Deterministic Prediction as Global Velocity: Flow Matching for Probabilistic Time-Series Forecast

Abstract:Accurate uncertainty quantification is critical for many time series forecasting applications, and recent studies have increasingly adopted generative models to capture predictive uncertainty. Existing approaches often combine deterministic forecasting with generative modeling to improve predictive performance. However, their joint training is typically unstable because the deterministic model is embedded within the generative process, resulting in deep computational graphs and changing the probability transport path. In this work, we propose DV-Flow, a unified flow-matching formulation that incorporates the deterministic predictor as a parallel velocity component rather than as the endpoint of the transport path. This design enables stable end-to-end optimization while subsuming several existing formulations as special cases, allowing direct comparisons among them. Extensive experiments on six real-world datasets demonstrate that DV-Flow consistently improves probabilistic forecasting performance over strong baselines. Our code is available at this https URL.

Machine Learning (cs.LG)

arXiv:2610.18621 [cs.LG]

(or arXiv:2610.18621v1 [cs.LG] for this version)

https://doi.org/10.48550/arXiv.2610.18621 Focus to learn more arXiv-issued DOI via DataCite (pending registration)

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