通过动态专家机制提升时间序列生成的细节还原能力
PrismFlow: Residual Dynamics for Flow Matching in Time-Series Generation

- 引入基于库普曼算子的残差动态专家,分治复杂时序模式
- 在多个基准上实现15.6%的上下文FID提升与38.6%判别分数优化
- 适合需要高保真时序建模的场景,如金融、生物信号生成
生成高质量时间序列数据极具挑战,因真实信号常具多模态特征与跨尺度动态(如振荡与高频变化)。流匹配(Flow Matching, FM)虽为扩散模型高效替代方案,但现有方法依赖单一全局向量场估计器,在异质时间分布中易学习到过度平滑的局部传输场,导致分支特异性动态被抑制,引发频谱失真与模式覆盖不足。为此,本文提出PrismFlow,一种基于库普曼算子启发的动态专家框架。每个专家在隐空间中学习残差修正,将局部非线性演化近似为线性转移。进一步设计置信度感知的赢家通吃(WTA)目标,仅更新与样本最匹配的专家,掩蔽其他专家梯度,促进模式专属专业化。采样时,选定专家向全局传输场添加残差动力学修正,保持FM稳定性的同时恢复精细与高频时序结构。在多个基准测试中,PrismFlow有效缓解标准FM的频谱收缩问题,实现15.6%的上下文FID提升与38.6%的判别分数改善,且在低数据环境下依然稳健,适用于预测与缺失值填补任务。
原文摘要 · Abstract (English)
Generating high-quality time-series data is challenging because real-world signals often exhibit multimodal patterns and multiscale dynamics, including oscillations and high-frequency variations. Flow Matching (FM) offers an efficient alternative to diffusion models, but practical implementations typically rely on a single finite-capacity global vector-field estimator. In such heterogeneous temporal distributions, distinct regimes may pass through nearby flow states while requiring incompatible conditional velocities. A monolithic estimator trained with the standard $\ell_2$ velocity-matching objective may therefore learn an overly smoothed approximation of the local transport field. This estimator-level smoothing can attenuate branch-specific dynamics, leading to spectral distortion and poor mode coverage. To address this, we propose PrismFlow, a new FM method with Koopman-inspired dynamical experts. Each expert learns residual corrections in a latent space where local nonlinear temporal evolution can be approximated by linear transitions. We further propose a confidence-aware Winner-Take-All (WTA) objective that updates only the expert best aligned with each sample while masking gradients to the others, encouraging mode-specific specialization. During sampling, the selected expert adds a residual dynamical correction to the global transport field, preserving FM stability while recovering fine-grained and high-frequency temporal structures. Across various benchmarks, PrismFlow effectively mitigates the spectral contraction in standard FM and achieves state-of-the-art performance, with a 15.6% gain in Context-FID and a 38.6% improvement in Discriminative Score, while remaining robust in low-data settings and effective for forecasting and imputation.
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