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time-series
time-series-decomposition
benchmark
component-recovery
symbolic-regression
icml-2026
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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 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 | # synthetic_ts_bench/gabor.py
from __future__ import annotations
import numpy as np
from dataclasses import dataclass
from typing import Dict, List, Optional, Tuple
@dataclass
class GaborConfig:
fs: float = 1.0 # 采样频率
win_len: int = 256 # 窗长 L
hop: int = 64 # 帧移 a
n_fft: Optional[int] = None # FFT 点数(默认下一次幂 >= win_len)
window_type: str = "gaussian" # "gaussian" | "hann"
gaussian_sigma: Optional[float] = None # 高斯窗的 sigma;None 用 L/6 经验值
bands: Optional[List[Tuple[float,float]]] = None # [(f_low, f_high)] Hz,若 None 用默认三段:trend/seasonal/noise
ridge: bool = False # 是否启用简单 ridge 重构(优先 bands)
ridge_max_peaks: int = 2 # 每帧最多保留的峰(ridge 模式)
tight_frame: bool = True # 近似 tight:分析窗=合成窗
@dataclass
class DecompResult:
components: Dict[str, np.ndarray]
residual: np.ndarray
meta: Dict
def _make_window(L:int, wtype:str, sigma:Optional[float])->np.ndarray:
if wtype == "gaussian":
if sigma is None:
sigma = L/6.0
n = np.arange(L) - (L-1)/2
w = np.exp(-0.5*(n/sigma)**2)
return (w / np.sqrt((w**2).sum()))
elif wtype == "hann":
w = np.hanning(L)
return w / np.sqrt((w**2).sum())
else:
raise ValueError(f"Unsupported window_type={wtype}")
def _stft(x:np.ndarray, L:int, hop:int, n_fft:Optional[int], window:np.ndarray)->np.ndarray:
N = len(x)
if n_fft is None:
n_fft = 1<<(int(np.ceil(np.log2(L))))
n_frames = 1 + (N - L) // hop if N >= L else 1
n_bins = n_fft // 2 + 1
Z = np.empty((n_frames, n_bins), dtype=np.complex64)
for m in range(n_frames):
start = m*hop
seg = np.zeros(L, dtype=float)
if start+L <= N:
seg[:] = x[start:start+L]
else:
tail = N - start
if tail > 0:
seg[:tail] = x[start:]
segw = seg * window
Z[m,:] = np.fft.rfft(segw, n=n_fft)
return Z # shape: (M, K_r), 仅非负频
def _istft(Z:np.ndarray, L:int, hop:int, n_fft:int, window:np.ndarray, length:int)->np.ndarray:
# 逆变换重叠相加;Z 是 rfft 结果 (M, K_r)
M, K_r = Z.shape
x_rec = np.zeros(length + L, dtype=float)
win_acc = np.zeros(length + L, dtype=float)
for m in range(M):
frame = np.fft.irfft(Z[m,:], n=n_fft).real[:L]
start = m*hop
x_rec[start:start+L] += frame * window
win_acc[start:start+L] += window**2
# 归一化(避免重叠加窗导致能量偏移)
nz = win_acc > 1e-12
x_out = np.zeros_like(x_rec)
x_out[nz] = x_rec[nz] / win_acc[nz]
return x_out[:length]
def _hz_to_bin(f:float, fs:float, n_fft:int)->int:
return int(np.clip(round(f*n_fft/fs), 0, n_fft//2))
def _default_bands(fs:float)->List[Tuple[float,float]]:
# 经验三段:趋势(超低频)、主季节(低中频)、高频噪声
return [(0.0, 0.02*fs), (0.02*fs, 0.15*fs), (0.15*fs, 0.5*fs)]
def _apply_band_masks(Z:np.ndarray, fs:float, n_fft:int, bands:List[Tuple[float,float]])->List[np.ndarray]:
M, K_r = Z.shape
outs = []
for (f0, f1) in bands:
b0 = _hz_to_bin(max(0.0,f0), fs, n_fft)
b1 = _hz_to_bin(min(fs/2,f1), fs, n_fft)
mask = np.zeros_like(Z, dtype=np.float32)
mask[:, b0:b1+1] = 1.0
outs.append(Z * mask)
return outs
def _simple_ridge_mask(Z:np.ndarray, max_peaks:int)->np.ndarray:
# 非学习、贪心:每帧在幅度谱上保留若干峰值频点及其一阶邻域
M, K_r = Z.shape
A = np.abs(Z)
mask = np.zeros_like(Z, dtype=np.float32)
for m in range(M):
amp = A[m]
# 粗略峰:top-k
idx = np.argsort(amp)[-max_peaks:]
for k in idx:
mask[m, max(0,k-1):min(K_r, k+2)] = 1.0
return Z * mask
def gabor_decompose(
x: np.ndarray,
cfg: GaborConfig
) -> DecompResult:
x = np.asarray(x, dtype=float).ravel()
N = len(x)
L = cfg.win_len
hop = cfg.hop
n_fft = cfg.n_fft or (1<<(int(np.ceil(np.log2(L)))))
window = _make_window(L, cfg.window_type, cfg.gaussian_sigma)
Z = _stft(x, L, hop, n_fft, window) # (M, K_r)
fs = cfg.fs
components: Dict[str, np.ndarray] = {}
masks_meta = {}
if cfg.bands is None and not cfg.ridge:
bands = _default_bands(fs)
else:
bands = cfg.bands
if bands is not None:
band_Zs = _apply_band_masks(Z, fs, n_fft, bands)
names = ["Trend_LF", "Seasonal_MF", "Noise_HF"] if len(bands)==3 else [f"Band_{i}" for i in range(len(bands))]
for name, Zb in zip(names, band_Zs):
xr = _istft(Zb, L, hop, n_fft, window, N)
components[name] = xr
masks_meta["mode"] = "bands"
masks_meta["bands"] = bands
if cfg.ridge:
Zr = _simple_ridge_mask(Z, cfg.ridge_max_peaks)
xr = _istft(Zr, L, hop, n_fft, window, N)
components["Ridge_AMFM"] = xr
masks_meta["ridge_max_peaks"] = cfg.ridge_max_peaks
masks_meta["mode"] = "ridge" if bands is None else "bands+ridge"
# 残差 = 原信号 - 所有分量之和
if components:
s = np.zeros(N)
for v in components.values():
s += v
residual = x - s
else:
residual = x.copy()
meta = dict(
fs=fs, win_len=L, hop=hop, n_fft=n_fft, window_type=cfg.window_type,
gaussian_sigma=cfg.gaussian_sigma, tight_frame=cfg.tight_frame,
masks=masks_meta, stft_shape=Z.shape
)
return DecompResult(components=components, residual=residual, meta=meta)
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