The underperformance of existing multimodal large language models for time series reasoning lies in the absence of rationale priors that connect temporal observations to their downstream outcomes, which leads models to rely on superficial pattern matching rather than principled reasoning. We therefore propose the rationale-grounded in-context learning for time series reasoning, where rationales work as guiding reasoning units rather than post-hoc explanations, and develop the RationaleTS method. Specifically, we firstly induce label-conditioned rationales, composed of reasoning paths from observable evidence to the potential outcomes. Then, we design the hybrid retrieval by balancing temporal patterns and semantic contexts to retrieve correlated rationale priors for the final in-context inference on new samples. We conduct extensive experiments to demonstrate the effectiveness and efficiency of our proposed RationaleTS on three-domain time series reasoning tasks. We provide the source code in https://github.com/yuppielqx/RationaleTS.

The chain-of-thought technique has been received well in multi-modal tasks. It is a step-by-step linear reasoning process that adjusts the length of the chain to improve the performance of generated prompts. However, human thought processes are predominantly non-linear, as they encompass multiple aspects simultaneously and employ dynamic adjustment and updating mechanisms. Therefore, we propose a novel Aggregation-Graph-of-Thought (AGoT) mechanism for soft-prompt tuning in multi-modal representation learning. The proposed AGoT models the human thought process not only as a chain but also models each step as a reasoning aggregation graph to cope with the overlooked multiple aspects of thinking in single-step reasoning. This turns the entire reasoning process into prompt aggregation and prompt flow operations. Experiments show that our multi-modal model enhanced with AGoT soft-prompting achieves good results in several tasks such as text-image retrieval, visual question answering, and image recognition. In addition, we demonstrate that it has good domain generalization performance due to better reasoning.