| { | |
| "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 | |
| } | |
| } | |
| } |