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from __future__ import annotations
import hashlib
import json
import os
import platform
import subprocess
import sys
from pathlib import Path
from typing import Any, Dict, Iterable, List, Sequence, Tuple
import numpy as np
import pandas as pd
from .bench_config import (
BENCHMARK_VERSION,
CORE_METHODS,
DEFAULT_METHOD_CONFIGS,
SCENARIO_PERIODS,
SCENARIO_TIER,
get_suite,
normalize_periods,
resolve_methods,
select_primary_period,
)
from .metrics import r2_score, spectral_correlation
try: # pragma: no cover - optional accelerator
from numba import njit
except ImportError: # pragma: no cover - fallback
njit = None
from synthetic_ts_bench import generate_series, make_scenario
from synthetic_ts_bench.decomp_methods import decompose_series
LEADERBOARD_COLUMNS = [
"suite_version",
"suite",
"package_version",
"git_commit",
"scenario_id",
"scenario_tier",
"seed",
"draw_id",
"length",
"dt",
"method",
"status",
"error_type",
"error_message",
"scenario_periods_json",
"method_config_json",
"metric_T_r2",
"metric_T_dtw",
"metric_S_spectral_corr",
"metric_S_maxlag_corr",
"metric_S_r2",
]
PRIMARY_METRICS = [
"metric_T_r2",
"metric_T_dtw",
"metric_S_r2",
"metric_S_spectral_corr",
"metric_S_maxlag_corr",
]
def parse_seeds(seeds: str | Sequence[int]) -> List[int]:
if isinstance(seeds, str):
spec = seeds.strip()
if not spec:
return []
if ":" in spec:
parts = [p for p in spec.split(":") if p.strip()]
if len(parts) not in {2, 3}:
raise ValueError(f"Invalid seed range '{seeds}'. Use start:end[:step].")
start = int(parts[0])
end = int(parts[1])
step = int(parts[2]) if len(parts) == 3 else 1
return list(range(start, end, step))
return [int(val.strip()) for val in spec.split(",") if val.strip()]
return [int(val) for val in seeds]
def _hash_to_seed(text: str) -> int:
digest = hashlib.blake2b(text.encode("utf-8"), digest_size=8).digest()
return int.from_bytes(digest, "little") % (2**32 - 1)
def derive_sample_seed(base_seed: int, scenario_id: str, draw_id: int) -> int:
return _hash_to_seed(f"{base_seed}:{scenario_id}:{draw_id}")
def derive_method_seed(base_seed: int, scenario_id: str, draw_id: int, method: str) -> int:
return _hash_to_seed(f"{base_seed}:{scenario_id}:{draw_id}:{method}")
def _safe_json_dumps(payload: Any) -> str:
return json.dumps(payload, sort_keys=True, ensure_ascii=True, separators=(",", ":"))
def _truncate(text: str, limit: int = 200) -> str:
if text is None:
return ""
text = str(text)
if len(text) <= limit:
return text
return text[: limit - 3] + "..."
def _safe_corr(x: np.ndarray, y: np.ndarray) -> float:
x = np.asarray(x, dtype=float)
y = np.asarray(y, dtype=float)
if x.shape != y.shape or x.size == 0:
return float("nan")
x_c = x - x.mean()
y_c = y - y.mean()
vx = np.mean(x_c**2)
vy = np.mean(y_c**2)
if vx <= 1e-12 or vy <= 1e-12:
return float("nan")
return float(np.mean(x_c * y_c) / np.sqrt(vx * vy))
def _max_lag_corr(x: np.ndarray, y: np.ndarray, max_lag: int = 10) -> float:
x = np.asarray(x, dtype=float)
y = np.asarray(y, dtype=float)
if x.shape != y.shape or x.size < 3:
return float("nan")
best = -np.inf
for lag in range(-max_lag, max_lag + 1):
if lag == 0:
xc, yc = x, y
elif lag > 0:
xc, yc = x[lag:], y[:-lag]
else:
k = -lag
xc, yc = x[:-k], y[k:]
if xc.size < 3:
continue
val = _safe_corr(xc, yc)
if np.isfinite(val) and val > best:
best = val
return float(best if best != -np.inf else np.nan)
def _dtw_distance_numpy(x: np.ndarray, y: np.ndarray) -> float:
n = x.size
m = y.size
if n == 0 or m == 0:
return float("nan")
prev = np.full(m + 1, np.inf, dtype=float)
curr = np.full(m + 1, np.inf, dtype=float)
prev[0] = 0.0
for i in range(1, n + 1):
curr[0] = np.inf
xi = x[i - 1]
for j in range(1, m + 1):
cost = (xi - y[j - 1]) ** 2
curr[j] = cost + min(prev[j], curr[j - 1], prev[j - 1])
prev, curr = curr, prev
return float(np.sqrt(prev[m]))
if njit: # pragma: no cover - jit in tests is optional
@njit
def _dtw_distance_numba(x: np.ndarray, y: np.ndarray) -> float:
n = x.size
m = y.size
if n == 0 or m == 0:
return np.nan
prev = np.empty(m + 1, dtype=np.float64)
curr = np.empty(m + 1, dtype=np.float64)
for j in range(m + 1):
prev[j] = np.inf
curr[j] = np.inf
prev[0] = 0.0
for i in range(1, n + 1):
curr[0] = np.inf
xi = x[i - 1]
for j in range(1, m + 1):
cost = (xi - y[j - 1]) ** 2
a = prev[j]
b = curr[j - 1]
c = prev[j - 1]
if b < a:
a = b
if c < a:
a = c
curr[j] = cost + a
for j in range(m + 1):
prev[j] = curr[j]
return np.sqrt(prev[m])
def dtw_distance(x: np.ndarray, y: np.ndarray) -> float:
return float(_dtw_distance_numba(x, y))
else:
def dtw_distance(x: np.ndarray, y: np.ndarray) -> float:
return _dtw_distance_numpy(x, y)
def compute_leaderboard_metrics(
true_trend: np.ndarray,
est_trend: np.ndarray,
true_season: np.ndarray,
est_season: np.ndarray,
fs: float,
) -> Dict[str, float]:
metrics: Dict[str, float] = {
"metric_T_r2": float("nan"),
"metric_T_dtw": float("nan"),
"metric_S_spectral_corr": float("nan"),
"metric_S_maxlag_corr": float("nan"),
"metric_S_r2": float("nan"),
}
if true_trend.shape == est_trend.shape and true_trend.size > 0:
metrics["metric_T_r2"] = float(r2_score(true_trend, est_trend))
metrics["metric_T_dtw"] = float(dtw_distance(true_trend, est_trend))
if true_season.shape == est_season.shape and true_season.size > 0:
metrics["metric_S_r2"] = float(r2_score(true_season, est_season))
metrics["metric_S_spectral_corr"] = float(
spectral_correlation(true_season, est_season, fs=fs)
)
metrics["metric_S_maxlag_corr"] = float(_max_lag_corr(true_season, est_season))
return metrics
def build_method_config(
method: str,
scenario_periods: Sequence[int],
length: int,
) -> Tuple[Dict[str, Any], List[int]]:
base_cfg = dict(DEFAULT_METHOD_CONFIGS.get(method, {}))
periods = normalize_periods(scenario_periods, length)
primary = select_primary_period(periods)
if method in {"stl", "robuststl"}:
if primary is None:
raise ValueError(f"Method '{method}' requires a primary period.")
base_cfg["period"] = primary
elif method == "mstl":
if not periods:
raise ValueError("MSTL requires seasonal periods.")
base_cfg["periods"] = periods
elif method in {"ssa", "emd", "ceemdan", "vmd"}:
if primary is not None:
base_cfg["primary_period"] = primary
elif method == "ma_baseline":
if primary is not None:
base_cfg["season_period"] = primary
cfg = {k: v for k, v in base_cfg.items() if v is not None}
return cfg, periods
def _method_meta_from_periods(periods: Sequence[int]) -> Dict[str, Any]:
meta: Dict[str, Any] = {"cycles": [{"params": {"periods": list(periods)}}]}
primary = select_primary_period(periods)
if primary is not None:
meta["primary_period"] = primary
return meta
def _series_from_scenario(
scenario_id: str,
length: int,
dt: float,
seed: int,
) -> Dict[str, Any]:
cfg = make_scenario(scenario_id, length=length, random_seed=seed)
cfg.dt = dt
series = generate_series(cfg)
meta = series.get("meta", {})
meta["scenario_id"] = scenario_id
series["meta"] = meta
return series
def _package_version() -> str:
try:
from importlib import metadata
return metadata.version("tsdecomp")
except Exception:
pyproject = Path(__file__).resolve().parent.parent / "pyproject.toml"
if pyproject.exists():
for line in pyproject.read_text(encoding="utf-8").splitlines():
if line.strip().startswith("version"):
_, val = line.split("=", 1)
return val.strip().strip('"').strip("'")
return "0.0.0+local"
def _git_commit() -> str:
try:
out = subprocess.check_output(
["git", "rev-parse", "--short", "HEAD"],
stderr=subprocess.DEVNULL,
)
return out.decode("utf-8").strip()
except Exception:
return "unknown"
def _runtime_env() -> Dict[str, Any]:
return {
"python_version": sys.version.split()[0],
"platform": platform.platform(),
"executable": sys.executable,
"threads": {
"OMP_NUM_THREADS": os.environ.get("OMP_NUM_THREADS"),
"MKL_NUM_THREADS": os.environ.get("MKL_NUM_THREADS"),
"OPENBLAS_NUM_THREADS": os.environ.get("OPENBLAS_NUM_THREADS"),
},
}
def write_env_artifacts(out_dir: Path, package_version: str, git_commit: str) -> None:
env_dir = out_dir / "env"
env_dir.mkdir(parents=True, exist_ok=True)
(env_dir / "git_commit.txt").write_text(f"{git_commit}\n", encoding="utf-8")
(env_dir / "package_version.txt").write_text(
f"{package_version}\n", encoding="utf-8"
)
(env_dir / "runtime_env.json").write_text(
_safe_json_dumps(_runtime_env()), encoding="utf-8"
)
try:
out = subprocess.check_output(
[sys.executable, "-m", "pip", "freeze"],
stderr=subprocess.STDOUT,
)
(env_dir / "pip_freeze.txt").write_bytes(out)
except Exception as exc: # pragma: no cover - env-specific
(env_dir / "pip_freeze.txt").write_text(
f"pip freeze failed: {exc}\n", encoding="utf-8"
)
def validate_runbook(
suite: str,
methods: Sequence[str],
length: int,
dt: float,
) -> None:
if length <= 1:
raise ValueError("length must be > 1.")
if dt <= 0:
raise ValueError("dt must be > 0.")
scenarios = get_suite(suite)
if not scenarios:
raise ValueError(f"Suite '{suite}' has no scenarios.")
missing_periods = [s for s in scenarios if s not in SCENARIO_PERIODS]
if missing_periods:
raise ValueError(f"Missing SCENARIO_PERIODS for: {missing_periods}")
missing_tiers = [s for s in scenarios if s not in SCENARIO_TIER]
if missing_tiers:
raise ValueError(f"Missing SCENARIO_TIER for: {missing_tiers}")
for method in methods:
if method not in DEFAULT_METHOD_CONFIGS:
raise ValueError(f"Unknown method '{method}'.")
period_fields = {
"stl": "period",
"robuststl": "period",
"mstl": "periods",
"ma_baseline": "season_period",
}
for method, field in period_fields.items():
if method not in DEFAULT_METHOD_CONFIGS:
continue
val = DEFAULT_METHOD_CONFIGS[method].get(field)
if val is not None and val != []:
raise ValueError(
f"{method} config sets '{field}' directly; period injection must be dynamic."
)
def run_benchmark(
suite: str,
methods: Sequence[str],
seeds: Sequence[int],
n_samples: int,
length: int,
dt: float,
) -> pd.DataFrame:
scenarios = get_suite(suite)
package_version = _package_version()
git_commit = _git_commit()
fs = 1.0 / dt if dt else 1.0
records: List[Dict[str, Any]] = []
for seed in seeds:
for scenario_id in scenarios:
scenario_periods = SCENARIO_PERIODS.get(scenario_id, [])
tier = SCENARIO_TIER.get(scenario_id, 0)
for draw_id in range(n_samples):
sample_seed = derive_sample_seed(seed, scenario_id, draw_id)
series = _series_from_scenario(
scenario_id, length=length, dt=dt, seed=sample_seed
)
true_trend = np.asarray(series.get("trend", []), dtype=float)
true_season = np.asarray(series.get("season", []), dtype=float)
for method in methods:
method_seed = derive_method_seed(seed, scenario_id, draw_id, method)
np.random.seed(method_seed)
status = "ok"
error_type = ""
error_message = ""
metrics: Dict[str, Any] = {
"metric_T_r2": float("nan"),
"metric_T_dtw": float("nan"),
"metric_S_spectral_corr": float("nan"),
"metric_S_maxlag_corr": float("nan"),
"metric_S_r2": float("nan"),
}
method_cfg: Dict[str, Any] = {}
periods_used: List[int] = []
try:
method_cfg, periods_used = build_method_config(
method, scenario_periods, length
)
meta = _method_meta_from_periods(periods_used)
result = decompose_series(
np.asarray(series["y"], dtype=float),
method=method,
config=method_cfg,
fs=fs,
meta=meta,
)
metrics = compute_leaderboard_metrics(
true_trend,
np.asarray(result.trend, dtype=float),
true_season,
np.asarray(result.season, dtype=float),
fs=fs,
)
except Exception as exc:
status = "error"
error_type = exc.__class__.__name__
error_message = _truncate(str(exc))
record = {
"suite_version": BENCHMARK_VERSION,
"suite": suite,
"package_version": package_version,
"git_commit": git_commit,
"scenario_id": scenario_id,
"scenario_tier": tier,
"seed": int(seed),
"draw_id": int(draw_id),
"length": int(length),
"dt": float(dt),
"method": method,
"status": status,
"error_type": error_type,
"error_message": error_message,
"scenario_periods_json": _safe_json_dumps(periods_used),
"method_config_json": _safe_json_dumps(method_cfg),
}
record.update(metrics)
records.append(record)
df = pd.DataFrame.from_records(records)
if not df.empty:
df = df.sort_values(
["scenario_id", "seed", "draw_id", "method"], kind="mergesort"
).reset_index(drop=True)
return df
def export_leaderboard_csv(df: pd.DataFrame, path: Path) -> None:
path.parent.mkdir(parents=True, exist_ok=True)
out = df.copy()
for col in LEADERBOARD_COLUMNS:
if col not in out.columns:
out[col] = np.nan
out = out[LEADERBOARD_COLUMNS]
out.to_csv(path, index=False)
def aggregate_by_scenario(df: pd.DataFrame) -> pd.DataFrame:
if df.empty:
return df
metrics = [c for c in df.columns if c.startswith("metric_")]
df = df.copy()
df["is_ok"] = df["status"] == "ok"
group_cols = ["scenario_id", "method"]
summary = df.groupby(group_cols)[metrics].mean().reset_index()
std = df.groupby(group_cols)[metrics].std().reset_index()
coverage = df.groupby(group_cols)["is_ok"].mean().reset_index(name="coverage")
summary = summary.merge(std, on=group_cols, suffixes=("_mean", "_std"))
summary = summary.merge(coverage, on=group_cols)
summary["scenario_tier"] = summary["scenario_id"].map(SCENARIO_TIER)
return summary
def aggregate_by_tier(scenario_summary: pd.DataFrame) -> pd.DataFrame:
if scenario_summary.empty:
return scenario_summary
metric_mean_cols = [c for c in scenario_summary.columns if c.endswith("_mean")]
metric_std_cols = [c for c in scenario_summary.columns if c.endswith("_std")]
group_cols = ["scenario_tier", "method"]
means = (
scenario_summary.groupby(group_cols)[metric_mean_cols]
.mean()
.reset_index()
)
stds = (
scenario_summary.groupby(group_cols)[metric_mean_cols]
.std()
.reset_index()
)
stds = stds.rename(
columns={col: col.replace("_mean", "_std") for col in metric_mean_cols}
)
coverage = (
scenario_summary.groupby(group_cols)["coverage"]
.mean()
.reset_index()
)
merged = means.merge(stds, on=group_cols).merge(coverage, on=group_cols)
return merged
def aggregate_overall(tier_summary: pd.DataFrame) -> pd.DataFrame:
if tier_summary.empty:
return tier_summary
metric_cols = [c for c in tier_summary.columns if c.endswith("_mean")]
group_cols = ["method"]
means = tier_summary.groupby(group_cols)[metric_cols].mean().reset_index()
coverage = tier_summary.groupby(group_cols)["coverage"].mean().reset_index()
merged = means.merge(coverage, on=group_cols)
return merged
def plot_heatmaps(
scenario_summary: pd.DataFrame,
out_dir: Path,
) -> None:
if scenario_summary.empty:
return
import matplotlib.pyplot as plt
out_dir.mkdir(parents=True, exist_ok=True)
metrics = [
("metric_T_r2_mean", "heatmap_T_r2.png", "Trend R2 (higher is better)"),
("metric_T_dtw_mean", "heatmap_T_dtw.png", "Trend DTW (lower is better)"),
("metric_S_r2_mean", "heatmap_S_r2.png", "Seasonal R2 (higher is better)"),
(
"metric_S_spectral_corr_mean",
"heatmap_S_spectral.png",
"Seasonal spectral corr",
),
(
"metric_S_maxlag_corr_mean",
"heatmap_S_maxlag.png",
"Seasonal max-lag corr",
),
]
for metric, filename, title in metrics:
if metric not in scenario_summary.columns:
continue
pivot = scenario_summary.pivot_table(
index="scenario_id", columns="method", values=metric
)
data = pivot.values.astype(float)
fig, ax = plt.subplots(
figsize=(max(6, data.shape[1] * 0.8), max(4, data.shape[0] * 0.6))
)
im = ax.imshow(data, aspect="auto", interpolation="nearest")
ax.set_xticks(np.arange(pivot.shape[1]))
ax.set_xticklabels(pivot.columns, rotation=45, ha="right")
ax.set_yticks(np.arange(pivot.shape[0]))
ax.set_yticklabels(pivot.index)
ax.set_title(title)
fig.colorbar(im, ax=ax, shrink=0.8)
fig.tight_layout()
fig.savefig(out_dir / filename, dpi=150)
plt.close(fig)
def run_leaderboard(
suite: str = "core",
methods: str | Sequence[str] = "core",
seeds: str | Sequence[int] = "0",
n_samples: int = 50,
length: int = 512,
dt: float = 1.0,
out_dir: str | Path = "artifacts/tscomp_v1_core",
export_format: str = "leaderboard_csv",
aggregate: bool = False,
plots: bool = False,
) -> pd.DataFrame:
method_list = resolve_methods(methods)
seed_list = parse_seeds(seeds)
validate_runbook(suite, method_list, length, dt)
out_root = Path(out_dir)
raw_dir = out_root / "raw"
summary_dir = out_root / "summary"
figures_dir = out_root / "figures"
logs_dir = out_root / "logs"
logs_dir.mkdir(parents=True, exist_ok=True)
df = run_benchmark(
suite=suite,
methods=method_list,
seeds=seed_list,
n_samples=n_samples,
length=length,
dt=dt,
)
package_version = _package_version()
git_commit = _git_commit()
write_env_artifacts(out_root, package_version, git_commit)
if export_format == "leaderboard_csv":
raw_name = f"leaderboard_{suite}_official_raw.csv"
raw_path = raw_dir / raw_name
export_leaderboard_csv(df, raw_path)
export_leaderboard_csv(df, out_root / "leaderboard.csv")
if aggregate:
summary_dir.mkdir(parents=True, exist_ok=True)
scenario_summary = aggregate_by_scenario(df)
scenario_summary.to_csv(
summary_dir / f"{suite}_by_scenario.csv", index=False
)
tier_summary = aggregate_by_tier(scenario_summary)
tier_summary.to_csv(summary_dir / f"{suite}_by_tier.csv", index=False)
overall = aggregate_overall(tier_summary)
overall.to_csv(summary_dir / f"{suite}_overall.csv", index=False)
if plots:
figures_dir.mkdir(parents=True, exist_ok=True)
plot_heatmaps(scenario_summary, figures_dir)
elif plots:
scenario_summary = aggregate_by_scenario(df)
figures_dir.mkdir(parents=True, exist_ok=True)
plot_heatmaps(scenario_summary, figures_dir)
if not df.empty:
errors = df[df["status"] == "error"]
if not errors.empty:
error_path = logs_dir / "errors.jsonl"
with error_path.open("w", encoding="utf-8") as f:
for _, row in errors.iterrows():
payload = {
"scenario_id": row["scenario_id"],
"method": row["method"],
"seed": int(row["seed"]),
"draw_id": int(row["draw_id"]),
"error_type": row["error_type"],
"error_message": row["error_message"],
}
f.write(_safe_json_dumps(payload) + "\n")
log_path = logs_dir / "run.log"
total_rows = int(df.shape[0]) if not df.empty else 0
error_rows = int((df["status"] == "error").sum()) if not df.empty else 0
log_lines = [
f"suite={suite}",
f"methods={','.join(method_list)}",
f"seeds={','.join(str(s) for s in seed_list)}",
f"n_samples={n_samples}",
f"length={length}",
f"dt={dt}",
f"rows={total_rows}",
f"errors={error_rows}",
]
log_path.write_text("\n".join(log_lines) + "\n", encoding="utf-8")
return df
def merge_results(
input_dirs: Sequence[str | Path],
out_dir: str | Path,
export_format: str = "leaderboard_csv",
aggregate: bool = True,
plots: bool = True,
) -> pd.DataFrame:
"""Merge leaderboard results from multiple run directories."""
dfs = []
for d in input_dirs:
path = Path(d)
# Try raw first, then root leaderboard.csv
raw_csv = path / "raw" / f"leaderboard_csv_official_raw.csv" # heuristic pattern
# Actually standard name is leaderboard_{suite}_official_raw.csv or just leaderboard.csv
# Let's search for *raw.csv in raw/ or leaderboard.csv in root
candidates = list((path / "raw").glob("*_raw.csv"))
if not candidates:
candidates = [path / "leaderboard.csv"]
found = False
for c in candidates:
if c.exists():
try:
df_part = pd.read_csv(c)
dfs.append(df_part)
found = True
break
except Exception:
pass
if not found:
print(f"Warning: No valid leaderboard csv found in {d}")
if not dfs:
raise ValueError("No results found to merge.")
df = pd.concat(dfs, ignore_index=True)
# Deduplicate if overlapping seeds/methods
subset_cols = ["scenario_id", "seed", "draw_id", "method"]
df = df.drop_duplicates(subset=subset_cols, keep="last")
out_root = Path(out_dir)
raw_dir = out_root / "raw"
summary_dir = out_root / "summary"
figures_dir = out_root / "figures"
logs_dir = out_root / "logs"
raw_dir.mkdir(parents=True, exist_ok=True)
summary_dir.mkdir(parents=True, exist_ok=True)
figures_dir.mkdir(parents=True, exist_ok=True)
logs_dir.mkdir(parents=True, exist_ok=True)
if export_format == "leaderboard_csv":
export_leaderboard_csv(df, out_root / "leaderboard.csv")
# Try to infer suite from first record or default to 'merged'
suite = df["suite"].iloc[0] if "suite" in df.columns else "core"
export_leaderboard_csv(df, raw_dir / f"leaderboard_{suite}_merged_raw.csv")
if aggregate:
suite = df["suite"].iloc[0] if "suite" in df.columns else "core"
scenario_summary = aggregate_by_scenario(df)
scenario_summary.to_csv(
summary_dir / f"{suite}_by_scenario.csv", index=False
)
tier_summary = aggregate_by_tier(scenario_summary)
tier_summary.to_csv(summary_dir / f"{suite}_by_tier.csv", index=False)
overall = aggregate_overall(tier_summary)
overall.to_csv(summary_dir / f"{suite}_overall.csv", index=False)
if plots:
plot_heatmaps(scenario_summary, figures_dir)
return df
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