mlsanityData to 14 Oct 2026

Deterministic Prediction as Global Velocity: Flow Matching for Probabilistic Time-Series Forecast

arXiv 2610.18621 ↗First posted 13 Oct 2026cs.LGcited by 0

On the map: Diffusion models → Flow matching, time series and science

Abstract (arXiv)

Accurate uncertainty quantification is critical for many time series forecasting applications, and recent studies have increasingly adopted generative models to capture predictive uncertainty. Existing approaches often combine deterministic forecasting with generative modeling to improve predictive performance. However, their joint training is typically unstable because the deterministic model is embedded within the generative process, resulting in deep computational graphs and changing the probability transport path. In this work, we propose DV-Flow, a unified flow-matching formulation that incorporates the deterministic predictor as a parallel velocity component rather than as the endpoint of the transport path. This design enables stable end-to-end optimization while subsuming several existing formulations as special cases, allowing direct comparisons among them. Extensive experiments on six real-world datasets demonstrate that DV-Flow consistently improves probabilistic forecasting performance over strong baselines. Our code is available at https://github.com/tufts-ml/dv-flow-time-series.

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 44 of its 66 references that are in the map. First posted on arXiv 13 Oct 2026.

Builds on

44 of 66 references.

Closest ancestors · 17

Same direction, newest first

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  3. 2024Auto-Regressive Moving Diffusion Models for Time Series Forecasting12 Dec
  4. 2024Trajectory Flow Matching with Applications to Clinical Time Series Modeling28 Oct
  5. 2024Flow Matching with Gaussian Process Priors for Probabilistic Time Series Forecasting3 Oct
  6. 2024Reflected Flow Matching26 May
  7. 2024Conditional Wasserstein Distances with Applications in Bayesian OT Flow Matching27 Mar
  8. 2024MG-TSD: Multi-Granularity Time Series Diffusion Models with Guided Learning Process9 Mar
  9. 2024Diffusion-TS: Interpretable Diffusion for General Time Series Generation4 Mar
  10. 2023Precipitation Downscaling with Spatiotemporal Video Diffusion11 Dec
  11. 2023Predict, Refine, Synthesize: Self-Guiding Diffusion Models for Probabilistic Time Series Forecasting21 Jul
  12. 2023Functional Flow Matching26 May
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  1. 2023Improving and generalizing flow-based generative models with minibatch optimal transport1 Feb
  2. 2022Flow Matching for Generative Modeling6 Oct
  3. 2022Flow Straight and Fast: Learning to Generate and Transfer Data with Rectified Flow7 Sep
  4. 2021CSDI: Conditional Score-based Diffusion Models for Probabilistic Time Series Imputation7 Jul
  5. 2021Autoregressive Denoising Diffusion Models for Multivariate Probabilistic Time Series Forecasting28 Jan

Other references · 27

  1. 2017Attention Is All You Needcited by 60,361
  2. 2020Denoising Diffusion Probabilistic Modelscited by 21,076
  3. 2020Score-Based Generative Modeling through Stochastic Differential Equationscited by 9,122
  4. 2014Learning Phrase Representations using RNN Encoder-Decoder for Statistical Machine Translationcited by 4,057
  5. 2018Neural Ordinary Differential Equationscited by 3,779
  6. 2014Sequence to Sequence Learning with Neural Networkscited by 2,986
  7. 2022Video Diffusion Modelscited by 2,305
  8. 2022A Time Series is Worth 64 Words: Long-term Forecasting with Transformerscited by 2,039
  9. 2021Autoformer: Decomposition Transformers with Auto-Correlation for Long-Term Series Forecastingcited by 1,676
  10. 2022Are Transformers Effective for Time Series Forecasting?cited by 1,424
  11. 2017DeepAR: Probabilistic Forecasting with Autoregressive Recurrent Networkscited by 1,013
  12. 2023iTransformer: Inverted Transformers Are Effective for Time Series Forecastingcited by 931
15 more
  1. 2017Modeling Long- and Short-Term Temporal Patterns with Deep Neural Networkscited by 879
  2. 2019Temporal Fusion Transformers for Interpretable Multi-horizon Time Series Forecastingcited by 761
  3. 2024SiT: Exploring Flow and Diffusion-based Generative Models with Scalable Interpolant Transformerscited by 737
  4. 2020Multivariate Probabilistic Time Series Forecasting via Conditioned Normalizing Flowscited by 144
  5. 2024SparseTSF: Modeling Long-term Time Series Forecasting with 1k Parameterscited by 107
  6. 2024CycleNet: Enhancing Time Series Forecasting through Modeling Periodic Patternscited by 106
  7. 2023DiffCast: A Unified Framework via Residual Diffusion for Precipitation Nowcastingcited by 61
  8. 2024CasCast: Skillful High-resolution Precipitation Nowcasting via Cascaded Modellingcited by 56
  9. 2023On the Constrained Time-Series Generation Problemcited by 54
  10. 2019GluonTS: Probabilistic Time Series Models in Pythoncited by 46
  11. 2022DEPTS: Deep Expansion Learning for Periodic Time Series Forecastingcited by 29
  12. 2022Copula Conformal Prediction for Multi-step Time Series Forecastingcited by 29
  13. 2020Differentiable Divergences Between Time Seriescited by 28
  14. 2024Dynamic Conditional Optimal Transport through Simulation-Free Flowscited by 25
  15. 2020TorchDyn: A Neural Differential Equations Librarycited by 17

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