The incoming smart grid represents a significant break for the European utilities in terms of data volume to be processed. In France, one year of individual consumptions represents more than 600 billion data points. Since real data is not yet available, our objective consists in simulating realistic individual consumptions. A new generative model of time series is proposed which combines the MODL coclustering approach with Markov chains. This approach is evaluated on a real dataset provided by the Irish CER. Our experiments demonstrate the ability of the generative model to efficiently reproduce the dynamic of the original time series.