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"""Scenario presets and dataset utilities for synthetic_ts_bench."""
from __future__ import annotations
import json
from pathlib import Path
from typing import Any, Callable, Dict, List, Optional
import numpy as np
from .generator import SeriesConfig, generate_series
SCENARIO_REGISTRY: Dict[str, Callable[[int, Optional[int]], SeriesConfig]] = {}
def register_scenario(name: str) -> Callable[[Callable[[int, Optional[int]], SeriesConfig]], Callable[[int, Optional[int]], SeriesConfig]]:
"""
Decorator to register a scenario factory under a given name.
"""
def decorator(
fn: Callable[[int, Optional[int]], SeriesConfig]
) -> Callable[[int, Optional[int]], SeriesConfig]:
SCENARIO_REGISTRY[name] = fn
return fn
return decorator
def make_scenario(
name: str,
length: int = 512,
random_seed: Optional[int] = None,
) -> SeriesConfig:
"""
Create a SeriesConfig for a named scenario.
"""
if name not in SCENARIO_REGISTRY:
raise ValueError(
f"Unknown scenario name: {name}. "
f"Available: {sorted(SCENARIO_REGISTRY.keys())}"
)
return SCENARIO_REGISTRY[name](length, random_seed)
def list_scenarios() -> List[str]:
"""Return a sorted list of available scenario names."""
return sorted(SCENARIO_REGISTRY.keys())
@register_scenario("trend_only_linear")
def trend_only_linear(
length: int = 512,
random_seed: Optional[int] = None,
) -> SeriesConfig:
return SeriesConfig(
length=length,
trend_type="linear",
cycle_types=[],
cycle_params_list=[],
noise_type="white",
noise_params={"sigma": 0.1},
event_type="none",
snr_level="high",
random_seed=random_seed,
)
@register_scenario("trend_plus_single_sine")
def trend_plus_single_sine(
length: int = 512,
random_seed: Optional[int] = None,
) -> SeriesConfig:
return SeriesConfig(
length=length,
trend_type="poly",
trend_params={"degree": 2},
cycle_types=["single_sine"],
cycle_params_list=[{"period": 50, "amplitude": 1.0}],
noise_type="white",
noise_params={"sigma": 0.3},
event_type="none",
snr_level="medium",
random_seed=random_seed,
)
@register_scenario("poly_trend_plus_multi_seasonal")
def poly_trend_plus_multi_seasonal(
length: int = 512,
random_seed: Optional[int] = None,
) -> SeriesConfig:
return SeriesConfig(
length=length,
trend_type="poly",
trend_params={"degree": 3},
cycle_types=["multi_seasonal"],
cycle_params_list=[
{
"periods": [24, 64],
"amplitudes": [0.8, 0.4],
}
],
noise_type="arma",
noise_params={"phi": 0.4, "theta": 0.3, "sigma": 0.2},
event_type="level_shift",
event_params={"num_shifts": 1, "shift_magnitude": 0.8},
snr_level="medium",
random_seed=random_seed,
)
@register_scenario("regime_cycle_piecewise_trend_bursty")
def regime_cycle_piecewise_trend_bursty(
length: int = 512,
random_seed: Optional[int] = None,
) -> SeriesConfig:
return SeriesConfig(
length=length,
trend_type="piecewise",
cycle_types=["regime_cycle"],
cycle_params_list=[{}],
noise_type="bursty",
noise_params={"sigma": 0.2, "burst_sigma": 1.0},
event_type="mixed",
event_params={"num_spikes": max(1, length // 60)},
snr_level="low",
random_seed=random_seed,
)
@register_scenario("rw_trend_freq_drifting_cycle_low_snr")
def rw_trend_freq_drifting_cycle_low_snr(
length: int = 512,
random_seed: Optional[int] = None,
) -> SeriesConfig:
return SeriesConfig(
length=length,
trend_type="rw_smooth",
cycle_types=["freq_drifting"],
cycle_params_list=[{"period0": 40, "delta": 20}],
noise_type="garch_like",
noise_params={"omega": 0.05, "alpha": 0.2, "beta": 0.6},
event_type="spikes",
event_params={"num_spikes": max(1, length // 80), "spike_magnitude": 2.0},
snr_level="low",
random_seed=random_seed,
)
@register_scenario("poly_trend_multi_harmonic")
def poly_trend_multi_harmonic(
length: int = 512,
random_seed: Optional[int] = None,
) -> SeriesConfig:
"""
Polynomial trend plus multi-harmonic seasonal structure with moderate noise.
"""
return SeriesConfig(
length=length,
trend_type="poly",
trend_params={"degree": 3},
cycle_types=["multi_harmonic"],
cycle_params_list=[
{
"base_period": 48,
"harmonics": 3,
"amplitude": 1.0,
}
],
noise_type="white",
noise_params={"sigma": 0.12},
event_type="none",
snr_level="medium",
random_seed=random_seed,
)
@register_scenario("logistic_trend_multi_seasonal")
def logistic_trend_multi_seasonal(
length: int = 512,
random_seed: Optional[int] = None,
) -> SeriesConfig:
"""
Logistic growth trend combined with multi-seasonal cycles (e.g., daily + weekly).
"""
return SeriesConfig(
length=length,
trend_type="logistic",
trend_params={"K": 1.0, "r": 8.0, "u0": 0.5, "amplitude": 1.0},
cycle_types=["multi_seasonal"],
cycle_params_list=[
{
"periods": [24, 168],
"amplitudes": [0.6, 0.35],
}
],
noise_type="white",
noise_params={"sigma": 0.1},
event_type="none",
snr_level="medium",
random_seed=random_seed,
)
@register_scenario("rw_trend_freq_drifting_cycle")
def rw_trend_freq_drifting_cycle(
length: int = 512,
random_seed: Optional[int] = None,
) -> SeriesConfig:
"""
Random-walk-like smooth trend with a drifting-frequency sinusoidal cycle.
"""
return SeriesConfig(
length=length,
trend_type="rw_smooth",
trend_params={"smooth_window": max(5, length // 30), "step_scale": 0.2},
cycle_types=["freq_drifting"],
cycle_params_list=[
{"period0": 50, "delta": 15, "amplitude": 1.0}
],
noise_type="white",
noise_params={"sigma": 0.18},
event_type="none",
snr_level="medium",
random_seed=random_seed,
)
@register_scenario("piecewise_trend_regime_cycle_with_events")
def piecewise_trend_regime_cycle_with_events(
length: int = 512,
random_seed: Optional[int] = None,
) -> SeriesConfig:
"""
Piecewise trend with regime-switching cycles plus mixed events (shifts & spikes).
"""
return SeriesConfig(
length=length,
trend_type="piecewise",
trend_params={"num_breaks": 2},
cycle_types=["regime_cycle"],
cycle_params_list=[
{
"split": 0.55,
"amp_a": 1.0,
"amp_b": 0.6,
"period_a": 40,
"period_b": 65,
}
],
noise_type="white",
noise_params={"sigma": 0.12},
event_type="mixed",
event_params={
"num_shifts": 1,
"shift_magnitude": 0.8,
"num_spikes": 5,
"spike_magnitude": 2.0,
},
snr_level="medium",
random_seed=random_seed,
)
def generate_dataset(
scenario_names: List[str],
n_per_scenario: int,
length: int = 512,
base_seed: int = 0,
save_dir: Optional[str] = None,
) -> List[Dict[str, Any]]:
"""
Generate a dataset of synthetic time series for multiple scenarios.
Returns a list of series dicts (the same format as generate_series),
with additional fields in ``meta`` describing the scenario context. If
``save_dir`` is provided, each sample is also saved as a ``.npz`` file.
"""
results: List[Dict[str, Any]] = []
output_path: Optional[Path] = Path(save_dir) if save_dir else None
if output_path:
output_path.mkdir(parents=True, exist_ok=True)
for scenario_idx, scenario_name in enumerate(scenario_names):
for sample_idx in range(n_per_scenario):
seed = base_seed + scenario_idx * n_per_scenario + sample_idx
cfg = make_scenario(scenario_name, length=length, random_seed=seed)
series = generate_series(cfg)
series["meta"]["scenario_name"] = scenario_name
series["meta"]["index_within_scenario"] = sample_idx
series["meta"]["global_seed"] = seed
results.append(series)
if output_path:
file_path = output_path / f"{scenario_name}_{sample_idx:04d}.npz"
np.savez(
file_path,
t=series["t"],
y=series["y"],
trend=series["trend"],
season=series["season"],
events=series["events"],
noise=series["noise"],
clean=series["clean"],
meta=json.dumps(series["meta"]),
)
return results