Datasets:
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json
Languages:
English
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< 1K
Tags:
time-series
time-series-decomposition
benchmark
component-recovery
symbolic-regression
icml-2026
License:
| """Plotting helpers for comparing decomposition methods.""" | |
| from __future__ import annotations | |
| import math | |
| from pathlib import Path | |
| from typing import Any, Dict, Iterable, List, Optional, Sequence | |
| import matplotlib.pyplot as plt | |
| import numpy as np | |
| from .decomp_methods import ( | |
| DecompConfig, | |
| DecompMethodName, | |
| DecompResult, | |
| decompose_series, | |
| ) | |
| METHOD_COLORS: Dict[str, str] = { | |
| "stl": "tab:blue", | |
| "mstl": "tab:orange", | |
| "robuststl": "tab:red", | |
| "ssa": "tab:green", | |
| "std": "tab:olive", | |
| "emd": "tab:purple", | |
| "ceemdan": "tab:brown", | |
| "vmd": "tab:pink", | |
| "wavelet": "tab:cyan", | |
| "ma_baseline": "tab:gray", | |
| } | |
| def _method_color(method: str) -> str: | |
| return METHOD_COLORS.get(method.lower(), "tab:gray") | |
| def _chunk_list(values: Sequence[str], size: int) -> Iterable[List[str]]: | |
| size = max(1, size) | |
| for i in range(0, len(values), size): | |
| yield list(values[i : i + size]) | |
| def _component_ylim(arrays: List[np.ndarray]) -> Optional[tuple[float, float]]: | |
| filtered = [np.asarray(arr, dtype=float).ravel() for arr in arrays if arr is not None and np.asarray(arr).size] | |
| if not filtered: | |
| return None | |
| data = np.concatenate(filtered) | |
| lo, hi = float(np.min(data)), float(np.max(data)) | |
| pad = 0.05 * (hi - lo) if hi > lo else 1.0 | |
| return lo - pad, hi + pad | |
| def compare_decompositions_on_series( | |
| y: np.ndarray, | |
| methods: List[Dict[str, Any]], | |
| title: str = "", | |
| fs: float = 1.0, | |
| meta: Optional[Dict[str, Any]] = None, | |
| ) -> plt.Figure: | |
| """ | |
| Plot a side-by-side comparison of multiple decompositions on the same series. | |
| """ | |
| series = np.asarray(y, dtype=float).reshape(-1) | |
| if not methods: | |
| raise ValueError("Provide at least one method to compare.") | |
| results: List[Dict[str, Any]] = [] | |
| for entry in methods: | |
| name = entry.get("name") | |
| if name is None: | |
| raise ValueError("Each method entry must include a 'name' key.") | |
| config = entry.get("config") | |
| label = entry.get("label", name) | |
| res = decompose_series(series, method=name, config=config, fs=fs, meta=meta) | |
| results.append({"label": label, "result": res}) | |
| fig, axes = plt.subplots(4, 1, sharex=True, figsize=(10, 8)) | |
| axes[0].plot(series, color="black", label="observed") | |
| axes[0].set_title("Observed series") | |
| axes[0].legend(loc="upper right") | |
| axes[1].set_title("Trend components") | |
| axes[2].set_title("Seasonal components") | |
| axes[3].set_title("Residual components") | |
| for item in results: | |
| label = item["label"] | |
| res: DecompResult = item["result"] | |
| axes[1].plot(res.trend, label=label) | |
| axes[2].plot(res.season, label=label) | |
| axes[3].plot(res.residual, label=label) | |
| for ax in axes[1:]: | |
| ax.legend(loc="upper right") | |
| if title: | |
| fig.suptitle(title) | |
| axes[-1].set_xlabel("Time index") | |
| plt.tight_layout() | |
| return fig | |
| def plot_decomposition_overlays_paginated( | |
| scenario_name: str, | |
| observed: np.ndarray, | |
| true_components: Dict[str, np.ndarray], | |
| components_by_method: Dict[str, Dict[str, np.ndarray]], | |
| output_dir: str | Path, | |
| methods: Optional[List[str]] = None, | |
| max_methods_per_figure: int = 4, | |
| ) -> List[Path]: | |
| """ | |
| Create paginated overlay plots (observed + T/S/R) for a subset of methods. | |
| """ | |
| output_dir = Path(output_dir) | |
| output_dir.mkdir(parents=True, exist_ok=True) | |
| methods = methods or sorted(components_by_method.keys()) | |
| saved_paths: List[Path] = [] | |
| slug = scenario_name.replace(" ", "_") | |
| for page_idx, chunk in enumerate(_chunk_list(methods, max_methods_per_figure), start=1): | |
| fig, axes = plt.subplots(4, 1, sharex=True, figsize=(11, 8)) | |
| axes[0].plot(observed, color="black", label="observed") | |
| axes[0].set_title("Observed series") | |
| axes[0].legend(loc="upper right") | |
| components = ["trend", "seasonal", "residual"] | |
| titles = ["Trend components", "Seasonal components", "Residual components"] | |
| for ax, comp, title in zip(axes[1:], components, titles): | |
| ax.set_title(title) | |
| true_comp = true_components.get(comp) | |
| if true_comp is not None: | |
| ax.plot(true_comp, color="black", linewidth=1.6, label="true") | |
| for method in chunk: | |
| result = components_by_method.get(method) | |
| if not result: | |
| continue | |
| color = _method_color(method) | |
| for ax, comp in zip(axes[1:], components): | |
| comp_data = result.get(comp) | |
| if comp_data is not None: | |
| ax.plot(comp_data, color=color, linewidth=1.0, alpha=0.9, label=method) | |
| axes[1].legend(loc="upper right", ncol=1, fontsize="small") | |
| axes[-1].set_xlabel("Time index") | |
| fig.suptitle(f"Scenario: {scenario_name} – Methods {', '.join(chunk)}", fontsize=14) | |
| fig.tight_layout(rect=[0, 0, 1, 0.97]) | |
| out_path = output_dir / f"decomp_overlay_{slug}_page{page_idx}.png" | |
| fig.savefig(out_path, dpi=150) | |
| plt.close(fig) | |
| saved_paths.append(out_path) | |
| return saved_paths | |
| def plot_decomposition_facets( | |
| scenario_name: str, | |
| observed: np.ndarray, | |
| true_components: Dict[str, np.ndarray], | |
| components_by_method: Dict[str, Dict[str, np.ndarray]], | |
| output_dir: str | Path, | |
| methods: Optional[List[str]] = None, | |
| max_methods_per_page: int = 4, | |
| ) -> List[Path]: | |
| """ | |
| Create per-method facet plots (observed row + method-specific T/S/R rows). | |
| """ | |
| output_dir = Path(output_dir) | |
| output_dir.mkdir(parents=True, exist_ok=True) | |
| methods = methods or sorted(components_by_method.keys()) | |
| saved_paths: List[Path] = [] | |
| slug = scenario_name.replace(" ", "_") | |
| for page_idx, chunk in enumerate(_chunk_list(methods, max_methods_per_page), start=1): | |
| n_methods = len(chunk) | |
| n_rows = 1 + 3 * n_methods | |
| fig, axes = plt.subplots(n_rows, 1, sharex=True, figsize=(12, 3 + 2.4 * n_methods)) | |
| axes[0].plot(observed, color="black") | |
| axes[0].set_title("Observed series") | |
| trend_arrays = [components_by_method[m].get("trend") for m in chunk if m in components_by_method] | |
| season_arrays = [components_by_method[m].get("seasonal") for m in chunk if m in components_by_method] | |
| resid_arrays = [components_by_method[m].get("residual") for m in chunk if m in components_by_method] | |
| trend_ylim = _component_ylim([true_components.get("trend")] + trend_arrays) | |
| season_ylim = _component_ylim([true_components.get("seasonal")] + season_arrays) | |
| resid_ylim = _component_ylim([true_components.get("residual")] + resid_arrays) | |
| for idx, method in enumerate(chunk): | |
| base_idx = 1 + idx * 3 | |
| result = components_by_method.get(method) | |
| if not result: | |
| continue | |
| color = _method_color(method) | |
| # Trend | |
| ax_trend = axes[base_idx] | |
| if true_components.get("trend") is not None: | |
| ax_trend.plot(true_components["trend"], color="black", linewidth=1.5, label="true") | |
| ax_trend.plot(result.get("trend"), color=color, label=method) | |
| ax_trend.set_ylabel(method) | |
| ax_trend.set_title(f"Trend – {method}") | |
| if trend_ylim: | |
| ax_trend.set_ylim(trend_ylim) | |
| # Seasonal | |
| ax_season = axes[base_idx + 1] | |
| if true_components.get("seasonal") is not None: | |
| ax_season.plot(true_components["seasonal"], color="black", linewidth=1.5) | |
| ax_season.plot(result.get("seasonal"), color=color) | |
| ax_season.set_title(f"Seasonal – {method}") | |
| if season_ylim: | |
| ax_season.set_ylim(season_ylim) | |
| # Residual | |
| ax_resid = axes[base_idx + 2] | |
| if true_components.get("residual") is not None: | |
| ax_resid.plot(true_components["residual"], color="black", linewidth=1.2) | |
| ax_resid.plot(result.get("residual"), color=color) | |
| ax_resid.set_title(f"Residual – {method}") | |
| if resid_ylim: | |
| ax_resid.set_ylim(resid_ylim) | |
| axes[-1].set_xlabel("Time index") | |
| fig.suptitle(f"Scenario: {scenario_name} – methods {', '.join(chunk)}", fontsize=14) | |
| fig.tight_layout(rect=[0, 0, 1, 0.97]) | |
| out_path = output_dir / f"decomp_facets_{slug}_page{page_idx}.png" | |
| fig.savefig(out_path, dpi=150) | |
| plt.close(fig) | |
| saved_paths.append(out_path) | |
| return saved_paths | |
| def plot_component_error_timeseries( | |
| scenario_name: str, | |
| true_components: Dict[str, np.ndarray], | |
| components_by_method: Dict[str, Dict[str, np.ndarray]], | |
| output_dir: str | Path, | |
| component: str = "trend", | |
| methods_to_show: Optional[List[str]] = None, | |
| ) -> Path: | |
| """ | |
| Plot absolute error over time for a given component across methods. | |
| """ | |
| output_dir = Path(output_dir) | |
| output_dir.mkdir(parents=True, exist_ok=True) | |
| methods = methods_to_show or sorted(components_by_method.keys()) | |
| true_array = true_components.get(component) | |
| if true_array is None: | |
| raise ValueError(f"No ground-truth component '{component}' available.") | |
| true_series = np.asarray(true_array, dtype=float).reshape(-1) | |
| fig, ax = plt.subplots(figsize=(12, 4)) | |
| for method in methods: | |
| result = components_by_method.get(method) | |
| if not result or component not in result: | |
| continue | |
| est = np.asarray(result[component], dtype=float).reshape(-1) | |
| length = min(len(est), len(true_series)) | |
| if length == 0: | |
| continue | |
| abs_err = np.abs(est[:length] - true_series[:length]) | |
| ax.plot(abs_err, label=method, color=_method_color(method)) | |
| ax.set_title(f"{scenario_name} – {component} absolute error over time") | |
| ax.set_xlabel("Time index") | |
| ax.set_ylabel("|estimate - true|") | |
| ax.legend(loc="upper right", ncol=2, fontsize="small") | |
| fig.tight_layout() | |
| out_path = output_dir / f"error_timeseries_{component}_{scenario_name.replace(' ', '_')}.png" | |
| fig.savefig(out_path, dpi=150) | |
| plt.close(fig) | |
| return out_path | |
| def plot_component_error_heatmap( | |
| scenario_name: str, | |
| true_components: Dict[str, np.ndarray], | |
| components_by_method: Dict[str, Dict[str, np.ndarray]], | |
| output_dir: str | Path, | |
| component: str = "trend", | |
| methods_to_show: Optional[List[str]] = None, | |
| ) -> Path: | |
| """ | |
| Plot heatmap of absolute errors over time for multiple methods. | |
| """ | |
| output_dir = Path(output_dir) | |
| output_dir.mkdir(parents=True, exist_ok=True) | |
| methods = methods_to_show or sorted(components_by_method.keys()) | |
| true_array = true_components.get(component) | |
| if true_array is None: | |
| raise ValueError(f"No ground-truth component '{component}' available.") | |
| true_series = np.asarray(true_array, dtype=float).reshape(-1) | |
| error_matrix = [] | |
| valid_methods = [] | |
| for method in methods: | |
| result = components_by_method.get(method) | |
| if not result or component not in result: | |
| continue | |
| est = np.asarray(result[component], dtype=float).reshape(-1) | |
| length = min(len(est), len(true_series)) | |
| if length == 0: | |
| continue | |
| abs_err = np.abs(est[:length] - true_series[:length]) | |
| error_matrix.append(abs_err) | |
| valid_methods.append(method) | |
| if not error_matrix: | |
| raise ValueError("No valid error series to plot.") | |
| data = np.vstack(error_matrix) | |
| fig, ax = plt.subplots(figsize=(12, 0.5 * len(valid_methods) + 2)) | |
| im = ax.imshow(data, aspect="auto", interpolation="nearest", cmap="viridis") | |
| ax.set_title(f"{scenario_name} – {component} absolute error heatmap") | |
| ax.set_xlabel("Time index") | |
| ax.set_yticks(range(len(valid_methods))) | |
| ax.set_yticklabels(valid_methods) | |
| fig.colorbar(im, ax=ax, shrink=0.75, label="abs error") | |
| fig.tight_layout() | |
| out_path = output_dir / f"error_heatmap_{component}_{scenario_name.replace(' ', '_')}.png" | |
| fig.savefig(out_path, dpi=150) | |
| plt.close(fig) | |
| return out_path | |