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A Simple State Space Model Excels at Multivariate Time Series Classification

Research shows that diagonal state space models (S4D) outperform more complex Mamba architectures in time series classification tasks. The authors propose lightweight variants MS4 and MS4N, which achieve higher accuracy and efficiency on 59 datasets, matching deep learning models with 2x to 10x more parameters.

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Key points

  • S4D consistently outperforms Mamba-based variants in accuracy and efficiency on TSC benchmarks.
  • Proposed MS4 and MS4N models use simple modifications like linear input projection and channel mixing.
  • MS4N matches or surpasses deep learning models with 2x to 10x more parameters while remaining lightweight.

Why it matters

This matters because s4D consistently outperforms Mamba-based variants in accuracy and efficiency on TSC benchmarks.

Technical impact

May affect model selection, inference cost, product capability, and evaluation benchmarks.

[2605.27406] A Simple State Space Model Excels at Multivariate Time Series Classification

[Submitted on 7 May 2026]

Title:A Simple State Space Model Excels at Multivariate Time Series Classification

View a PDF of the paper titled A Simple State Space Model Excels at Multivariate Time Series Classification, by Hassan Saadatmand and Geoffrey I. Webb and Hamid Rezatofighi and Mahsa Salehi

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Abstract: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.

Subjects:

Machine Learning (cs.LG)

Cite as: arXiv:2605.27406 [cs.LG]

(or arXiv:2605.27406v1 [cs.LG] for this version)

https://doi.org/10.48550/arXiv.2605.27406

arXiv-issued DOI via DataCite

Submission history

From: Hassan Saadatmand [view email] [v1] Thu, 7 May 2026 00:49:25 UTC (19,183 KB)

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