Datasets:
Formats:
json
Languages:
English
Size:
< 1K
Tags:
time-series
time-series-decomposition
benchmark
component-recovery
symbolic-regression
icml-2026
License:
| from __future__ import annotations | |
| from dataclasses import dataclass | |
| from typing import Callable, Dict, Any, Literal | |
| import numpy as np | |
| from .backends import inject_runtime_params, runtime_options_from_config | |
| from .core import DecompResult, DecompositionConfig | |
| InputMode = Literal["univariate", "multivariate", "channelwise"] | |
| MethodSignature = Callable[[np.ndarray, Dict[str, Any]], DecompResult] | |
| RUNTIME_AWARE_METHODS = {"SSA", "STD", "STDR", "MSSA", "DR_TS_REG"} | |
| class MethodSpec: | |
| func: MethodSignature | |
| input_mode: InputMode = "univariate" | |
| class MethodRegistry: | |
| _methods: Dict[str, MethodSpec] = {} | |
| def register(cls, name: str, *, input_mode: InputMode = "univariate"): | |
| def decorator(func: MethodSignature): | |
| cls._methods[name.upper()] = MethodSpec(func=func, input_mode=input_mode) | |
| return func | |
| return decorator | |
| def get_spec(cls, name: str) -> MethodSpec: | |
| name = name.upper() | |
| if name not in cls._methods: | |
| raise ValueError( | |
| f"Unknown decomposition method: {name}. Available: {list(cls._methods.keys())}" | |
| ) | |
| return cls._methods[name] | |
| def get(cls, name: str) -> MethodSignature: | |
| return cls.get_spec(name).func | |
| def get_input_mode(cls, name: str) -> InputMode: | |
| return cls.get_spec(name).input_mode | |
| def is_multivariate_method(cls, name: str) -> bool: | |
| return cls.get_input_mode(name) != "univariate" | |
| def list_methods(cls): | |
| return list(cls._methods.keys()) | |
| def _normalize_input(series: np.ndarray) -> np.ndarray: | |
| arr = np.asarray(series, dtype=float) | |
| if arr.ndim == 0: | |
| return arr.reshape(1) | |
| if arr.ndim > 2: | |
| raise ValueError( | |
| f"tsdecomp expects a 1D or 2D array, got shape {arr.shape}." | |
| ) | |
| return arr | |
| def _validate_input_mode(method: str, x: np.ndarray, input_mode: InputMode) -> None: | |
| if x.ndim == 1: | |
| if input_mode == "multivariate": | |
| raise ValueError( | |
| f"{method} requires 2D input with shape (T, C). Received 1D input with shape {x.shape}." | |
| ) | |
| return | |
| if input_mode in {"multivariate", "channelwise"}: | |
| return | |
| raise ValueError( | |
| f"{method} only supports 1D input. Received 2D input with shape {x.shape}. " | |
| "Use a multivariate method such as MSSA/MVMD/MEMD or a channelwise-capable method." | |
| ) | |
| def _annotate_result_layout( | |
| result: DecompResult, | |
| x: np.ndarray, | |
| channel_names: list[str] | None, | |
| ) -> DecompResult: | |
| meta = dict(result.meta or {}) | |
| meta.setdefault("input_shape", [int(v) for v in x.shape]) | |
| if x.ndim == 1: | |
| meta.setdefault("result_layout", "univariate") | |
| meta.setdefault("n_channels", 1) | |
| if channel_names: | |
| meta.setdefault("channel_names", channel_names[:1]) | |
| else: | |
| meta.setdefault("result_layout", "multivariate") | |
| meta.setdefault("n_channels", int(x.shape[1])) | |
| if channel_names: | |
| meta.setdefault("channel_names", channel_names) | |
| result.meta = meta | |
| return result | |
| def decompose(series: np.ndarray, config: DecompositionConfig) -> DecompResult: | |
| """ | |
| Main entry point for decomposition. | |
| """ | |
| spec = MethodRegistry.get_spec(config.method) | |
| x = _normalize_input(series) | |
| _validate_input_mode(config.method, x, spec.input_mode) | |
| params = dict(config.params) | |
| if str(config.method).upper() in RUNTIME_AWARE_METHODS: | |
| runtime = runtime_options_from_config(config) | |
| params = inject_runtime_params(params, runtime) | |
| result = spec.func(x, params) | |
| channel_names = list(config.channel_names or []) | |
| return _annotate_result_layout(result, x, channel_names or None) | |