Datasets:
Formats:
json
Languages:
English
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< 1K
Tags:
time-series
time-series-decomposition
benchmark
component-recovery
symbolic-regression
icml-2026
License:
| # synthetic_ts_bench/gabor.py | |
| from __future__ import annotations | |
| import numpy as np | |
| from dataclasses import dataclass | |
| from typing import Dict, List, Optional, Tuple | |
| 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 | |
| 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) | |