用流匹配方法在向量量化空间中并行生成时间序列,解决自回归模型的误差累积问题。
SDFlow: Similarity-Driven Flow Matching for Time Series Generation

- 在冻结的VQ隐空间中通过流匹配实现全局序列生成,消除逐步预测的暴露偏差。
- 在长序列生成上显著提升质量,判别分数更高,上下文FID降低40%以上。
- 适合需要快速生成高保真长时序数据的场景,如金融、医疗预测。
向量量化(VQ)结合自回归(AR)token建模是时间序列生成的主流且高效范式。然而,此类模型受暴露偏差根本限制:推理时逐步预测的误差会累积,导致长时序生成质量明显下降。为此,我们提出SDFlow(相似性驱动的流匹配),一种完全在冻结的VQ隐空间中运行的非自回归框架,通过流匹配实现序列并行生成。针对该转换的三大挑战:(1)通过全局传输映射替代逐步token预测,消除暴露偏差;(2)通过低秩流形分解与学习的潜流形锚点先验缓解VQ token空间的高维性;(3)在变分流匹配框架中引入码本索引的类别后验,将离散监督融入连续传输动态。大量实验表明,SDFlow达到当前最优性能,在判别得分上提升显著,并大幅降低上下文FID,尤其在长序列生成任务中表现突出。此外,相比自回归基线,推理速度显著加快,兼具高保真与计算效率。代码已公开于https://anonymous.4open.science/r/SDFlow-D6F3/
原文摘要 · Abstract (English)
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://anonymous.4open.science/r/SDFlow-D6F3/
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