Datasets:
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json
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English
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Tags:
time-series
time-series-decomposition
benchmark
component-recovery
symbolic-regression
icml-2026
License:
| """Benchmark configuration for TSComp v1.0.0 runbook.""" | |
| from __future__ import annotations | |
| from typing import Dict, List, Sequence | |
| BENCHMARK_VERSION = "1.0.0" | |
| SUITES: Dict[str, List[str]] = { | |
| "core": [ | |
| "trend_only_linear", | |
| "trend_plus_single_sine", | |
| "poly_trend_multi_harmonic", | |
| "logistic_trend_multi_seasonal", | |
| "rw_trend_freq_drifting_cycle", | |
| "piecewise_trend_regime_cycle_with_events", | |
| ], | |
| "full": [ | |
| "trend_only_linear", | |
| "trend_plus_single_sine", | |
| "poly_trend_multi_harmonic", | |
| "logistic_trend_multi_seasonal", | |
| "rw_trend_freq_drifting_cycle", | |
| "piecewise_trend_regime_cycle_with_events", | |
| ], | |
| } | |
| SCENARIO_TIER: Dict[str, int] = { | |
| "trend_only_linear": 1, | |
| "trend_plus_single_sine": 1, | |
| "poly_trend_multi_harmonic": 2, | |
| "logistic_trend_multi_seasonal": 2, | |
| "rw_trend_freq_drifting_cycle": 3, | |
| "piecewise_trend_regime_cycle_with_events": 3, | |
| } | |
| # Protocol periods for injection (length=512, dt=1.0). | |
| SCENARIO_PERIODS: Dict[str, List[int]] = { | |
| "trend_only_linear": [50], | |
| "trend_plus_single_sine": [50], | |
| "poly_trend_multi_harmonic": [48], | |
| "logistic_trend_multi_seasonal": [24, 168], | |
| "rw_trend_freq_drifting_cycle": [50], | |
| "piecewise_trend_regime_cycle_with_events": [40, 65], | |
| } | |
| CORE_METHODS: List[str] = [ | |
| "stl", | |
| "mstl", | |
| "ssa", | |
| "emd", | |
| "ceemdan", | |
| "vmd", | |
| "wavelet", | |
| ] | |
| DEFAULT_METHOD_CONFIGS: Dict[str, Dict[str, object]] = { | |
| "stl": {"period": None}, | |
| "mstl": {"periods": None}, | |
| "robuststl": {"period": None}, | |
| "ssa": {"window": None, "rank": 10, "primary_period": None}, | |
| "emd": {"primary_period": None}, | |
| "ceemdan": {"primary_period": None}, | |
| "vmd": { | |
| "K": None, # v1.1.0: auto-calculated from periods (None triggers dynamic default) | |
| "alpha": 300.0, # v1.1.0: reduced from 2000 for better mode separation | |
| "tau": 0.0, | |
| "DC": 0, | |
| "init": 1, | |
| "tol": 1e-7, | |
| "seasonal_num_modes": 1, | |
| "primary_period": None, | |
| }, | |
| "wavelet": {"wavelet": "db4", "level": None}, | |
| "ma_baseline": {"trend_window": None, "season_period": None}, | |
| "dr_ts_reg": { | |
| "lambda_T": 5.0, # v1.1.0: reduced from 100 to prevent over-smoothing | |
| "lambda_S": 50.0, | |
| "lambda_R": 0.1, | |
| "period": None, | |
| }, | |
| "dr_ts_ae": { | |
| "model_path": None, | |
| "latent_dim": 16, | |
| "hidden_channels": [32, 64], | |
| "kernel_size": 7, | |
| "alpha_T": 10.0, | |
| "alpha_S": 5.0, | |
| "n_epochs": 50, | |
| "device": "cpu", | |
| "cache_model": True, | |
| # WARNING: ORACLE method - trains on test data | |
| }, | |
| "sl_lib": { | |
| "library_size": 500, | |
| "n_trend_bases": 200, | |
| "n_seasonal_bases": 300, | |
| "n_candidates": 100, # v1.1.0: increased from 50 | |
| "sparsity_lambda": 0.001, # v1.1.0: reduced from 0.01 | |
| "max_poly_degree": 5, | |
| "min_period": 4, | |
| "max_period": 128, | |
| }, | |
| } | |
| def list_suites() -> List[str]: | |
| return sorted(SUITES.keys()) | |
| def get_suite(suite: str) -> List[str]: | |
| key = suite.strip().lower() | |
| if key not in SUITES: | |
| raise ValueError(f"Unknown suite '{suite}'. Available: {list_suites()}") | |
| return list(SUITES[key]) | |
| def normalize_methods(methods: Sequence[str]) -> List[str]: | |
| return [m.strip().lower() for m in methods if m and m.strip()] | |
| def resolve_methods(methods: str | Sequence[str]) -> List[str]: | |
| if isinstance(methods, str): | |
| raw = methods.strip().lower() | |
| if raw in {"core", "official"}: | |
| return list(CORE_METHODS) | |
| if raw in {"all", "full"}: | |
| return sorted(DEFAULT_METHOD_CONFIGS.keys()) | |
| return normalize_methods(raw.split(",")) | |
| return normalize_methods(methods) | |
| def normalize_periods(periods: Sequence[int], length: int) -> List[int]: | |
| cleaned: List[int] = [] | |
| max_period = max(2, length // 2) | |
| for val in periods: | |
| try: | |
| p = int(round(float(val))) | |
| except (TypeError, ValueError): | |
| continue | |
| p = max(2, min(p, max_period)) | |
| if p not in cleaned: | |
| cleaned.append(p) | |
| return cleaned | |
| def select_primary_period(periods: Sequence[int]) -> int | None: | |
| for val in periods: | |
| if val is None: | |
| continue | |
| try: | |
| p = int(round(float(val))) | |
| except (TypeError, ValueError): | |
| continue | |
| if p >= 2: | |
| return p | |
| return None | |