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

Time series are produced continuously at enormous scale by industrial equipment, wearables, power grids, and clinical monitors, yet annotation remains manual, expensive, and expert-dependent. The binding constraint in large-scale time series analytics is therefore not data volume but label volume, and the question facing a practitioner is concrete: how many examples per class must be labeled before a classifier becomes usable? We study this question directly, in a regime where the label space is fixed and known in advance and the decision rule must be constructed from only K labeled examples per class. We propose Dual-Stream OSSE-LSTM, an episodic metric-learning framework that pairs an Omni-Scale CNN with Squeeze-and-Excitation recalibration, for multi-scale motif extraction without per-dataset kernel tuning, with a Bidirectional LSTM for global temporal context. The two streams are independently normalized and fused into a prototype-oriented embedding. Because decisions taken from a few labels must also be explainable, we introduce Counterfactual Integrated Gradients (C-IG), which attributes the prototype margin between target and opposing classes rather than an isolated classifier logit, and reuses the resulting maps as soft masks for test-time prototype refinement without updating the encoder. On 19 univariate UCR datasets, OSSE-LSTM attains the highest average accuracy and per-dataset win count at every support size, and its accuracy remains within a 0.36-point band (96.36-96.72%) across that range. Its weakest configuration still exceeding the best result any compared baseline achieves at any K (93.99%).