SDFlow: Similarity-Driven Flow Matching for Time Series Generation

arXiv:2605.05736v3 Announce Type: replace Abstract: Vector quantization (VQ) with autoregressive (AR) token modeling is a widely adopted and highly competitive paradigm for time-series generation. However, such models are fundamentally limited by exposure bias: during inference, errors can accumulate across sequential predictions, leading to pronounced quality degradation in long-horizon generation. To address this, we propose SDFlow ($\textbf{S}$imilarity-$\textbf{D}$riven $\textbf{Flow}$ Matching), a non-autoregressive framework that operates entirely in the frozen VQ latent space and enables parallel sequence generation via flow matching. We tackle three key challenges in making this transition: (1) eliminating exposure bias by replacing step-wise token prediction with a global transport map; (2) mitigating the high-dimensionality of VQ token spaces via a low-rank manifold decomposition with a learned anchor prior over the latent manifold; and (3) incorporating discrete supervision into continuous transport dynamics by introducing a categorical posterior over codebook indices within a variational flow-matching formulation. Extensive experiments show that SDFlow achieves state-of-the-art performance, improving Discriminative Score and substantially reducing Context-FID, particularly for challenging long-sequence generation. Moreover, SDFlow provides significant inference speedups over autoregressive baselines, offering both high fidelity and computational efficiency. Code is available at https://github.com/William-Liwei/SDFlow

Abstract:Vector quantization (VQ) with autoregressive (AR) token modeling is a widely adopted and highly competitive paradigm for time-series generation. However, such models are fundamentally limited by exposure bias: during inference, errors can accumulate across sequential predictions, leading to pronounced quality degradation in long-horizon generation. To address this, we propose SDFlow ($\textbf{S}$imilarity-$\textbf{D}$riven $\textbf{Flow}$ Matching), a non-autoregressive framework that operates entirely in the frozen VQ latent space and enables parallel sequence generation via flow matching. We tackle three key challenges in making this transition: (1) eliminating exposure bias by replacing step-wise token prediction with a global transport map; (2) mitigating the high-dimensionality of VQ token spaces via a low-rank manifold decomposition with a learned anchor prior over the latent manifold; and (3) incorporating discrete supervision into continuous transport dynamics by introducing a categorical posterior over codebook indices within a variational flow-matching formulation. Extensive experiments show that SDFlow achieves state-of-the-art performance, improving Discriminative Score and substantially reducing Context-FID, particularly for challenging long-sequence generation. Moreover, SDFlow provides significant inference speedups over autoregressive baselines, offering both high fidelity and computational efficiency. Code is available at this https URL

Artificial Intelligence (cs.AI)

arXiv:2605.05736 [cs.AI]

(or arXiv:2605.05736v3 [cs.AI] for this version)

https://doi.org/10.48550/arXiv.2605.05736 Focus to learn more arXiv-issued DOI via DataCite

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SDFlow: Similarity-Driven Flow Matching for Time Series Generation

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