English

SDFlow: Similarity-Driven Flow Matching for Time Series Generation

Artificial Intelligence 2026-05-12 v2

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 (S\textbf{S}imilarity-D\textbf{D}riven Flow\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://anonymous.4open.science/r/SDFlow-D6F3/

Keywords

Cite

@article{arxiv.2605.05736,
  title  = {SDFlow: Similarity-Driven Flow Matching for Time Series Generation},
  author = {Wei Li and Shibo Feng and Pengcheng Wu and Xingyu Gao and Min Wu and Peilin Zhao},
  journal= {arXiv preprint arXiv:2605.05736},
  year   = {2026}
}
R2 v1 2026-07-01T12:54:11.924Z