# ZeroDiff: Zero-Shot Time Series Reconstruction via Informed-Prior Diffusion

arXiv: https://arxiv.org/abs/2609.37078 · HTML: https://mlsanity.com/paper/2609.37078/

## Key facts

- Cited by 1 papers in the map (data through 14 Oct 2026).
- Builds on 37 of its 59 references that are in the map.
- First posted on arXiv 29 Sep 2026.

## Builds on (most cited first, 30 of 37)

- [Denoising Diffusion Probabilistic Models](https://mlsanity.com/paper/2006.11239/) (2020)
- [Score-Based Generative Modeling through Stochastic Differential Equations](https://mlsanity.com/paper/2011.13456/) (2020)
- [Mamba: Linear-Time Sequence Modeling with Selective State Spaces](https://mlsanity.com/paper/2312.00752/) (2023)
- [Informer: Beyond Efficient Transformer for Long Sequence Time-Series Forecasting](https://mlsanity.com/paper/2012.07436/) (2020)
- [A Time Series is Worth 64 Words: Long-term Forecasting with Transformers](https://mlsanity.com/paper/2211.14730/) (2022)
- [SDEdit: Guided Image Synthesis and Editing with Stochastic Differential Equations](https://mlsanity.com/paper/2108.01073/) (2021)
- [Autoformer: Decomposition Transformers with Auto-Correlation for Long-Term Series Forecasting](https://mlsanity.com/paper/2106.13008/) (2021)
- [Are Transformers Effective for Time Series Forecasting?](https://mlsanity.com/paper/2205.13504/) (2022)
- [Spatio-Temporal Graph Convolutional Networks: A Deep Learning Framework for Traffic Forecasting](https://mlsanity.com/paper/1709.04875/) (2017)
- [TimesNet: Temporal 2D-Variation Modeling for General Time Series Analysis](https://mlsanity.com/paper/2210.02186/) (2022)
- [DeepAR: Probabilistic Forecasting with Autoregressive Recurrent Networks](https://mlsanity.com/paper/1704.04110/) (2017)
- [iTransformer: Inverted Transformers Are Effective for Time Series Forecasting](https://mlsanity.com/paper/2310.06625/) (2023)
- [Chronos: Learning the Language of Time Series](https://mlsanity.com/paper/2403.07815/) (2024)
- [A decoder-only foundation model for time-series forecasting](https://mlsanity.com/paper/2310.10688/) (2023)
- [CSDI: Conditional Score-based Diffusion Models for Probabilistic Time Series Imputation](https://mlsanity.com/paper/2107.03502/) (2021)
- [Non-stationary Transformers: Exploring the Stationarity in Time Series Forecasting](https://mlsanity.com/paper/2205.14415/) (2022)
- [Understanding Diffusion Models: A Unified Perspective](https://mlsanity.com/paper/2208.11970/) (2022)
- [BRITS: Bidirectional Recurrent Imputation for Time Series](https://mlsanity.com/paper/1805.10572/) (2018)
- [Time-MoE: Billion-Scale Time Series Foundation Models with Mixture of Experts](https://mlsanity.com/paper/2409.16040/) (2024)
- [Cold Diffusion: Inverting Arbitrary Image Transforms Without Noise](https://mlsanity.com/paper/2208.09392/) (2022)
- [Feature Generating Networks for Zero-Shot Learning](https://mlsanity.com/paper/1712.00981/) (2017)
- [Zero-Shot Learning -- The Good, the Bad and the Ugly](https://mlsanity.com/paper/1703.04394/) (2017)
- [Diffusion-based Time Series Imputation and Forecasting with Structured State Space Models](https://mlsanity.com/paper/2208.09399/) (2022)
- [Diffusion-TS: Interpretable Diffusion for General Time Series Generation](https://mlsanity.com/paper/2403.01742/) (2024)
- [SAITS: Self-Attention-based Imputation for Time Series](https://mlsanity.com/paper/2202.08516/) (2022)
- [Label-Embedding for Image Classification](https://mlsanity.com/paper/1503.08677/) (2015)
- [Latent Embeddings for Zero-shot Classification](https://mlsanity.com/paper/1603.08895/) (2016)
- [Predict, Refine, Synthesize: Self-Guiding Diffusion Models for Probabilistic Time Series Forecasting](https://mlsanity.com/paper/2307.11494/) (2023)
- [PriorGrad: Improving Conditional Denoising Diffusion Models with Data-Dependent Adaptive Prior](https://mlsanity.com/paper/2106.06406/) (2021)
- [Non-autoregressive Conditional Diffusion Models for Time Series Prediction](https://mlsanity.com/paper/2306.05043/) (2023)

## Built on by (most cited first, 1 of 1)

- [X-Ragent: Tool-Augmented Reinforcement Learning for Evidence-Grounded Chest X-Ray Reasoning](https://mlsanity.com/paper/2610.16811/) (2026)

## Abstract (arXiv)

Time series modeling increasingly demands high-quality supervision, yet target observations remain scarce - exogenous inputs are broadly available, but target measurements are often unavailable due to cost, infrastructure, or accessibility constraints. Can models trained on observed locations reconstruct target time series where measurements have never been collected? We term this zero-shot time series reconstruction. A naive approach - directly mapping exogenous inputs to targets - can yield predictions at unobserved locations, but without target signals, such models fail to capture the intrinsic dynamics of the target variable, producing overly smooth outputs that underestimate extremes. This reveals systematic errors that call for explicit modeling and calibration. We propose ZeroDiff, which constructs an informed prior from exogenous variables alone, then learns to calibrate reconstruction errors through diffusion - training on observed locations and generalizing to unobserved ones. Experiments across diverse real-world datasets demonstrate significant improvements over existing approaches. Our code is available at https://github.com/YingdaFan/ZeroDiff-ICML2026.