// SPDX-License-Identifier: Apache-2.0 // Author: Lutar, Stephen P. | ORCID 0009-0001-0110-4173 | SZL Holdings // Module: agi-forecast — Brier ledger (in-memory ring buffer) // Doctrine V6 preflight: ✓ // --------------------------------------------------------------------------- // Brier score: B = (p - o)² where p = predicted probability, o ∈ {0,1} outcome // --------------------------------------------------------------------------- export interface BrierEntry { gaugeId: string; predicted: number; // probability outcome: 0 | 1; // realised binary outcome score: number; // Brier score = (predicted - outcome)² timestamp: string; } // --------------------------------------------------------------------------- // Ring buffer — fixed capacity, overwrites oldest when full // --------------------------------------------------------------------------- export class BrierLedger { private readonly buffer: BrierEntry[]; private head = 0; private count = 0; readonly capacity: number; constructor(capacity = 1000) { this.capacity = capacity; this.buffer = new Array(capacity); } /** Record a prediction + realised outcome. */ record(gaugeId: string, predicted: number, outcome: 0 | 1): BrierEntry { if (predicted < 0 || predicted > 1) { throw new RangeError(`predicted probability must be in [0,1], got ${predicted}`); } const score = Math.pow(predicted - outcome, 2); const entry: BrierEntry = { gaugeId, predicted, outcome, score, timestamp: new Date().toISOString(), }; this.buffer[this.head] = entry; this.head = (this.head + 1) % this.capacity; if (this.count < this.capacity) this.count++; return entry; } /** All entries (oldest → newest). */ entries(): BrierEntry[] { if (this.count < this.capacity) return this.buffer.slice(0, this.count) as BrierEntry[]; // Ring unwrap return [ ...this.buffer.slice(this.head), ...this.buffer.slice(0, this.head), ] as BrierEntry[]; } /** Mean Brier score across all entries. */ mean(): number { const all = this.entries(); if (all.length === 0) return 0; return all.reduce((s, e) => s + e.score, 0) / all.length; } /** Mean Brier score filtered to a specific gauge. */ meanForGauge(gaugeId: string): number | undefined { const filtered = this.entries().filter((e) => e.gaugeId === gaugeId); if (filtered.length === 0) return undefined; return filtered.reduce((s, e) => s + e.score, 0) / filtered.length; } /** Summary per gauge. */ summary(): Record { const out: Record = {}; for (const e of this.entries()) { if (!out[e.gaugeId]) out[e.gaugeId] = { count: 0, meanScore: 0 }; out[e.gaugeId]!.count++; out[e.gaugeId]!.meanScore += e.score; } for (const [k, v] of Object.entries(out)) { out[k]!.meanScore = v.meanScore / v.count; } return out; } get size(): number { return this.count; } } /** Shared default ledger instance. */ export const defaultLedger = new BrierLedger(1000);