Flow Matching with Gaussian Process Priors for Probabilistic Time Series Forecasting

Marcel Kollovieh, Marten Lienen, David Lüdke, Leo Schwinn, Stephan Günnemann

Installation

If you want to run our code, start by setting up the python environment. We use pixi to easily set up reproducible environments based on conda packages. Install it with curl -fsSL https://pixi.sh/install.sh | bash and then run

# Clone the repository
git clone https://github.com/marcelkollovieh/TSFlow.git

# Change into the repository
cd TSFlow

# Install and activate the environment
pixi shell

Training

Start a training by running train.py with the your settings, for example

python bin/train_model.py -c configs_local/train_conditional.yaml

The results will be logged in ./logs

Citation

If you build upon this work, please cite our paper as follows.

@article{kollovieh2024flow,
  title = {Flow Matching with Gaussian Process Priors for Probabilistic Time Series Forecasting},
  author = {Kollovieh, Marcel and Lienen, Marten and L{\"u}dke, David and Schwinn, Leo and G{\"u}nnemann, Stephan},
  journal = {The Thirteenth International Conference on Learning Representations},
  shortjournal = {ICLR},
  year = {2025},
}