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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: 1,718 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 | import numpy as np
from typing import Dict, Any, List, Optional, Union
from dataclasses import dataclass
from ..core import DecompResult
from ..registry import MethodRegistry
@dataclass
class STDBasisCache:
"""
Cache for STD bases.
"""
bases: Dict[str, np.ndarray] # key -> basis matrix (L, K) or similar
def fit(self, X_windows: np.ndarray):
# Placeholder: fit bases from windows
pass
def project(self, window: np.ndarray) -> np.ndarray:
# Placeholder: project window onto basis
return window
def save(self, path: str):
np.savez(path, **self.bases)
@staticmethod
def load(path: str) -> "STDBasisCache":
data = np.load(path)
return STDBasisCache(bases={k: data[k] for k in data.files})
@MethodRegistry.register("STD_MULTI")
def std_multi_decompose(
y: np.ndarray,
params: Dict[str, Any],
) -> DecompResult:
"""
Experimental placeholder for user-provided STD decomposition.
The previous implementation silently fell back to SSA or returned a mock
decomposition, which makes benchmark participation invalid. Fail closed so
callers cannot mistake this for a supported baseline.
"""
cfg = dict(params or {})
raise NotImplementedError(
"STD_MULTI is an experimental placeholder and is excluded from confirmatory "
"benchmarking until a real implementation is provided. "
f"Received params={cfg!r}"
)
@MethodRegistry.register("STD_FULL_ABLATION")
def std_full_ablation_decompose(
y: np.ndarray,
params: Dict[str, Any],
) -> DecompResult:
return std_multi_decompose(y, {**params, "mode": "STD_FULL_ABLATION"})
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