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- F1_AR1/metadata.json +42 -0
- F1_AR1/test.npy +3 -0
- F1_AR1/test.parquet +3 -0
- F1_AR1/train.npy +3 -0
- F1_AR1/train.parquet +3 -0
- F1_ARFIMA/metadata.json +42 -0
- F1_ARFIMA/test.npy +3 -0
- F1_ARFIMA/test.parquet +3 -0
- F1_ARFIMA/train.npy +3 -0
- F1_ARFIMA/train.parquet +3 -0
- F2_GBM/metadata.json +44 -0
- F2_GBM/test.npy +3 -0
- F2_GBM/test.parquet +3 -0
- F2_GBM/train.npy +3 -0
- F2_GBM/train.parquet +3 -0
- F2_OU/metadata.json +44 -0
- F2_OU/test.npy +3 -0
- F2_OU/test.parquet +3 -0
- F2_OU/train.npy +3 -0
- F2_OU/train.parquet +3 -0
- F3_fBm/metadata.json +41 -0
- F3_fBm/test.npy +3 -0
- F3_fBm/test.parquet +3 -0
- F3_fBm/train.npy +3 -0
- F3_fBm/train.parquet +3 -0
- F4_LogisticMap/metadata.json +42 -0
- F4_LogisticMap/test.npy +3 -0
- F4_LogisticMap/test.parquet +3 -0
- F4_LogisticMap/train.npy +3 -0
- F4_LogisticMap/train.parquet +3 -0
- F4_MackeyGlass/metadata.json +45 -0
- F4_MackeyGlass/test.npy +3 -0
- F4_MackeyGlass/test.parquet +3 -0
- F4_MackeyGlass/train.npy +3 -0
- F4_MackeyGlass/train.parquet +3 -0
- F5_GP_Matern/metadata.json +43 -0
- F5_GP_Matern/test.npy +3 -0
- F5_GP_Matern/test.parquet +3 -0
- F5_GP_Matern/train.npy +3 -0
- F5_GP_Matern/train.parquet +3 -0
- F5_GP_Periodic/metadata.json +43 -0
- F5_GP_Periodic/test.npy +3 -0
- F5_GP_Periodic/test.parquet +3 -0
- F5_GP_Periodic/train.npy +3 -0
- F5_GP_Periodic/train.parquet +3 -0
- F5_GP_RBF/metadata.json +42 -0
- F5_GP_RBF/test.npy +3 -0
- F5_GP_RBF/test.parquet +3 -0
- F5_GP_RBF/train.npy +3 -0
- F5_GP_RBF/train.parquet +3 -0
F1_AR1/metadata.json
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{
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"generator": "F1_AR1",
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"family": "F1: Linear Autoregressive",
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"process": "AR(1)",
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"params": {
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"phi": 0.7,
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"sigma": 1.0
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},
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"oracle_method": "Yule-Walker analytic h-step variance",
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"description": "First-order autoregressive process. Represents stationary linear temporal dependence.",
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"L_star_type": "analytic",
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"data_config": {
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"context_length": 192,
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"horizon": 96,
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"total_length": 288,
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"n_channels": 1,
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"n_train": 10000,
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"n_test": 500,
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"seed_train": 42,
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"seed_test": 9999
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},
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"statistics": {
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"train": {
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"n_samples": 10000,
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"length": 288,
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"n_channels": 1,
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"mean": 0.0031437766884491666,
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"std": 1.4008585974462318,
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"min": -7.24651693015423,
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"max": 7.721699212230265
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},
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"test": {
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"n_samples": 500,
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"length": 288,
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"n_channels": 1,
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"mean": -0.0035759008425502157,
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| 37 |
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"std": 1.3966744814771033,
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"min": -6.046210690531474,
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"max": 6.101224524500633
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}
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}
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}
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F1_AR1/test.npy
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version https://git-lfs.github.com/spec/v1
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size 1152128
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F1_AR1/test.parquet
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version https://git-lfs.github.com/spec/v1
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size 1475668
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F1_AR1/train.npy
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version https://git-lfs.github.com/spec/v1
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size 23040128
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F1_AR1/train.parquet
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version https://git-lfs.github.com/spec/v1
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size 28305882
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F1_ARFIMA/metadata.json
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{
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"generator": "F1_ARFIMA",
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"family": "F1: Linear Autoregressive",
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"process": "ARFIMA(0, 0.3, 0)",
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"params": {
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"d": 0.3,
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"sigma": 1.0
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},
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"oracle_method": "Yule-Walker analytic (fractional differencing coefficients)",
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"description": "Autoregressive fractionally integrated moving average. Bridges short-memory AR and long-memory processes.",
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"L_star_type": "analytic",
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"data_config": {
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"context_length": 192,
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"horizon": 96,
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"total_length": 288,
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"n_channels": 1,
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"n_train": 10000,
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"n_test": 500,
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"seed_train": 42,
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"seed_test": 9999
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},
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"statistics": {
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"train": {
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"n_samples": 10000,
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"length": 288,
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"n_channels": 1,
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"mean": -0.004856002346471365,
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"std": 1.1249429801362136,
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"min": -5.82602683082183,
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"max": 5.594750627820489
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},
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"test": {
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"n_samples": 500,
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"length": 288,
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"n_channels": 1,
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"mean": -0.009287905289879321,
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"std": 1.1233441657331202,
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"min": -5.077659072248222,
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"max": 4.707290095855748
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}
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}
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}
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F1_ARFIMA/test.npy
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version https://git-lfs.github.com/spec/v1
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size 1152128
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F1_ARFIMA/test.parquet
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version https://git-lfs.github.com/spec/v1
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size 1475668
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F1_ARFIMA/train.npy
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version https://git-lfs.github.com/spec/v1
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F1_ARFIMA/train.parquet
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version https://git-lfs.github.com/spec/v1
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F2_GBM/metadata.json
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{
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"generator": "F2_GBM",
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"family": "F2: Stochastic Differential Equation",
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"process": "Geometric Brownian Motion",
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| 5 |
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"params": {
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"mu": 0.05,
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"sigma": 0.2,
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"dt": 0.01,
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"x0": 1.0
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},
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| 11 |
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"oracle_method": "Log-normal transition density",
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| 12 |
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"description": "Multiplicative stochastic process (dX = mu*X*dt + sigma*X*dW). Standard model for asset prices.",
|
| 13 |
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"L_star_type": "analytic",
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| 14 |
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"data_config": {
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| 15 |
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"context_length": 192,
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"horizon": 96,
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"total_length": 288,
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"n_channels": 1,
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"n_train": 10000,
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"n_test": 500,
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"seed_train": 42,
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| 22 |
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"seed_test": 9999
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},
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"statistics": {
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"train": {
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"n_samples": 10000,
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| 27 |
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"length": 288,
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| 28 |
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"n_channels": 1,
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| 29 |
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"mean": 1.074503219328569,
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| 30 |
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"std": 0.27101043154773097,
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"min": 0.33039320034428815,
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| 32 |
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"max": 3.7896349988599534
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| 33 |
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},
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| 34 |
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"test": {
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| 35 |
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"n_samples": 500,
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| 36 |
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"length": 288,
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| 37 |
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"n_channels": 1,
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| 38 |
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"mean": 1.0857320861055744,
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"std": 0.2841315455487273,
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"min": 0.31966744036208344,
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"max": 3.243549904800138
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| 42 |
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}
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| 43 |
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}
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| 44 |
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}
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F2_GBM/test.npy
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version https://git-lfs.github.com/spec/v1
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size 1152128
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F2_GBM/test.parquet
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version https://git-lfs.github.com/spec/v1
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size 1471096
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F2_GBM/train.npy
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version https://git-lfs.github.com/spec/v1
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size 23040128
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F2_GBM/train.parquet
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F2_OU/metadata.json
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{
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"generator": "F2_OU",
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"family": "F2: Stochastic Differential Equation",
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| 4 |
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"process": "Ornstein-Uhlenbeck",
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| 5 |
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"params": {
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| 6 |
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"theta": 1.0,
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| 7 |
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"mu": 0.0,
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| 8 |
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"sigma": 1.0,
|
| 9 |
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"dt": 0.01
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| 10 |
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},
|
| 11 |
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"oracle_method": "Transition density conditional variance",
|
| 12 |
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"description": "Mean-reverting continuous-time process. Discretized via Euler-Maruyama.",
|
| 13 |
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"L_star_type": "analytic",
|
| 14 |
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"data_config": {
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| 15 |
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"context_length": 192,
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"horizon": 96,
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| 17 |
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"total_length": 288,
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"n_channels": 1,
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"n_train": 10000,
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| 20 |
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"n_test": 500,
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"seed_train": 42,
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"seed_test": 9999
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},
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"statistics": {
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"train": {
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"n_samples": 10000,
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| 27 |
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"length": 288,
|
| 28 |
+
"n_channels": 1,
|
| 29 |
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"mean": 0.009071194154772928,
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| 30 |
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"std": 0.7088094900155398,
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| 31 |
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"min": -3.4925534898532513,
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| 32 |
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"max": 3.587005618621326
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| 33 |
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},
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| 34 |
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"test": {
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| 35 |
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"n_samples": 500,
|
| 36 |
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"length": 288,
|
| 37 |
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"n_channels": 1,
|
| 38 |
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"mean": 0.005653042994905875,
|
| 39 |
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"std": 0.7093033400203858,
|
| 40 |
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"min": -3.0427328335596595,
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| 41 |
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F2_OU/test.npy
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|
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F2_OU/train.npy
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F2_OU/train.parquet
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F3_fBm/metadata.json
ADDED
|
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| 3 |
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| 5 |
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| 6 |
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| 7 |
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| 10 |
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| 11 |
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| 12 |
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| 13 |
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| 16 |
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| 17 |
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| 18 |
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| 20 |
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| 21 |
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| 22 |
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| 23 |
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| 32 |
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F3_fBm/test.npy
ADDED
|
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F3_fBm/test.parquet
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F3_fBm/train.npy
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F3_fBm/train.parquet
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F4_LogisticMap/metadata.json
ADDED
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|
| 1 |
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{
|
| 2 |
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|
| 3 |
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| 4 |
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|
| 5 |
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| 6 |
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|
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|
| 8 |
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|
| 10 |
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| 11 |
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| 12 |
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| 13 |
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| 41 |
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| 42 |
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|
F4_LogisticMap/test.npy
ADDED
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F4_LogisticMap/train.npy
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{
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| 4 |
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| 5 |
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| 13 |
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| 15 |
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| 27 |
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| 44 |
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| 45 |
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F4_MackeyGlass/test.npy
ADDED
|
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F4_MackeyGlass/train.npy
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F5_GP_Matern/metadata.json
ADDED
|
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|
| 1 |
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{
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| 2 |
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|
| 3 |
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| 4 |
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| 5 |
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| 6 |
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|
| 7 |
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| 9 |
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| 10 |
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|
| 11 |
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| 12 |
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|
| 13 |
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| 14 |
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| 17 |
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| 18 |
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| 19 |
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|
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| 22 |
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| 23 |
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| 24 |
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| 25 |
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|
| 26 |
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|
| 28 |
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|
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| 41 |
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|
| 42 |
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|
| 43 |
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|
F5_GP_Matern/test.npy
ADDED
|
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|
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|
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|
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F5_GP_Matern/test.parquet
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F5_GP_Matern/train.parquet
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F5_GP_Periodic/metadata.json
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| 1 |
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{
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| 3 |
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| 4 |
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| 5 |
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| 9 |
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| 11 |
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| 12 |
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| 13 |
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| 14 |
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| 15 |
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| 16 |
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| 22 |
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| 24 |
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| 25 |
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| 26 |
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F5_GP_Periodic/test.npy
ADDED
|
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F5_GP_Periodic/test.parquet
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F5_GP_Periodic/train.npy
ADDED
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F5_GP_Periodic/train.parquet
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F5_GP_RBF/metadata.json
ADDED
|
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| 1 |
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{
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| 2 |
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"generator": "F5_GP_RBF",
|
| 3 |
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"family": "F5: Gaussian Process",
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| 4 |
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"process": "GP with RBF (Squared Exponential) kernel",
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| 5 |
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"params": {
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| 6 |
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| 7 |
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| 8 |
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| 9 |
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"oracle_method": "Kriging closed-form posterior",
|
| 10 |
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"description": "Smooth, infinitely differentiable GP sample paths. Lengthscale controls correlation range.",
|
| 11 |
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"L_star_type": "analytic",
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| 12 |
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|
| 13 |
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| 14 |
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| 15 |
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| 16 |
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| 17 |
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| 18 |
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| 20 |
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| 21 |
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},
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| 22 |
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"statistics": {
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| 23 |
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"train": {
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| 24 |
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| 25 |
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"test": {
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| 34 |
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| 40 |
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| 41 |
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| 42 |
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F5_GP_RBF/test.npy
ADDED
|
@@ -0,0 +1,3 @@
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| 1 |
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F5_GP_RBF/test.parquet
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F5_GP_RBF/train.npy
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F5_GP_RBF/train.parquet
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