analiza aiqbench
ProtoFlow advances multivariate time series forecasting by integrating vector quantization with prototype-prior flow matching to eliminate exposure bias and accelerate inference. By leveraging learned codebook prototypes as an informative prior instead of generic Gaussian noise, this method improves convergence and accuracy over existing autoregressive or diffusion-based approaches. The technique represents a significant step toward efficient generative modeling for high-dimensional temporal data without sacrificing predictive performance.
ProtoFlow: Prototype-Guided Flow Matching for Multivariate Time Series Forecasting
arXiv:2610.01320v1 Announce Type: new Abstract: Generative modeling has shown strong promise for multivariate time mseries (MTS) forecasting, especially scale to high-dimensional settings. Diffusion-based methods achieve competitive performance but typically require many sampling steps at inference. VAE-based non-iterative forecasting frameworks have therefore emerged as an efficient alternative. Within this line of work, vector quantization (VQ) enables controllable latent space modeling by mapping multivariate series into compact discrete representations. Existing VQ-based forecasting methods, however, typically rely on autoregressive (AR) token generation, which suffers from exposure bias and training-inference mismatch. Flow matching provides an efficient non-autoregressive alternative for latent forecasting, but existing formulations usually initialize transport from a generic Gaussian prior. We instead observe that the trained VQ codebook already captures representative latent prototypes and can thus serve as a more informative prior for flow matching. Based on this insight, we propose ProtoFlow, a forecasting framework that combines vector-quantized autoencoding with Prototype-prior Flow matching. Our method first maps multivariate sequences into a discrete latent space, then constructs a structured prior from the learned codebook, and finally learns a DiT-based rectified flow to transport samples from this prior to future latent representations conditioned on historical observations. By replacing generic noise initialization with a learned prototype prior, ProtoFlow avoids the rollout mismatch of AR token prediction and promotes faster training convergence. Extensive experiments on benchmark datasets show that it consistently achieves superior forecasting performance with efficient inference.
Abstract:Generative modeling has shown strong promise for multivariate time mseries (MTS) forecasting, especially scale to high-dimensional settings. Diffusion-based methods achieve competitive performance but typically require many sampling steps at inference. VAE-based non-iterative forecasting frameworks have therefore emerged as an efficient alternative. Within this line of work, vector quantization (VQ) enables controllable latent space modeling by mapping multivariate series into compact discrete representations. Existing VQ-based forecasting methods, however, typically rely on autoregressive (AR) token generation, which suffers from exposure bias and training-inference mismatch. Flow matching provides an efficient non-autoregressive alternative for latent forecasting, but existing formulations usually initialize transport from a generic Gaussian prior. We instead observe that the trained VQ codebook already captures representative latent prototypes and can thus serve as a more informative prior for flow matching. Based on this insight, we propose ProtoFlow, a forecasting framework that combines vector-quantized autoencoding with Prototype-prior Flow matching. Our method first maps multivariate sequences into a discrete latent space, then constructs a structured prior from the learned codebook, and finally learns a DiT-based rectified flow to transport samples from this prior to future latent representations conditioned on historical observations. By replacing generic noise initialization with a learned prototype prior, ProtoFlow avoids the rollout mismatch of AR token prediction and promotes faster training convergence. Extensive experiments on benchmark datasets show that it consistently achieves superior forecasting performance with efficient inference.
Artificial Intelligence (cs.AI)
arXiv:2610.01320 [cs.AI]
(or arXiv:2610.01320v1 [cs.AI] for this version)
https://doi.org/10.48550/arXiv.2610.01320 Focus to learn more arXiv-issued DOI via DataCite (pending registration)
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