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Tags:
time-series
time-series-decomposition
benchmark
component-recovery
symbolic-regression
icml-2026
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File size: 2,756 Bytes
17b7ba4 | 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 | """Legacy SOTA-method wrappers used by synthetic_ts_bench.
The original synthetic benchmark imported these helpers from a top-level
``decomp_methods`` package. The Hugging Face source snapshot keeps that import
path as a shim and delegates to the bundled ``tsdecomp`` implementations.
"""
from __future__ import annotations
from typing import Any, Dict, Tuple
import numpy as np
from tsdecomp.core import DecompResult
from tsdecomp.methods.ceemdan import ceemdan_decompose
from tsdecomp.methods.stl import mstl_decompose, robuststl_decompose
from tsdecomp.methods.vmd import vmd_decompose
def _params(fs: float, config: Dict[str, Any], meta: Dict[str, Any]) -> Dict[str, Any]:
params = dict(config or {})
params.setdefault("fs", fs)
for key in ("period", "periods", "primary_period"):
if key in meta and key not in params:
params[key] = meta[key]
if "primary_period" not in params and "period" in params:
params["primary_period"] = params["period"]
return params
def _as_legacy_tuple(result: DecompResult) -> Tuple[np.ndarray, np.ndarray, np.ndarray, Dict[str, Any]]:
extra = dict(result.meta or {})
if result.components:
extra.setdefault("components", result.components)
return (
np.asarray(result.trend, dtype=float),
np.asarray(result.season, dtype=float),
np.asarray(result.residual, dtype=float),
extra,
)
def decompose_mstl_components(
y: np.ndarray,
fs: float,
config: Dict[str, Any],
meta: Dict[str, Any],
) -> Tuple[np.ndarray, np.ndarray, np.ndarray, Dict[str, Any]]:
params = _params(fs, config, meta)
if "periods" not in params and "period" in params:
params["periods"] = [params["period"]]
return _as_legacy_tuple(mstl_decompose(np.asarray(y, dtype=float), params))
def decompose_robuststl_components(
y: np.ndarray,
fs: float,
config: Dict[str, Any],
meta: Dict[str, Any],
) -> Tuple[np.ndarray, np.ndarray, np.ndarray, Dict[str, Any]]:
params = _params(fs, config, meta)
return _as_legacy_tuple(robuststl_decompose(np.asarray(y, dtype=float), params))
def decompose_ceemdan_components(
y: np.ndarray,
fs: float,
config: Dict[str, Any],
meta: Dict[str, Any],
) -> Tuple[np.ndarray, np.ndarray, np.ndarray, Dict[str, Any]]:
params = _params(fs, config, meta)
return _as_legacy_tuple(ceemdan_decompose(np.asarray(y, dtype=float), params))
def decompose_vmd_components(
y: np.ndarray,
fs: float,
config: Dict[str, Any],
meta: Dict[str, Any],
) -> Tuple[np.ndarray, np.ndarray, np.ndarray, Dict[str, Any]]:
params = _params(fs, config, meta)
return _as_legacy_tuple(vmd_decompose(np.asarray(y, dtype=float), params))
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