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Add ICML 2026 TSDecompose benchmark release
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import numpy as np
from typing import Any, Dict
from ..core import DecompResult
from ..registry import MethodRegistry
try:
from synthetic_ts_bench.dr_ts_ae import dr_ts_ae_decompose
_HAS_DR_TS_AE = True
except ImportError as exc: # pragma: no cover - optional dependency path
dr_ts_ae_decompose = None
_HAS_DR_TS_AE = False
_IMPORT_ERROR = exc
@MethodRegistry.register("DR_TS_AE")
def dr_ts_ae_wrapper(
y: np.ndarray,
params: Dict[str, Any],
) -> DecompResult:
if not _HAS_DR_TS_AE:
raise ImportError(
"synthetic_ts_bench is required for DR_TS_AE decomposition."
) from _IMPORT_ERROR
cfg = dict(params or {})
meta = {}
if "primary_period" in cfg:
meta["primary_period"] = cfg["primary_period"]
res = dr_ts_ae_decompose(
np.asarray(y, dtype=float).ravel(),
config=cfg,
fs=float(cfg.get("fs", 1.0)),
meta=meta or None,
)
meta_out = dict(getattr(res, "extra", {}) or {})
meta_out.setdefault("method", "DR_TS_AE")
return DecompResult(
trend=np.asarray(res.trend, dtype=float),
season=np.asarray(res.season, dtype=float),
residual=np.asarray(res.residual, dtype=float),
meta=meta_out,
)