Datasets:
Formats:
json
Languages:
English
Size:
< 1K
Tags:
time-series
time-series-decomposition
benchmark
component-recovery
symbolic-regression
icml-2026
License:
| """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()) | |
| 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, | |
| ) | |
| 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, | |
| ) | |
| 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, | |
| ) | |
| 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, | |
| ) | |
| 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, | |
| ) | |
| 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, | |
| ) | |
| 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, | |
| ) | |
| 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, | |
| ) | |
| 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 | |