# ChronoFlow: Hierarchical Flow Matching for Irregular Time Series Generation

arXiv: https://arxiv.org/abs/2609.33276 · HTML: https://mlsanity.com/paper/2609.33276/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Placed in Flow matching, time series and science, one of 14 directions in Diffusion models.
- Builds on 18 of its 29 references that are in the map.
- First posted on arXiv 27 Sep 2026.

## Placed in

- Diffusion models / [Flow matching, time series and science](https://mlsanity.com/diffusion/flow-matching-time-series-and-science/)

## Builds on (most cited first, 18 of 18)

- [Attention Is All You Need](https://mlsanity.com/paper/1706.03762/) (2017)
- [Denoising Diffusion Probabilistic Models](https://mlsanity.com/paper/2006.11239/) (2020)
- [High-Resolution Image Synthesis with Latent Diffusion Models](https://mlsanity.com/paper/2112.10752/) (2021)
- [Score-Based Generative Modeling through Stochastic Differential Equations](https://mlsanity.com/paper/2011.13456/) (2020)
- [Flow Matching for Generative Modeling](https://mlsanity.com/paper/2210.02747/) (2022)
- [Neural Ordinary Differential Equations](https://mlsanity.com/paper/1806.07366/) (2018)
- [Diffusion Policy: Visuomotor Policy Learning via Action Diffusion](https://mlsanity.com/paper/2303.04137/) (2023)
- [Diffusion-LM Improves Controllable Text Generation](https://mlsanity.com/paper/2205.14217/) (2022)
- [Discrete Flow Matching](https://mlsanity.com/paper/2407.15595/) (2024)
- [Photorealistic Video Generation with Diffusion Models](https://mlsanity.com/paper/2312.06662/) (2023)
- [Multi-Time Attention Networks for Irregularly Sampled Time Series](https://mlsanity.com/paper/2101.10318/) (2021)
- [Diffusion-TS: Interpretable Diffusion for General Time Series Generation](https://mlsanity.com/paper/2403.01742/) (2024)
- [Intensity-Free Learning of Temporal Point Processes](https://mlsanity.com/paper/1909.12127/) (2019)
- [Set Functions for Time Series](https://mlsanity.com/paper/1909.12064/) (2019)
- [Equivariant flow matching](https://mlsanity.com/paper/2306.15030/) (2023)
- [FlowTS: Time Series Generation via Rectified Flow](https://mlsanity.com/paper/2411.07506/) (2024)
- [TimEHR: Image-based Time Series Generation for Electronic Health Records](https://mlsanity.com/paper/2402.06318/) (2024)
- [A Diffusion Model for Regular Time Series Generation from Irregular Data with Completion and Masking](https://mlsanity.com/paper/2510.06699/) (2025)

## Abstract (arXiv)

Recent advances in generative modeling have substantially improved time series generation, yet most existing methods either assume a regular temporal grid or focus on feature dynamics under a given sampling structure. This makes them illsuited for generating irregular time series in their native form, where a model must capture not only feature values, but also how many observations occur, when they occur, and which features are observed together. To address this heterogeneous generation problem, we propose ChronoFlow, a unified hierarchical flow matching framework organized by statistical granularity. Following a coarse-to-fine hierarchy, ChronoFlow first generates observation counts and feature-wise frequencies, then jointly generates observation times and feature co-observation patterns, and finally generates values conditioned on the realized pattern. This turns a complex joint generation problem into structurally aligned subproblems while preserving their dependencies. To evaluate complete irregular time series generation, we introduce complementary metrics spanning sample realism, sampling structure, value fidelity, and temporal and cross-feature dependencies, and validate them through controlled corruptions. Across five benchmarks, ChronoFlow achieves strong improvements in generation fidelity over existing baselines, while factorization studies support the proposed hierarchy. Our code is available at https://anonymous.4open.science/r/ChronoFlow.
