My variable names include underscores (e.g. 'ABC_DEF') and I do not want these interpreted as LATEX (no subscripts).
It works fine on a single plot:
ts = timeseries((1:10)',randn(10,1),'Name','ABC_DEF');
But when you do subplots the interpreter seems to be set to LaTex:
This answer explains how to change the interpreter for individual text commands but I can't find anything on this for timeseries plots.