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{
  "generator": "F2_OU",
  "family": "F2: Stochastic Differential Equation",
  "process": "Ornstein-Uhlenbeck",
  "params": {
    "theta": 1.0,
    "mu": 0.0,
    "sigma": 1.0,
    "dt": 0.01
  },
  "oracle_method": "Transition density conditional variance",
  "description": "Mean-reverting continuous-time process. Discretized via Euler-Maruyama.",
  "L_star_type": "analytic",
  "data_config": {
    "context_length": 192,
    "horizon": 96,
    "total_length": 288,
    "n_channels": 1,
    "n_train": 10000,
    "n_test": 500,
    "seed_train": 42,
    "seed_test": 9999
  },
  "statistics": {
    "train": {
      "n_samples": 10000,
      "length": 288,
      "n_channels": 1,
      "mean": 0.009071194154772928,
      "std": 0.7088094900155398,
      "min": -3.4925534898532513,
      "max": 3.587005618621326
    },
    "test": {
      "n_samples": 500,
      "length": 288,
      "n_channels": 1,
      "mean": 0.005653042994905875,
      "std": 0.7093033400203858,
      "min": -3.0427328335596595,
      "max": 2.4958214656109847
    }
  }
}