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json
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English
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Tags:
time-series
time-series-decomposition
benchmark
component-recovery
symbolic-regression
icml-2026
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File size: 1,338 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 | from __future__ import annotations
from dataclasses import dataclass, field
from typing import Any, Dict, List, Literal, Optional, Union
import numpy as np
from pydantic import BaseModel, ConfigDict, Field
@dataclass
class DecompResult:
"""
Unified container for time-series decomposition results.
"""
trend: np.ndarray
season: np.ndarray
residual: np.ndarray
components: Dict[str, np.ndarray] = field(default_factory=dict)
meta: Dict[str, Any] = field(default_factory=dict)
def __post_init__(self):
# Ensure basic consistency if components are provided but trend/season are not explicitly set?
# For now, we assume the creator of DecompResult populates everything correctly.
pass
class DecompositionConfig(BaseModel):
"""
Configuration for a decomposition method.
"""
method: str
params: Dict[str, Any] = Field(default_factory=dict)
return_components: Optional[List[str]] = None
backend: Literal["auto", "native", "python", "gpu"] = "auto"
speed_mode: Literal["exact", "fast"] = "exact"
profile: bool = False
device: Optional[str] = "cpu"
n_jobs: int = 1
seed: Optional[int] = 42
channel_names: Optional[List[str]] = None
model_config = ConfigDict(arbitrary_types_allowed=True)
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