In this paper, we propose the first VL$\underline{\textbf{M}}$ $\underline{\textbf{a}}$gentic $\underline{\textbf{r}}$easoning framework for few-$\underline{\textbf{s}}$hot multimodal $\underline{\textbf{T}}$ime $\underline{\textbf{S}}$eries $\underline{\textbf{C}}$lassification ($\textbf{MarsTSC}$), which introduces a self-evolving knowledge bank as a dynamic context iteratively refined via reflective agentic reasoning. The framework comprises three collaborative roles: i) Generator conducts reliable classification via reasoning; ii) Reflector diagnoses the root causes of reasoning errors to yield discriminative insights targeting the temporal features overlooked by Generator; iii) Modifier applies verified updates to the knowledge bank to prevent context collapse. We further introduce a test-time update strategy to enable cautious, continuous knowledge bank refinement to mitigate few-shot bias and distribution shift. Extensive experiments across 12 mainstream time series benchmarks demonstrate that $\textbf{MarsTSC}$ delivers substantial and consistent performance gains across 6 VLM backbones, outperforming both classical and foundation model-based time series baselines under few-shot conditions, while producing interpretable rationales that ground each classification decision in human-readable feature evidence.

In domains where both predictive performance and interpretability are essential, deep neural networks achieve strong results but provide limited insight into how their predictions are made. Projection-based prototype networks address this limitation by grounding predictions in similarity to representative training examples, enabling case-based explanations and global prototype inspection. However, existing approaches rely on label supervision, tying prototypes to a specific task and requiring large labeled datasets. We introduce ProtoSSL, a framework for pretraining a foundational latent prototype bank on unlabeled data and transferring it to downstream tasks to create interpretable, projection-based prototype models. Our key idea is to separate motif discovery from label alignment. ProtoSSL first learns a transferrable prototype bank using a self-supervised objective applied directly to prototype activations, and then aligns these prototypes to downstream tasks through a novel efficient assignment procedure. Across six electrocardiography (ECG) datasets, ProtoSSL improves label efficiency, outperforming supervised prototype baselines in low-data regimes with as few as 256 labeled examples; with fine-tuning, ProtoSSL outperforms supervised prototype baselines at full dataset scale. In a human evaluation study, ProtoSSL produces prototypes and prototype-based explanations that are judged more favorably than those learned with direct label supervision. We further show that the framework extends to audio classification. Thus, ProtoSSL enables both learning foundational prototypes from unlabeled data before the downstream label space is known, and subsequent assignment to new tasks to create interpretable, projection-grounded prototypes.

Time Series Classification (TSC) is a long-standing research problem that has gained increasing attention in recent years with the rapid growth of large-scale temporal data. Despite substantial progress enabled by deep learning, designing TSC models that are both accurate and interpretable remains a challenging task. Many existing approaches adopt a direct feature-to-label classification paradigm, by collapsing high-dimensional temporal embeddings into class logits via a single linear projection (often after global pooling), the paradigm conflates feature extraction and decision logic into an inseparable mapping. To address these limitations, we propose PDFTime, a prototype-guided framework that reformulates time series classification as a multi-stage decision process. Instead of direct feature-to-label mapping, PDFTime leverages learned prototypes to approximate class-conditional feature distributions in the latent space, enabling progressive discrimination through classification sub-tasks of varying granularity. To our knowledge, PDFTime is the first framework to reformulate time series classification as a decoupled, multi-stage similarity-based reasoning process, breaking the long-standing paradigm of direct, black-box feature-to-label mapping. Extensive evaluations demonstrate that PDFTime achieves state-of-the-art (SOTA) performance across UEA and UCR benchmarks. Notably, it secures the top-$1$ accuracy on 80 out of 128 datasets in the UCR archive, significantly outperforming recent strong baselines in both consistency and generalization.