| { | |
| "generator": "F6_ChangePoint", | |
| "family": "F6: Non-stationary", | |
| "process": "2-regime Change Point AR", | |
| "params": { | |
| "regime_1": { | |
| "phi": 0.3, | |
| "sigma": 1.0 | |
| }, | |
| "regime_2": { | |
| "phi": 0.9, | |
| "sigma": 1.0 | |
| }, | |
| "change_time": 0.5 | |
| }, | |
| "oracle_method": "Piecewise oracle (regime-aware conditional mean)", | |
| "description": "Piecewise-stationary AR(1) with abrupt regime switch at t=0.5T.", | |
| "L_star_type": "piecewise_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": -0.0012669957099932737, | |
| "std": 1.7828664904174847, | |
| "min": -10.51780069462398, | |
| "max": 10.924605978011188 | |
| }, | |
| "test": { | |
| "n_samples": 500, | |
| "length": 288, | |
| "n_channels": 1, | |
| "mean": -0.0014998682805366674, | |
| "std": 1.803740062573121, | |
| "min": -8.979541147390522, | |
| "max": 10.122926326837256 | |
| } | |
| } | |
| } |