MissPath-FM: Flow Matching with Structured Priors for Partially Observed Time Series

Flow matching assumes fully observed training data, which many real-world applications rarely provide. We study Missing-Data Flow Matching, which treats the missing coordinates of training samples as latent variables and averages the flow matching loss over the values they could take. We first prove that the oracle correction is exact: completing from the true pattern-conditioned posterior recovers the complete-data flow-matching objective under any missingness mechanism. Under missing completely at random (MCAR) and missing at random (MAR), this posterior equals the ordinary complete-data conditional, while under missing not at random (MNAR) it generally depends on the missingness mechanism and may require additional structure to identify. Our finite-sample analysis then answers design questions that the algorithm leaves open. Missingness transfers estimator variance rather than adding it, and for the fixed-parameter loss estimator one completion per example matches complete-data variance and is optimal under a fixed evaluation budget. A learned completion model contributes population completion bias, which we bound by its expected conditional Wasserstein distance to the true completion law. Experiments numerically validate the theoretical predictions, show that deterministic rather than frozen imputation reduces generated conditional variability, and place our method alongside strong classical and deep imputation baselines on real tabular data.

Generating high-quality time-series data is challenging because real-world signals often exhibit multimodal patterns and multiscale dynamics, including oscillations and high-frequency variations. Flow Matching (FM) offers an efficient alternative to diffusion models, but practical implementations typically rely on a single finite-capacity global vector-field estimator. In such heterogeneous temporal distributions, distinct regimes may pass through nearby flow states while requiring incompatible conditional velocities. A monolithic estimator trained with the standard $\ell_2$ velocity-matching objective may therefore learn an overly smoothed approximation of the local transport field. This estimator-level smoothing can attenuate branch-specific dynamics, leading to spectral distortion and poor mode coverage. To address this, we propose PrismFlow, a new FM method with Koopman-inspired dynamical experts. Each expert learns residual corrections in a latent space where local nonlinear temporal evolution can be approximated by linear transitions. We further propose a confidence-aware Winner-Take-All (WTA) objective that updates only the expert best aligned with each sample while masking gradients to the others, encouraging mode-specific specialization. During sampling, the selected expert adds a residual dynamical correction to the global transport field, preserving FM stability while recovering fine-grained and high-frequency temporal structures. Across various benchmarks, PrismFlow effectively mitigates the spectral contraction in standard FM and achieves state-of-the-art performance, with a 15.6% gain in Context-FID and a 38.6% improvement in Discriminative Score, while remaining robust in low-data settings and effective for forecasting and imputation.

In healthcare, multimodal time series tasks often operate on incomplete observations in practice, for example when ECG segments are lost because electrodes detach or an entire respiratory channel is unavailable during overnight monitoring. Such missingness typically appears in two structurally distinct patterns: within-modality missing, where values are absent within an otherwise observed modality, and modality-level missing, where an entire modality is unavailable. Existing methods typically represent unobserved data implicitly through masks or missing embeddings, without learning instance-specific missing information, and most are designed for only one missingness pattern. A natural approach is to explicitly estimate the missing data; however, existing imputation methods treat missingness uniformly despite their different structural priors, and the imputation process is often isolated from downstream tasks, preventing downstream tasks from guiding imputation toward more informative representations. To address these limitations, we present PAMF, a multimodal time-series framework that explicitly handles different missingness patterns while coupling imputation with downstream prediction through prior-aware flow matching and weight sharing. Specifically, the method initializes the flow-matching source state with type-specific priors to distinguish two missing types. It further connects imputation and classification through architecturally matched encoders with weight sharing, transferring task-relevant representations into the imputation process. Experiments on multiple multimodal healthcare time-series benchmarks show that the proposed method achieves the strongest overall downstream performance across diverse datasets and missing settings compared with existing baselines.