Abstract
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.
Keywords
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Publication details
- Journal
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- Open access
- Green open access
Cite this article
APA 7
Fan, Y., Lu, D., & Jia, X. (2026). ZeroDiff: Zero-Shot Time Series Reconstruction via Informed-Prior Diffusion. https://omanscience.com/en/articles/zerodiff-zero-shot-time-series-reconstruction-via-informed-prior-diffusion
MLA 9
Fan, Yingda, et al. "ZeroDiff: Zero-Shot Time Series Reconstruction via Informed-Prior Diffusion." https://omanscience.com/en/articles/zerodiff-zero-shot-time-series-reconstruction-via-informed-prior-diffusion.
Chicago (author–date)
Fan, Yingda, Dan Lu, and Xiaowei Jia. 2026. "ZeroDiff: Zero-Shot Time Series Reconstruction via Informed-Prior Diffusion." https://omanscience.com/en/articles/zerodiff-zero-shot-time-series-reconstruction-via-informed-prior-diffusion.
Harvard
Fan, Y., Lu, D. and Jia, X. (2026) 'ZeroDiff: Zero-Shot Time Series Reconstruction via Informed-Prior Diffusion', Available at: https://omanscience.com/en/articles/zerodiff-zero-shot-time-series-reconstruction-via-informed-prior-diffusion.
Vancouver
Fan Y, Lu D, Jia X. ZeroDiff: Zero-Shot Time Series Reconstruction via Informed-Prior Diffusion. https://omanscience.com/en/articles/zerodiff-zero-shot-time-series-reconstruction-via-informed-prior-diffusion
IEEE
Y. Fan, D. Lu, and X. Jia, "ZeroDiff: Zero-Shot Time Series Reconstruction via Informed-Prior Diffusion," https://omanscience.com/en/articles/zerodiff-zero-shot-time-series-reconstruction-via-informed-prior-diffusion.