notesum.ai

Published at November 12

FM-TS: Flow Matching for Time Series Generation

cs.LG

cs.AI

Released Date: November 12, 2024

Authors: Yang Hu¹, Xiao Wang², Lirong Wu³, Huatian Zhang⁴, Stan Z. Li³, Sheng Wang², Tianlong Chen¹

Aff.: ¹University of North Carolina at Chapel Hill; ²University of Washington; ³Westlake University; ⁴University of Science and Technology of China

Arxiv: http://arxiv.org/abs/2411.07506v1

Dataset		Length	FM-TS	Diffusion-TS	TimeGAN	TimeVAE	Diffwave	DiffTime	Cot-GAN
ETTh	Discriminative (Lower Better)	64	0.010±.004	0.106±.048	0.227±.078	0.171±.142	0.254±.074	0.150±.003	0.296±.348
		128	0.040±.012	0.144±.060	0.188±.074	0.154±.087	0.274±.047	0.176±.015	0.451±.080
		256	0.081±.022	0.060±.030	0.444±.056	0.178±.076	0.304±.068	0.243±.005	0.461±.010
	Predictive (Lower Better)	64	0.115±.005	0.116±.000	0.132±.008	0.118±.004	0.133±.008	0.118±.004	0.135±.003
		128	0.104±.013	0.110±.003	0.153±.014	0.113±.005	0.129±.003	0.120±.008	0.126±.001
		256	0.107±.005	0.109±.013	0.220±.008	0.110±.027	0.132±.001	0.118±.003	0.129±.000
	Context-FID (Lower Better)	64	0.039±.003	0.631±.058	1.130±.102	0.827±.146	1.543±.153	1.279±.083	3.008±.277
		128	0.128±.007	0.787±.062	1.553±.169	1.062±.134	2.354±.170	2.554±.318	2.639±.427
		256	0.302±.018	0.423±.038	5.872±.208	0.826±.093	2.899±.289	3.524±.830	4.075±.894
	Correlational (Lower Better)	64	0.027±.015	0.082±.005	0.483±.019	0.067±.006	0.186±.008	0.094±.010	0.271±.007
		128	0.030±.011	0.088±.005	0.188±.006	0.054±.007	0.203±.006	0.113±.012	0.176±.006
		256	0.025±.008	0.064±.007	0.522±.013	0.046±.007	0.199±.003	0.135±.006	0.222±.010
Energy	Discriminative (Lower Better)	64	0.131±.046	0.078±.021	0.498±.001	0.499±.000	0.497±.004	0.328±.031	0.499±.001
		128	0.301±.013	0.143±.075	0.499±.001	0.499±.000	0.499±.001	0.396±.024	0.499±.001
		256	0.404±.070	0.290±.123	0.499±.000	0.499±.000	0.499±.000	0.437±.095	0.498±.004
	Predictive (Lower Better)	64	0.250±.009	0.249±.000	0.291±.003	0.302±.001	0.252±.001	0.252±.000	0.262±.002
		128	0.249±.001	0.247±.001	0.303±.002	0.318±.000	0.252±.000	0.251±.000	0.269±.002
		256	0.247±.001	0.245±.001	0.351±.004	0.353±.003	0.251±.000	0.251±.000	0.275±.004
	Context-FID (Lower Better)	64	0.058±.010	0.135±.017	1.230±.070	2.662±.087	2.697±.418	0.762±.157	1.824±.144
		128	0.100±..002	0.087±.019	2.535±.372	3.125±.106	5.552±.528	1.344±.131	1.822±.271
		256	0.083±..011	0.126±.024	5.052±.831	3.768±.998	5.572±.584	4.735±.729	2.533±.467
	Correlational (Lower Better)	64	0.534±.110	0.672±.035	3.668±.106	1.653±.208	6.847±.083	1.281±.218	3.319±.062
		128	0.521±.201	0.451±.079	4.790±.116	1.820±.329	6.663±.112	1.376±.201	3.713±.055
		256	0.391±.146	0.361±.092	4.487±.214	1.279±.114	5.690±.102	1.800±.138	3.739±.089