arXiv:2511.14488cs.LGcs.AI2025-11被引 1

针对时间序列生成中扰动导致的结构不稳问题,提出感知扰动的流匹配框架。

Towards Stable and Structured Time Series Generation with Perturbation-Aware Flow Matching

  • 设计扰动引导训练与双路径速度场,捕捉局部扰动下的轨迹偏移。
  • 在无条件与条件生成任务上均超越强基线模型,提升结构一致性。
  • 适合需要高稳定性时间序列生成的金融、医疗等领域应用。

时间序列生成对众多应用至关重要,但局部扰动引发的时间异质性给生成结构一致序列带来挑战。尽管流匹配通过轨迹级监督建模时序动态,但其全局共享参数限制了速度场表达能力,难以捕捉扰动中的突变。为此,本文提出扰动感知流匹配(PAFM)框架,通过扰动引导训练模拟局部干扰,并采用双路径速度场建模扰动下的轨迹偏离,增强对扰动行为的精细化刻画,从而提升生成序列的结构连贯性。为进一步提升对轨迹扰动的敏感度和表达能力,引入基于流路由的专家混合解码器,动态分配建模资源以适应不同动态。在无条件与条件生成任务上的大量实验表明,PAFM始终优于现有强基线模型。代码已开源。

原文摘要 · Abstract (English)

Time series generation is critical for a wide range of applications, which greatly supports downstream analytical and decision-making tasks. However, the inherent temporal heterogeneous induced by localized perturbations present significant challenges for generating structurally consistent time series. While flow matching provides a promising paradigm by modeling temporal dynamics through trajectory-level supervision, it fails to adequately capture abrupt transitions in perturbed time series, as the use of globally shared parameters constrains the velocity field to a unified representation. To address these limitations, we introduce \textbf{PAFM}, a \textbf{P}erturbation-\textbf{A}ware \textbf{F}low \textbf{M}atching framework that models perturbed trajectories to ensure stable and structurally consistent time series generation. The framework incorporates perturbation-guided training to simulate localized disturbances and leverages a dual-path velocity field to capture trajectory deviations under perturbation, enabling refined modeling of perturbed behavior to enhance the structural coherence. In order to further improve sensitivity to trajectory perturbations while enhancing expressiveness, a mixture-of-experts decoder with flow routing dynamically allocates modeling capacity in response to different trajectory dynamics. Extensive experiments on both unconditional and conditional generation tasks demonstrate that PAFM consistently outperforms strong baselines. Code is available at https://anonymous.4open.science/r/PAFM-03B2.

时间序列生成流匹配扰动感知结构一致性

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