arXiv AI By Lucas Poinsignon, Jorge da Silva Gon\c{c}alves, Samuel Ruip\'erez-Campillo, Julia E. Vogt

Wavelet Flow Matching for Time Series

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The paper introduces Wavelet Flow Matching, a method for generating multivariate time series by applying flow matching to multilevel discrete wavelet coefficients. By working in the wavelet domain, the model captures coarse-to-fine temporal structure implicitly and uses a channel-token transformer to model cross-channel dependencies. Experiments on seven benchmark datasets and four sequence lengths show that the approach matches or surpasses existing methods, especially in Context-FID and discriminative score metrics.

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