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Training-free Time Series Classification Via In-context Reasoning With LLM Agents

·2026

Abstract

Time series classification (TSC) spans diverse application scenarios, yet labeled data are often scarce, making task-specific training costly and inflexible. Recent reasoning-oriented large language models (LLMs) show promise in understanding temporal patterns, but purely zero-shot usage remains suboptimal. We propose FETA, a multi-agent framework for training-free TSC via exemplar-based in-context reasoning. FETA decomposes a multivariate series into channel-wise subproblems, retrieves a few structurally similar labeled examples for each channel, and leverages a reasoning LLM to compare the query against these exemplars, producing channel-level labels with self-assessed confidences; a confidence-weighted aggregator then fuses all channel decisions. This design eliminates the need for pretraining or fine-tuning, improves efficiency by pruning irrelevant channels and controlling input length, and enhances interpretability through exem

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