"""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()) @register_scenario("trend_only_linear") 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, ) @register_scenario("trend_plus_single_sine") 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, ) @register_scenario("poly_trend_plus_multi_seasonal") 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, ) @register_scenario("regime_cycle_piecewise_trend_bursty") 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, ) @register_scenario("rw_trend_freq_drifting_cycle_low_snr") 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, ) @register_scenario("poly_trend_multi_harmonic") 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, ) @register_scenario("logistic_trend_multi_seasonal") 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, ) @register_scenario("rw_trend_freq_drifting_cycle") 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, ) @register_scenario("piecewise_trend_regime_cycle_with_events") 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