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Add ICML 2026 TSDecompose benchmark release
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# synthetic_ts_bench/gabor.py
from __future__ import annotations
import numpy as np
from dataclasses import dataclass
from typing import Dict, List, Optional, Tuple
@dataclass
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
@dataclass
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)