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Add ICML 2026 TSDecompose benchmark release
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"""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