RTSM: Adapting Recursive Models to Multivariate Time-Series Classification

State Space Models (SSMs) are increasingly deployed in the Edge because they offer, at comparable performance, a smaller memory/training/inference footprint, compared to Large Language Models (LLMs). These three advantages are a direct consequence of the time recurrence inherent in the SSMs architecture. Here, we further improve this recurrent architecture by positively answering two previously underexplored, orthogonal questions: (1) Can we reduce SSMs memory-footprint without any performance penalty, by also employing depth recurrence? (2) Can we increase SSMs performance by using a fixed and consistent time-granularity across all tasks? The first question is somewhat unexpected, given that SSMs are already recurrent. However, the orthogonal depth recurrence further decreases SSMs memory footprint. We show that a looped SSM with $k$ parameters adaptively iterated $M$ times, achieves a performance comparable to a standard SSM with $k \cdot L$ independent parameters, where $M \leq L$. The second question is also unexpected given the time-recurrent nature of the SSMs architecture. However, it makes perfect sense for the time-parallel training of SSMs on the entire input sequence. We show that concatenating time steps for lower-dimensional sequence elements, or flattening and re-chunking the joint feature-time dimension for high-dimensional ones, can improve the baseline by enhancing the way information is presented to the model. Our results for both extensions lead to consistent benefits across four representative SSM architectures: LRU, S5, LinOSS, LrcSSM.

Despite recent advances in state space models (SSMs) such as Mamba across various sequence domains, research on their standalone capacity for time series classification (TSC) has remained limited. We propose MambaSL, a framework that minimally redesigns the selective SSM and projection layers of a single-layer Mamba, guided by four TSC-specific hypotheses. To address benchmarking limitations -- restricted configurations, partial University of East Anglia (UEA) dataset coverage, and insufficiently reproducible setups -- we re-evaluate 20 strong baselines across all 30 UEA datasets under a unified protocol. As a result, MambaSL achieves state-of-the-art performance with statistically significant average improvements, while ensuring reproducibility via public checkpoints for all evaluated models. Together with visualizations, these results demonstrate the potential of Mamba-based architectures as a TSC backbone.

Time series foundation models (TSFMs) have achieved notable progress in classification tasks through large-scale pretraining. However, their post-training practice mainly focuses on implicit parameter fine-tuning, where task-relevant information is entangled with abundant irrelevant knowledge in vast parameter spaces. This may hinder TSFMs from precisely activating useful knowledge for downstream classification. To this end, we propose Retrieval-to-Recognition (R2R), a plug-and-play post-training paradigm that adapts pretrained TSFMs to time series classification. Rather than pretraining a new foundation model, R2R improves how existing TSFMs are post-trained: it introduces a decoupled query encoder to extract discriminative patterns and retrieve instance-level numerical knowledge from a constructed knowledge base. The retrieved explicit knowledge is then fused with the TSFM's implicit parametric embeddings, enabling joint knowledge transfer at both the parameter and feature levels. In this way, R2R allows TSFMs to recall task-relevant patterns learned during pretraining, improving the efficiency of knowledge utilization in downstream classification transfer. Experiments on 158 time series datasets show that R2R consistently improves the classification performance of state-of-the-art TSFMs. Ablation and knowledge-enhanced studies further validate the effectiveness of the proposed framework.