Operator Flow Matching for Timeseries Forecasting
By: Yolanne Yi Ran Lee, Kyriakos Flouris
Potential Business Impact:
Predicts weather and ocean currents more accurately.
Forecasting high-dimensional, PDE-governed dynamics remains a core challenge for generative modeling. Existing autoregressive and diffusion-based approaches often suffer cumulative errors and discretisation artifacts that limit long, physically consistent forecasts. Flow matching offers a natural alternative, enabling efficient, deterministic sampling. We prove an upper bound on FNO approximation error and propose TempO, a latent flow matching model leveraging sparse conditioning with channel folding to efficiently process 3D spatiotemporal fields using time-conditioned Fourier layers to capture multi-scale modes with high fidelity. TempO outperforms state-of-the-art baselines across three benchmark PDE datasets, and spectral analysis further demonstrates superior recovery of multi-scale dynamics, while efficiency studies highlight its parameter- and memory-light design compared to attention-based or convolutional regressors.
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