File size: 54,764 Bytes
bdd9175
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
444
445
446
447
448
449
450
451
452
453
454
455
456
457
458
459
460
461
462
463
464
465
466
467
468
469
470
471
472
473
474
475
476
477
478
479
480
481
482
483
484
485
486
487
488
489
490
491
492
493
494
495
496
497
498
499
500
501
502
503
504
505
506
507
508
509
510
511
512
513
514
515
516
517
518
519
520
521
522
523
524
525
526
527
528
529
530
531
532
533
534
535
536
537
538
539
540
541
542
543
544
545
546
547
548
549
550
551
552
553
554
555
556
557
558
559
560
561
562
563
564
565
566
567
568
569
570
571
572
573
574
575
576
577
578
579
580
581
582
583
584
585
586
587
588
589
590
591
592
593
594
595
596
597
598
599
600
601
602
603
604
605
606
607
608
609
610
611
612
613
614
615
616
617
618
619
620
621
622
623
624
625
626
627
628
629
630
631
632
633
634
635
636
637
638
639
640
641
642
643
644
645
646
647
648
649
650
651
652
653
654
655
656
657
658
659
660
661
662
663
664
665
666
667
668
669
670
671
672
673
674
675
676
677
678
679
680
681
682
683
684
685
686
687
688
689
690
691
692
693
694
695
696
697
698
699
700
701
702
703
704
705
706
707
708
709
710
711
712
713
714
715
716
717
718
719
720
721
722
723
724
725
726
727
728
729
730
731
732
733
734
735
736
737
738
739
740
741
742
743
744
745
746
747
748
749
750
751
752
753
754
755
756
757
758
759
760
761
762
763
764
765
766
767
768
769
770
771
772
773
774
775
776
777
778
779
780
781
782
783
784
785
786
787
788
789
790
791
792
793
794
795
796
797
798
799
800
801
802
803
804
805
806
807
808
809
810
811
812
813
814
815
816
817
818
819
820
821
822
823
824
825
826
827
828
829
830
831
832
833
834
835
836
837
838
839
840
841
842
843
844
845
846
847
848
849
850
851
852
853
854
855
856
857
858
859
860
861
862
863
864
865
866
867
868
869
870
871
872
873
874
875
876
877
878
879
880
881
882
883
884
885
886
887
888
889
890
891
892
893
894
895
896
897
898
899
900
901
902
903
904
905
906
907
908
909
910
911
912
913
914
915
916
917
918
919
920
921
922
923
924
925
926
927
928
929
930
931
932
933
934
935
936
937
938
939
940
941
942
943
944
945
946
947
948
949
950
951
952
953
954
955
956
957
958
959
960
961
962
963
964
965
966
967
968
969
970
971
972
973
974
975
976
977
978
979
980
981
982
983
984
985
986
987
988
989
990
991
992
993
994
995
996
997
998
999
1000
1001
1002
1003
1004
1005
1006
1007
1008
1009
1010
1011
1012
1013
1014
1015
1016
1017
1018
1019
1020
1021
1022
1023
1024
1025
1026
1027
1028
1029
1030
1031
1032
1033
1034
1035
1036
1037
1038
1039
1040
1041
1042
1043
1044
1045
1046
1047
1048
1049
1050
1051
1052
1053
1054
1055
1056
1057
1058
1059
1060
1061
1062
1063
1064
1065
1066
1067
1068
1069
1070
1071
"""Dilated-convolution forecasting backbone.

An attention-free encoder: a stack of causal dilated convolutions. With
kernel K=3 and dilations d_i = 2^(i-1) for i=1..N the receptive field is

    RF = 1 + 2 * sum_i d_i = 1 + 2 * (2^N - 1)

so N=10 layers cover RF=2047, sufficient for the L=2048 context with zero
downsampling and no information loss at any time scale. Native multi-scale
via the dilation schedule; deployment-friendly (no L^2 attention matrix, no
softmax, pure matmul + element-wise; quantizes cleanly to INT8); streaming-
friendly (left-only causal padding).

Structural priors (zero-parameter):
  - a normalized-periodogram period detector driving a phase encoding
  - bounded recency basis (signed-linear/log, multi-scale exp decay)
  - position-parameterized decoder queries (single-shot arbitrary horizon)
  - no autoregressive rollout inside the backbone
"""

from __future__ import annotations

import math

import torch
import torch.nn as nn
import torch.nn.functional as F

from .periodogram import significant_periods
from .encoding import (
    N_RECENCY_CHANNELS,
    _norm_fp32,
    _phase_encoding,
    _positional_encoding,
)


class _SwiGLU(nn.Module):
    """Standard SwiGLU FFN."""

    def __init__(self, d: int, d_hidden: int) -> None:
        super().__init__()
        self.up = nn.Linear(d, 2 * d_hidden)
        self.down = nn.Linear(d_hidden, d)

    def forward(self, x: torch.Tensor) -> torch.Tensor:
        gate, val = self.up(x).chunk(2, dim=-1)
        return self.down(F.silu(gate) * val)


class _DilatedConvBlock(nn.Module):
    """Dilated Conv1d → RMSNorm → SwiGLU → RMSNorm with residuals.

    ``causal=True``, which is what the released config sets, pads all (K-1)*d
    timesteps on the left, so each output position sees only its own past. With
    ``causal=False`` the padding is centered instead: length is still preserved
    and each position gets a symmetric view of (K-1)*d/2 timesteps on either
    side, at the cost of future-side context. Under both, the dilation scales
    the per-layer receptive field without adding parameters.
    """

    def __init__(
        self, d: int, kernel: int = 3, dilation: int = 1,
        ffn_mult: float = 1.5, causal: bool = False, gated: bool = False,
        separable: bool = False,
    ) -> None:
        super().__init__()
        self.k = int(kernel)
        self.dilation = int(dilation)
        self.causal = bool(causal)
        self.gated = bool(gated)
        self.separable = bool(separable)
        # Conv with dilation; padding handled in forward. Centered padding
        # gives each position a symmetric view but feeds the right edge
        # FUTURE-side zeros: at the deepest layer the last (most recent)
        # position's representation is dominated by padding standing in for
        # the unknown forecast, and the model learns a train/inference
        # mismatch. Causal (all-left) padding removes both pathologies and
        # is a prerequisite for honest streaming inference.
        if self.separable:
            # Depthwise-separable factorization: depthwise (per-channel, dilated,
            # padding consumed in forward) + pointwise 1x1 (channel mix). Params
            # D*K + D*D against a full conv's D*D*K: the receptive field is
            # preserved at a fraction of the parameters per block. Padding
            # before self.conv feeds the depthwise stage.
            self.conv = nn.Sequential(
                nn.Conv1d(d, d, kernel_size=self.k, dilation=self.dilation, groups=d),
                nn.Conv1d(d, d, kernel_size=1),
            )
        else:
            self.conv = nn.Conv1d(d, d, kernel_size=self.k, dilation=self.dilation)
        # Lightweight gated conv (multiplicative gating): a cheap
        # DEPTHWISE gate conv produces a sigmoid mask over the main conv output,
        # conv_out * σ(gate). Adds data-dependent gating to the encoder at ~D·k
        # params/block (vs doubling the full conv). Off by default.
        self.gate = (
            nn.Conv1d(d, d, kernel_size=self.k, dilation=self.dilation, groups=d)
            if self.gated else None
        )
        self.norm1 = nn.RMSNorm(d)
        d_hidden = int(d * ffn_mult)
        self.ffn = _SwiGLU(d, d_hidden)
        self.norm2 = nn.RMSNorm(d)

    def forward(self, x: torch.Tensor) -> torch.Tensor:
        # x: (B, L, D). Conv1d takes (B, D, L).
        x_t = x.transpose(1, 2)
        # Effective kernel span = (K-1)*d + 1.
        pad_total = (self.k - 1) * self.dilation
        if self.causal:
            left, right = pad_total, 0
        else:
            left = pad_total // 2
            right = pad_total - left
        x_t = F.pad(x_t, (left, right))
        if self.separable and self.gate is None:
            # Depthwise (B,D,L); then the pointwise 1x1 conv == a per-position
            # Linear, run as F.linear (cublas GEMM) instead of an im2col/cudnn
            # 1x1-conv kernel. Bit-identical channel contraction; params stay as
            # conv.0/conv.1 so existing checkpoints load unchanged.
            dw = self.conv[0](x_t).transpose(1, 2)                  # (B, L, D)
            pw = self.conv[1]
            conv_out = F.linear(dw, pw.weight.squeeze(-1), pw.bias)  # (B, L, D)
        else:
            conv_out = self.conv(x_t)
            if self.gate is not None:
                conv_out = conv_out * torch.sigmoid(self.gate(x_t))
            conv_out = conv_out.transpose(1, 2)
        x = _norm_fp32(self.norm1, x + conv_out)
        x = _norm_fp32(self.norm2, x + self.ffn(x))
        return x


class DilatedConvBackbone(nn.Module):
    """Dilated-conv encoder with a phase-conditioned, position-parameterized decoder.

    Args:
        seq_len:        L, the context length.
        p_out:          H, the single-shot output length.
        n_quantiles:    Q, the number of output channels.
        d:              channel dimension.
        n_layers:       number of dilated-conv blocks (10 → RF 2047 ≥ L=2048).
        kernel:         conv kernel size (default 3).
        ffn_mult:       SwiGLU hidden multiplier (default 1.5).
        dilations:      explicit dilation schedule; if None, uses 2^(i-1).
        top_k_periods:  the periodogram detector's top-K (default 4).
        significance_alpha:   the periodogram detector's Bonferroni alpha (default 0.05).
        n_harmonics:    Fourier harmonics per detected period (default 1).
        pool_kind:      context-summary pooling: "mean_last" (default),
                        "mean", "last". Concat the chosen pool(s) into the
                        per-horizon query before query_proj.
        causal:         if True, all conv padding is left-only (no future
                        leakage, clean right edge, streaming-honest).
        phase_bins:     if > 0, augment the global pool with a period-folded
                        seasonal profile: for each period the periodogram
                        detector returns, fold the encoder output into this many
                        phase bins and let each decoder query gather the bin
                        matching its own phase. 0 disables phase folding and
                        leaves the plain global pool, which is the control the
                        paper's phase-folding ablation is measured against.
    """

    def __init__(
        self,
        seq_len: int,
        p_out: int,
        n_quantiles: int = 1,
        d: int = 80,
        n_layers: int = 10,
        kernel: int = 3,
        ffn_mult: float = 1.5,
        dilations: list[int] | None = None,
        top_k_periods: int = 4,
        significance_alpha: float = 0.05,
        n_harmonics: int = 1,
        pool_kind: str = "mean_last",
        causal: bool = False,
        phase_bins: int = 0,
        phase_stats: str = "mean",
        phase_recency_tau: float = 0.0,
        recency_bins: int = 0,
        sig_gate: bool = False,
        cross_cycle: bool = False,
        decoder_depth: int = 1,
        horizon_kernel: int = 0,
        horizon_recurrence: bool = False,
        min_cycles: int = 0,
        period_trust: str = "off",
        gated_conv: bool = False,
        residual_naive: bool = False,
        residual_multi: bool = False,
        residual_trend: bool = False,
        decompose_kernel: int = 0,
        periodogram_off: bool = False,
        res_adaptive: bool = False,
        res_period_target: int = 64,
        res_r_max: float = 32.0,
        with_missing: bool = False,
        missing_channel: bool = False,
        separable_conv: bool = False,
        share_ffn: bool = False,
        future_conv: bool = False,
        future_conv_layers: int = 6,
        future_conv_seed: int = 128,
        base_seasonality: float = 24.0,
        local_anchor: bool = False,
    ) -> None:
        super().__init__()
        self.L = int(seq_len)
        self.p_out = int(p_out)
        self.n_quantiles = int(n_quantiles)
        self.D = int(d)
        self.K = int(top_k_periods)
        self.significance_alpha = float(significance_alpha)
        self.n_harmonics = int(n_harmonics)
        self.pool_kind = str(pool_kind)
        self.causal = bool(causal)
        self.phase_bins = int(phase_bins)
        if phase_stats not in ("mean", "mean_var"):
            raise ValueError(f"phase_stats={phase_stats!r}; expected 'mean'|'mean_var'.")
        self.phase_stats = str(phase_stats)
        self.stat_mult = 2 if self.phase_stats == "mean_var" else 1
        self.phase_recency_tau = float(phase_recency_tau)
        self.recency_bins = int(recency_bins)
        self.sig_gate = bool(sig_gate)
        self.cross_cycle = bool(cross_cycle)
        self.decoder_depth = max(1, int(decoder_depth))
        self.horizon_kernel = int(horizon_kernel)
        self.horizon_recurrence = bool(horizon_recurrence)
        self.min_cycles = int(min_cycles)
        if period_trust not in ("off", "coverage", "full"):
            raise ValueError(f"period_trust={period_trust!r}; expected off|coverage|full")
        self.period_trust = str(period_trust)
        # Per-period reliability weight w_k = sigmoid(linear([margin, ln
        # coverage])): a continuous down-weighting of long or weakly-supported
        # periods, whose crossover is learned rather than set. It covers the
        # same ground as the integer min_cycles cutoff, which stays available
        # and independent; both are off in the released config. "coverage" uses
        # ln(L/period) alone (min_cycles is its hard-threshold limit); "full"
        # adds the significance margin ln(s_k/t_alpha) from the detector's
        # periodogram scores.
        if self.period_trust != "off":
            n_feat = 1 if self.period_trust == "coverage" else 2
            self.pt = nn.Linear(n_feat, 1)
            with torch.no_grad():
                self.pt.weight.zero_(); self.pt.weight[0, 0] = 1.0  # cov (or margin) coeff = 1
                self.pt.bias.zero_()
            # data-determined Bonferroni threshold t_alpha (no tuned knob)
            n_fft = 1 << int(math.ceil(math.log2(max(2, self.L))))
            self._n_bins = max(2, n_fft // 2)
            self._t_alpha = math.log(self._n_bins / max(self.significance_alpha, 1e-12)) / self._n_bins
        else:
            self.pt = None
        self.gated_conv = bool(gated_conv)
        self.residual_naive = bool(residual_naive)
        self.residual_multi = bool(residual_multi)
        self.residual_trend = bool(residual_trend)
        self.periodogram_off = bool(periodogram_off)
        self.res_adaptive = bool(res_adaptive)
        self.res_period_target = int(res_period_target)
        self.res_r_max = float(res_r_max)
        # Series decomposition: moving-avg trend / seasonal split fed
        # as two input channels. 0 disables. Even kernel → +1 for centered.
        self.decompose_kernel = int(decompose_kernel)
        self.with_missing = bool(with_missing)
        # Missing-value channel: feed the encoder a binary observed-mask so it
        # can distinguish a genuinely-unobserved position from a real value (the
        # faithful treatment, vs mean-fill which conflates the two).
        self.missing_channel = bool(missing_channel)
        if self.missing_channel and bool(res_adaptive):
            raise NotImplementedError(
                "missing_channel + res_adaptive: the observed-mask is not warped "
                "through _resolution_adapt; not supported together."
            )
        # Recent-anchor channels: gradient-connected causal local level/scale so the
        # encoder can re-anchor amplitude under non-stationarity (the denorm origin
        # x_min is a frozen detached GLOBAL min, with no learned path to the
        # recent regime).
        self.local_anchor = bool(local_anchor)

        if self.n_harmonics < 1:
            raise ValueError(f"n_harmonics must be >= 1; got {self.n_harmonics}")
        if pool_kind not in ("mean_last", "mean", "last"):
            raise ValueError(
                f"pool_kind={pool_kind!r}; expected 'mean_last' | 'mean' | 'last'."
            )

        # Positional encoding: phase channels + bounded recency channels.
        n_phase = 2 * self.K * self.n_harmonics
        n_pe = n_phase + N_RECENCY_CHANNELS
        # Input channels: raw value, or [trend, seasonal] if decomposing.
        n_value_ch = 2 if self.decompose_kernel > 0 else 1
        if self.missing_channel:
            n_value_ch += 1                                          # +observed-mask
        if self.local_anchor:
            n_value_ch += 2                                          # +[local-scale residual, log local-scale]
        in_channels = n_value_ch + n_pe
        self.in_proj = nn.Linear(in_channels, self.D)
        if self.local_anchor:
            # zero-init the 2 anchor columns (last of the value channels) so the
            # model is baseline-equivalent at init and learns the anchor from zero.
            with torch.no_grad():
                self.in_proj.weight[:, n_value_ch - 2:n_value_ch].zero_()

        # Dilation schedule.
        if dilations is None:
            dilations = [2**i for i in range(int(n_layers))]
        if len(dilations) != int(n_layers):
            raise ValueError(
                f"dilations length {len(dilations)} != n_layers {n_layers}"
            )
        self.dilations = list(dilations)

        # Receptive field sanity (informational only; fails soft if RF < L).
        rf = 1 + (kernel - 1) * sum(self.dilations)
        self.receptive_field = rf

        self.encoder = nn.ModuleList([
            _DilatedConvBlock(
                self.D, kernel=int(kernel), dilation=int(d_i),
                ffn_mult=float(ffn_mult), causal=self.causal,
                gated=self.gated_conv, separable=bool(separable_conv),
            )
            for d_i in self.dilations
        ])
        # Cross-layer FFN weight sharing (weight-tied): the SwiGLU FFN is the
        # largest param bucket and is dilation-independent, so one shared FFN
        # across all blocks recovers ~(n_layers-1)/n_layers of FFN params. The
        # per-block dilated convs (which carry the receptive field) stay distinct.
        self.share_ffn = bool(share_ffn)
        if self.share_ffn and len(self.encoder) > 1:
            shared_ffn = self.encoder[0].ffn
            for blk in self.encoder[1:]:
                blk.ffn = shared_ffn

        # Pooled context summary dim depends on pool_kind.
        pool_dim = {"mean_last": 2 * self.D, "mean": self.D, "last": self.D}[
            self.pool_kind
        ]

        # Phase-binned seasonal profile: K period-folded profiles, each
        # gathered by the decoder query's own phase, then mixed to D. A global
        # mean pool averages every phase of a cycle into one vector, so nothing
        # that varies with phase survives it; folding by phase keeps the
        # per-cycle waveform and hands each query the part of the cycle it is
        # forecasting.
        # Phase profile mixer: K periods × n_bins × (mean[,var]) → D.
        if self.phase_bins > 0:
            self.phase_mix = nn.Linear(self.K * self.stat_mult * self.D, self.D)
        else:
            self.phase_mix = None

        # Recency profile mixer: rb log-distance bins × (mean[,var])
        # → D. Always-valid aperiodic content path. Flattened (not gathered).
        if self.recency_bins > 0:
            self.recency_mix = nn.Linear(
                self.recency_bins * self.stat_mult * self.D, self.D,
            )
        else:
            self.recency_mix = None

        # Cross-cycle conv branch: a depthwise conv across cycles
        # at fixed phase, applied to the dominant period's [n_cycles × n_bins]
        # fold. Adds one D-dim feature to the query. See _cross_cycle_profile.
        if self.cross_cycle:
            self.cc_bins = self.phase_bins if self.phase_bins > 0 else 16
            self.cc_cycles = 8          # most-recent N cycles folded; older clamped
            # Depthwise conv ACROSS the cycle axis (length cc_cycles) at fixed
            # phase: models how each phase evolves cycle-to-cycle.
            self.cc_conv = nn.Conv1d(
                self.D, self.D, kernel_size=3, padding=1, groups=self.D,
            )
            self.cc_mix = nn.Linear(self.D, self.D)
        else:
            self.cc_conv = None

        # Decoder query input: PE + pool [+ phase D] [+ recency D] [+ cc D].
        # With sig_gate, phase & recency are blended into a single D (not
        # concatenated), so they contribute D once, not 2·D.
        query_in = n_pe + pool_dim
        if self.sig_gate and self.phase_mix is not None and self.recency_mix is not None:
            query_in += self.D
        else:
            query_in += self.D if self.phase_mix is not None else 0
            query_in += self.D if self.recency_mix is not None else 0
        query_in += self.D if self.cross_cycle else 0
        self.query_proj = nn.Linear(query_in, self.D)
        d_hidden = int(self.D * float(ffn_mult))
        # Decoder: `decoder_depth` residual SwiGLU blocks (depth 1 is a single
        # block). The decoder's inputs are rich (phase/recency profiles), and
        # depth lets it process them.
        self.decoder_ffns = nn.ModuleList(
            [_SwiGLU(self.D, d_hidden) for _ in range(self.decoder_depth)]
        )
        self.decoder_norms = nn.ModuleList(
            [nn.RMSNorm(self.D) for _ in range(self.decoder_depth)]
        )
        # Cross-horizon coherence: a causal depthwise conv across the
        # horizon axis couples adjacent forecast steps (the cross-step mixing
        # lost when attention was dropped). Causal + fixed kernel preserves the
        # single-shot arbitrary-horizon property. horizon_kernel=0 disables.
        if self.horizon_kernel > 0:
            self.horizon_conv = nn.Conv1d(
                self.D, self.D, kernel_size=self.horizon_kernel, groups=self.D,
            )
            self.horizon_norm = nn.RMSNorm(self.D)
        else:
            self.horizon_conv = None
        # Horizon-recurrent decode-state: a gated diagonal recurrence over the
        # SHORT horizon axis, scanning the precomputed query features. It never
        # re-feeds predicted values, so the decoder stays single-shot rather
        # than autoregressive. An unbounded carried state couples step h to ALL
        # earlier steps (vs the fixed-span horizon_conv), the property that
        # makes a recurrent decoder horizon-invariant. hr_o is zero-init so the
        # block is identity at start and cannot regress the baseline.
        if self.horizon_recurrence:
            self.hr_z = nn.Linear(self.D, self.D)   # update gate
            self.hr_c = nn.Linear(self.D, self.D)   # candidate
            self.hr_o = nn.Linear(self.D, self.D)   # output proj (zero-init)
            nn.init.zeros_(self.hr_o.weight); nn.init.zeros_(self.hr_o.bias)
            self.hr_norm = nn.RMSNorm(self.D)
        else:
            self.hr_z = None
        self.out_proj = nn.Linear(self.D, self.n_quantiles)


        # Future-conv decoder (horizon-axis state evolution; the conv-native
        # analog of a missing-token decoder). The rest of the decoder queries a
        # STATIC pooled summary at every horizon position, which is why error
        # grows with horizon. future_conv runs a CAUSAL dilated conv over
        # [context-tail seed ++ seasonal-naive future fill], producing
        # per-future-position hidden states that EVOLVE along the horizon (each
        # future position is a causal-conv function of recent context + earlier
        # future), and injects them additively into the decoder query. The fill
        # is the dominant-period seasonal-naive continuation (it carries
        # periodic structure, so the conv evolves a real waveform forward
        # rather than zeros), which leaves the decoder predicting the residual
        # over a copy. ``fc_out`` is zero-init => EXACT baseline at start
        # (zero-init additive idiom), and disabling it restores that baseline.
        # This differs from the two cheaper readouts in the same position: a
        # recurrence over queries derived from the static summary adds no new
        # dynamics, and a phase gather only COPIES context profiles, whereas
        # this path RUNS the conv forward.
        self.future_conv = bool(future_conv)
        if self.future_conv:
            if res_adaptive:
                raise ValueError("future_conv is incompatible with res_adaptive")
            self.fc_seed = int(future_conv_seed)
            fc_in = 1 + n_pe                       # fill value + the same PE layout
            self.fc_in_proj = nn.Linear(fc_in, self.D)
            fc_dils = [2 ** i for i in range(int(future_conv_layers))]
            self.fc_blocks = nn.ModuleList([
                _DilatedConvBlock(
                    self.D, kernel=int(kernel), dilation=int(d_i),
                    ffn_mult=float(ffn_mult), causal=True,
                    separable=True,   # auxiliary module: keep it light (~51K add)
                )
                for d_i in fc_dils
            ])
            # Weight-tie the FFN across fc blocks: the convs carry the horizon
            # dynamics, and one shared FFN keeps the param add modest.
            shared = self.fc_blocks[0].ffn
            for blk in self.fc_blocks[1:]:
                blk.ffn = shared
            self.fc_out = nn.Linear(self.D, self.D)   # zero-init => exact baseline
            nn.init.zeros_(self.fc_out.weight)
            nn.init.zeros_(self.fc_out.bias)

        self.base_seasonality = float(base_seasonality)

    # ---- helpers ----------------------------------------------------------

    def _future_conv_states(
        self, h: torch.Tensor, fut_pe: torch.Tensor, fill: torch.Tensor,
    ) -> torch.Tensor:
        """Causal-conv continuation states at the H future positions.

        h: (B, L, D) encoder output; fut_pe: (B, H, n_pe); fill: (B, H) the
        seasonal-naive future continuation. Returns (B, H, D).
        """
        # self.L is static (asserted == L in forward), so using it instead of
        # the traced h.shape[1] keeps dynamo from graph-splitting on a symint
        # bound.
        ft = self.fc_in_proj(torch.cat([fill.unsqueeze(-1), fut_pe], dim=-1))  # (B,H,D)
        seed = h[:, -min(self.fc_seed, self.L):, :]               # (B, seed, D)
        z = torch.cat([seed, ft], dim=1)                          # (B, seed+H, D)
        for blk in self.fc_blocks:                                # causal: no future leak
            z = blk(z)
        return z[:, -ft.shape[1]:, :]                             # (B, H, D)

    @torch.compiler.disable()
    def _detect_periods(
        self, x_fp32: torch.Tensor,
    ) -> tuple[torch.Tensor, torch.Tensor, torch.Tensor]:
        """Run the significance-filtered periodogram in fp32 (no grad).

        @torch.compiler.disable: the periodogram uses a complex rfft that
        Inductor cannot codegen: left inside the compiled graph it forces an
        eager fallback + graph break every forward, early in `forward`, blocking
        fusion of the whole conv encoder/decoder downstream. Disabling compile on
        this (no_grad, fp32, produces integer periods the rest only reads) makes a
        clean eager boundary: the FFT runs eager, everything after fuses. Output
        bit-identical (only where it compiles changes).

        Returns ``(periods, n_valid, scores)``: the integer periods (0 =
        rejected), the count of significant periods per sample, and the
        per-period periodogram scores. ``n_valid`` is the periodicity-strength
        signal the significance gate reads.
        """
        B, L = x_fp32.shape
        if self.periodogram_off:
            # Control: no period detection → phase encoding zeros out, phase
            # machinery is inert. Tests whether the conv backbone matches with
            # a phase-free (recency-only) decoder.
            z = torch.zeros(B, self.K, dtype=torch.long, device=x_fp32.device)
            return (z, torch.zeros(B, dtype=torch.long, device=x_fp32.device),
                    torch.zeros(B, self.K, device=x_fp32.device))
        with torch.no_grad():
            periods, scores, n_valid = significant_periods(
                x_fp32,
                min_period=2,
                max_period=L // 2,
                top_k=self.K,
                significance_alpha=self.significance_alpha,
            )
        periods = periods.long()
        if self.min_cycles > 0:
            # "Do no harm": only TRUST a period with >= min_cycles full
            # cycles in the window (period <= L/min_cycles). Periods too long
            # to be reliably estimated (e.g. an 8640-sample daily cycle in a
            # 2048 window) are zeroed → the significance gate routes those
            # series to the recency/local path instead of mis-locking phase.
            max_p = L // self.min_cycles
            keep = (periods > 0) & (periods <= max_p)
            periods = torch.where(keep, periods, torch.zeros_like(periods))
            n_valid = keep.sum(dim=1).long()
        return periods, n_valid.long(), scores.float()

    def _pool(self, h: torch.Tensor) -> torch.Tensor:
        """Pool encoder output to a fixed-size summary.

        h: (B, L, D)
        Returns: (B, pool_dim)
        """
        if self.pool_kind == "mean":
            return h.mean(dim=1)
        if self.pool_kind == "last":
            return h[:, -1, :]
        # mean_last:
        return torch.cat([h.mean(dim=1), h[:, -1, :]], dim=-1)

    def _scatter_profile(
        self, h: torch.Tensor, bins: torch.Tensor, nb: int,
        weight: torch.Tensor | None = None,
    ) -> torch.Tensor:
        """Weighted scatter-mean (+ optional per-bin variance) of h into nb bins.

        h:      (B, L, D)
        bins:   (B, L) int in [0, nb)
        weight: (B, L) non-negative, or None for uniform.
        Returns (B, nb, stat_mult·D): per-bin mean, then per-bin variance if
        ``phase_stats == 'mean_var'``. Empty bins → global mean
        (and zero variance).
        """
        B, L, D = h.shape
        oh = F.one_hot(bins, nb).to(h.dtype)                        # (B,L,nb)
        if weight is not None:
            oh = oh * weight.unsqueeze(-1)
        cnt = oh.sum(dim=1).unsqueeze(-1)                           # (B,nb,1)
        denom = cnt.clamp(min=1e-6)
        mean = torch.bmm(oh.transpose(1, 2), h) / denom            # (B,nb,D)
        gmean = h.mean(dim=1, keepdim=True)                        # (B,1,D)
        empty = cnt <= 0
        mean = torch.where(empty, gmean.expand(B, nb, D), mean)
        if self.phase_stats == "mean_var":
            sq = torch.bmm(oh.transpose(1, 2), h * h) / denom      # E[h²]
            var = (sq - mean * mean).clamp(min=0.0)
            var = torch.where(empty, torch.zeros_like(var), var)
            return torch.cat([mean, var], dim=-1)                  # (B,nb,2D)
        return mean                                                # (B,nb,D)

    def _recency_weight(self, L: int, device) -> torch.Tensor | None:
        """exp recency weight over context positions: recent positions weigh
        more, so the folded profile tracks the CURRENT regime's waveform rather
        than the window average. None if tau<=0 (uniform)."""
        if self.phase_recency_tau <= 0.0:
            return None
        t = torch.arange(L, device=device).float()
        dist = (L - 1 - t) / L                                      # 0 at now
        return torch.exp(-dist / self.phase_recency_tau).view(1, L)

    def _phase_profile(
        self, h: torch.Tensor, periods: torch.Tensor,
    ) -> torch.Tensor:
        """Period-fold the encoder output into per-phase profiles.

        Returns (B, K, n_bins, stat_mult·D). Each detected period p_k folds
        the sequence into n_bins phase bins; per bin we keep the (recency-
        weighted) mean [and variance]. Empty bins → global mean.
        """
        B, L, D = h.shape
        K, nb = self.K, self.phase_bins
        t = torch.arange(L, device=h.device).view(1, L).float()    # (1,L)
        p_safe = periods.clamp(min=1).float()                      # (B,K)
        weight = self._recency_weight(L, h.device)
        if weight is not None:
            weight = weight.expand(B, L)
        profs = []
        for k in range(K):
            frac = (t % p_safe[:, k:k + 1]) / p_safe[:, k:k + 1]   # (B,L)
            bins = torch.clamp((frac * nb).long(), max=nb - 1)     # (B,L)
            profs.append(self._scatter_profile(h, bins, nb, weight))
        return torch.stack(profs, dim=1)                           # (B,K,nb,S·D)

    def _gather_phase(
        self, prof: torch.Tensor, fut_pos: torch.Tensor,
        periods: torch.Tensor, weight: torch.Tensor | None = None,
    ) -> torch.Tensor:
        """Gather each future query's matching phase bin per period, mix → D.

        prof: (B, K, n_bins, S·D); fut_pos: (B, H); periods: (B, K).
        weight: optional (B,K) per-period reliability weight (period_trust).
        Returns (B, H, D).
        """
        B, K, nb, SD = prof.shape
        H = fut_pos.shape[1]
        p_safe = periods.clamp(min=1).float().view(B, 1, K)        # (B,1,K)
        frac = (fut_pos.unsqueeze(-1).float() % p_safe) / p_safe   # (B,H,K)
        fbins = torch.clamp((frac * nb).long(), max=nb - 1)        # (B,H,K)
        idx = fbins.permute(0, 2, 1).unsqueeze(-1).expand(B, K, H, SD)
        gathered = torch.gather(prof, 2, idx)                      # (B,K,H,S·D)
        if weight is not None:
            gathered = gathered * weight.view(B, K, 1, 1).to(gathered.dtype)
        gathered = gathered.permute(0, 2, 1, 3).reshape(B, H, K * SD)
        return self.phase_mix(gathered)                            # (B,H,D)

    def _period_trust_weights(
        self, periods: torch.Tensor, scores: torch.Tensor,
    ) -> torch.Tensor:
        """Hyperparameter-free per-period reliability weight w_k∈[0,1] (B,K).

        ln-coverage = ln(L/period) (data/structure-determined); for 'full' also
        the significance margin ln(s_k/t_alpha) (s_k = the periodogram score,
        t_alpha = data-determined Bonferroni threshold). The sigmoid crossover
        is LEARNED (the linear layer's weights and bias), not a hand-set
        threshold. 0 on rejected slots.
        """
        valid = periods > 0
        logcov = torch.log(float(self.L) / periods.clamp(min=1).float())   # (B,K)
        if self.period_trust == "coverage":
            feat = logcov.unsqueeze(-1)                                     # (B,K,1)
        else:
            margin = torch.log(scores.clamp(min=1e-12) / self._t_alpha)    # >=0 for survivors
            feat = torch.stack([margin, logcov], dim=-1)                   # (B,K,2)
        w = torch.sigmoid(self.pt(feat.to(self.pt.weight.dtype))).squeeze(-1)
        return torch.where(valid, w, torch.zeros_like(w))

    def _recency_feat(self, h: torch.Tensor) -> torch.Tensor:
        """Recency-binned profile: bin context positions by
        log-distance-from-now and pool. Always valid (no period needed);
        the aperiodic content path. Flattened to a single (B, D) descriptor
        (broadcast to all horizons; the query's own PE carries how-far-ahead).
        """
        B, L, D = h.shape
        rb = self.recency_bins
        t = torch.arange(L, device=h.device).view(1, L).float().expand(B, L)
        dist = (L - 1 - t).clamp(min=0.0)                          # 0=now
        frac = torch.log1p(dist) / math.log1p(float(L - 1) + 1e-9)
        bins = torch.clamp((frac * rb).long(), max=rb - 1)         # (B,L)
        prof = self._scatter_profile(h, bins, rb, None)           # (B,rb,S·D)
        return self.recency_mix(prof.reshape(B, rb * self.stat_mult * D))

    def _cross_cycle_profile(
        self, h: torch.Tensor, periods: torch.Tensor,
    ) -> torch.Tensor:
        """Cross-cycle conv, true ragged form.

        For the dominant period p0, fold the sequence into a
        [cycles-back-from-now × phase] grid (B, nc, nb, D) by scatter-mean,
        then convolve ACROSS the cycle axis at fixed phase (depthwise conv1d
        over nc), modelling how each phase evolves cycle-to-cycle ("every
        Monday 9am, trending up"). Read out the most-recent cycle (post-conv,
        so it has seen the trend). Returns a (B, nb, D) phase profile the
        decoder gathers by its own phase.

        Per-sample period handled like phase-binning: phase resampled to nb
        fixed bins; cycles-back clamped to nc (older cycles fold into the
        oldest slot). Attention-free, fixed-shape, batchable.
        """
        B, L, D = h.shape
        nb, nc = self.cc_bins, self.cc_cycles
        t = torch.arange(L, device=h.device).view(1, L).float()    # (1,L)
        p0 = periods[:, :1].clamp(min=1).float()                   # (B,1)
        pbin = torch.clamp(((t % p0) / p0 * nb).long(), max=nb - 1)  # (B,L)
        cyc = torch.clamp(((L - 1 - t) // p0).long(), max=nc - 1)   # (B,L) 0=now
        comb = (cyc * nb + pbin).clamp(min=0, max=nc * nb - 1)      # (B,L)
        oh = F.one_hot(comb, nc * nb).to(h.dtype)                  # (B,L,nc·nb)
        cnt = oh.sum(dim=1).unsqueeze(-1).clamp(min=1e-6)
        grid = (torch.bmm(oh.transpose(1, 2), h) / cnt).view(B, nc, nb, D)
        # conv across cycles (nc) at fixed phase, per channel.
        x = grid.permute(0, 2, 3, 1).reshape(B * nb, D, nc)        # (B·nb, D, nc)
        x = self.cc_conv(x).reshape(B, nb, D, nc)
        return x[..., 0]                                           # most-recent cycle (B,nb,D)

    @staticmethod
    def _prefix_integral(
        f: torch.Tensor, Csum: torch.Tensor, xpad: torch.Tensor, L: int,
    ) -> torch.Tensor:
        """Integral of piecewise-constant x from 0 to fractional position f.
        f: (B,M) in native units. Csum: (B,L+1) prefix sums; xpad: (B,L+1)."""
        fc = f.clamp(0.0, float(L))
        k = torch.floor(fc).long()
        rem = (fc - k.float()).to(Csum.dtype)
        return torch.gather(Csum, 1, k) + rem * torch.gather(xpad, 1, k)

    def _resolution_adapt(
        self, x: torch.Tensor, periods: torch.Tensor, H: int,
    ) -> tuple[torch.Tensor, torch.Tensor, torch.Tensor]:
        """Resolution adaptation (the TinyCast premise; zero params).

        Resample the context onto a canonical-period grid so the fixed dilation
        schedule spans consistent CYCLE-fractions across all sampling rates: the
        dominant detected period is warped to ``res_period_target`` samples/cycle.
        All detected periods scale by the same ratio; the future native horizon
        is queried at its canonical-mapped position (decoder is position-
        parameterized, so outputs are native values and no output resampling
        is needed).

        Returns (x_canon (B,L), periods_canon (B,K), fut_pos_canon (B,H) float).
        Aperiodic series (dominant period 0) pass through unchanged (r=1).
        """
        B, L = x.shape
        pt = float(self.res_period_target)
        p0 = periods[:, 0].float()                                  # (B,) dominant
        r = torch.where(p0 > 0, pt / p0.clamp(min=1.0), torch.ones_like(p0))
        # res_r_max=1.0 → downsample-only (high-freq squeezed to canonical;
        # low-freq left at native, no history truncation / no Δ blow-up).
        r = r.clamp(0.05, self.res_r_max).view(B, 1)                # canonical per native
        j = torch.arange(L, device=x.device).view(1, L).float()     # canonical idx 0..L-1
        # native time (center) for canonical index j; now = most recent canonical.
        t = (L - 1) - ((L - 1) - j) / r                             # (B,L), <0 = pre-context
        # Upsample/identity (r>=1): linear interpolation (true pass-through at
        # r=1). Downsample (r<1): area-average over the native window w=1/r,
        # ANTI-ALIASED (averages the whole window, not 2 endpoints). Zero params.
        t0 = torch.floor(t)
        frac = (t - t0).to(x.dtype)
        x_lin = (torch.gather(x, 1, t0.clamp(0, L - 1).long()) * (1.0 - frac)
                 + torch.gather(x, 1, (t0 + 1).clamp(0, L - 1).long()) * frac)
        w = 1.0 / r                                                 # (B,1) native window width
        lo, hi = t - w / 2.0, t + w / 2.0
        Csum = F.pad(x.cumsum(dim=1), (1, 0))                       # (B,L+1): Csum[k]=Σ x[:k]
        xpad = F.pad(x, (0, 1))                                     # (B,L+1): x[L]=0
        denom = (hi.clamp(0.0, L) - lo.clamp(0.0, L)).clamp(min=1e-6)
        x_area = (self._prefix_integral(hi, Csum, xpad, L)
                  - self._prefix_integral(lo, Csum, xpad, L)) / denom
        x_canon = torch.where(r < 1.0, x_area, x_lin)              # anti-alias only on downsample
        x_canon = x_canon * (t >= 0).to(x.dtype)                   # mask pre-context → 0
        periods_canon = torch.round(periods.float() * r).long()
        periods_canon = torch.where(
            periods > 0, periods_canon.clamp(min=2), torch.zeros_like(periods),
        )
        h_steps = torch.arange(1, H + 1, device=x.device).view(1, H).float()
        fut_pos_canon = (L - 1) + h_steps * r                       # (B,H) canonical
        return x_canon, periods_canon, fut_pos_canon

    def _seasonal_naive(
        self, x: torch.Tensor, fut_pos: torch.Tensor, periods: torch.Tensor,
    ) -> torch.Tensor:
        """Value-space seasonal-naive baseline (zero params).

        Fold the (normalized) input x by the dominant period into phase bins,
        take the per-phase mean VALUE, and gather the bin matching each future
        query's phase. The network then learns only the residual on top of this
        baseline: a target reframe, not added model complexity. Aperiodic /
        empty-bin → fall back to the context mean (persistence-of-level).

        x: (B, L)  fut_pos: (B, H)  periods: (B, K)  →  (B, H)
        """
        B, L = x.shape
        nb = self.phase_bins if self.phase_bins > 0 else 16
        t = torch.arange(L, device=x.device).view(1, L).float()
        p0 = periods[:, :1].clamp(min=1).float()                   # (B,1) dominant
        pbin = torch.clamp(((t % p0) / p0 * nb).long(), max=nb - 1)  # (B,L)
        oh = F.one_hot(pbin, nb).to(x.dtype)                       # (B,L,nb)
        cnt = oh.sum(dim=1)                                        # (B,nb)
        base = torch.bmm(oh.transpose(1, 2), x.unsqueeze(-1)).squeeze(-1)  # (B,nb)
        gmean = x.mean(dim=1, keepdim=True)                       # (B,1)
        base = torch.where(cnt > 0, base / cnt.clamp(min=1.0), gmean.expand(B, nb))
        fb = torch.clamp((fut_pos.float() % p0) / p0 * nb, max=nb - 1).long()  # (B,H)
        return torch.gather(base, 1, fb)                          # (B,H)

    def _super_naive(
        self, x: torch.Tensor, fut_pos: torch.Tensor, periods: torch.Tensor,
    ) -> torch.Tensor:
        """Multi-seasonal "super-naive" baseline (zero params).

        Greedy additive decomposition over ALL significant periods: start from
        the context mean, then for each significant period (strongest first)
        fold the running residual into per-phase means, subtract it (deflate),
        and accumulate that component's value at the future phase. Result:
        baseline(L+h) = mean + Σ_k s_k[phase_k(L+h)], the genuine multi-period
        seasonal-naive forecast. Non-significant periods (p=0) contribute zero.

        x: (B, L)  fut_pos: (B, H)  periods: (B, K)  →  (B, H)
        """
        B, L = x.shape
        H = fut_pos.shape[1]
        nb = self.phase_bins if self.phase_bins > 0 else 16
        t = torch.arange(L, device=x.device).view(1, L).float()
        if self.residual_trend:
            # Level term = linear trend (closed-form LS), extrapolated forward.
            # baseline = trend + seasonal, the classical decomposition.
            tc = t - t.mean()                                     # centered (1,L)
            xc = x - x.mean(dim=1, keepdim=True)                  # (B,L)
            slope = (tc * xc).sum(1, keepdim=True) / (tc * tc).sum().clamp(min=1.0)
            intercept = x.mean(dim=1, keepdim=True)               # value at centered t=0
            tmean = t.mean()
            trend_ctx = intercept + slope * (t - tmean)           # (B,L)
            r = x - trend_ctx                                     # de-trended residual
            baseline = intercept + slope * (fut_pos.float() - tmean)  # (B,H) trend extrap
        else:
            mean = x.mean(dim=1, keepdim=True)                    # (B,1)
            r = x - mean                                          # residual
            baseline = mean.expand(B, H).clone()                  # (B,H)
        for k in range(self.K):
            pk = periods[:, k:k + 1].float()                      # (B,1), 0 if not sig
            sig = (pk > 0).to(x.dtype)                            # (B,1)
            pks = pk.clamp(min=1.0)
            pbin = torch.clamp((t % pks) / pks * nb, max=nb - 1).long()   # (B,L)
            oh = F.one_hot(pbin, nb).to(x.dtype)                 # (B,L,nb)
            cnt = oh.sum(dim=1).clamp(min=1.0)                   # (B,nb)
            s_k = torch.bmm(oh.transpose(1, 2), r.unsqueeze(-1)).squeeze(-1) / cnt
            s_k = s_k * sig                                      # (B,nb), zero if not sig
            r = r - torch.gather(s_k, 1, pbin)                   # deflate
            fb = torch.clamp((fut_pos.float() % pks) / pks * nb, max=nb - 1).long()
            baseline = baseline + torch.gather(s_k, 1, fb)       # (B,H)
        return baseline

    def _gather_cc(
        self, cc_prof: torch.Tensor, fut_pos: torch.Tensor,
        periods: torch.Tensor,
    ) -> torch.Tensor:
        """Gather each future query's matching phase bin from the cross-cycle
        profile (dominant period), mix → D. cc_prof: (B,nb,D)."""
        B, nb, D = cc_prof.shape
        H = fut_pos.shape[1]
        p0 = periods[:, :1].clamp(min=1).float()                   # (B,1)
        fb = torch.clamp((fut_pos.float() % p0) / p0 * nb, max=nb - 1).long()
        gathered = torch.gather(cc_prof, 1, fb.unsqueeze(-1).expand(B, H, D))
        return self.cc_mix(gathered)                               # (B,H,D)

    # ---- forward ----------------------------------------------------------

    def _local_anchor_channels(
        self, x: torch.Tensor, scale_factor: torch.Tensor | float | None,
    ) -> torch.Tensor:
        """Two causal local-statistics channels exposing the recent level/scale to
        the encoder (the gradient-connected re-anchoring signal WindowMinMax lacks):
          ch1 = (x_t - m_t) / (s_t + eps)   local-scale residual (a causal z-score)
          ch2 = log(s_t + eps)              log local scale (global normed range ~= 1)
        m_t, s_t = causal boxcar mean / std over a trailing window w ~ one canonical
        period round(base_seasonality / scale_factor), clamped [8, L//4], fallback 64.
        Vectorized via cumsum + per-sample-window gather (O(L), no python loop).
        """
        B, L = x.shape
        device = x.device
        if scale_factor is not None:
            sf = (scale_factor if torch.is_tensor(scale_factor)
                  else x.new_tensor(scale_factor)).reshape(-1).float()
            if sf.numel() == 1:
                sf = sf.expand(B)
            w = (self.base_seasonality / sf.clamp(min=1e-3)).round().long()
            w = w.clamp(min=8, max=max(8, L // 4))
        else:
            w = torch.full((B,), 64, device=device, dtype=torch.long)
        # Center by the per-series mean before a FP32 cumsum. The two-pass variance
        # (E[x^2]-E[x]^2) over a length-L cumsum otherwise suffers catastrophic
        # cancellation on long flat/sparse regions; variance is shift-invariant, so
        # centering changes nothing but keeps the cumsum magnitudes small enough that
        # fp32 stays accurate there, at no extra memory.
        xf = x.float()
        xc = xf - xf.mean(dim=1, keepdim=True)
        cs = F.pad(torch.cumsum(xc, dim=1), (1, 0))           # (B, L+1), cs[:,0]=0
        cs2 = F.pad(torch.cumsum(xc * xc, dim=1), (1, 0))
        t = torch.arange(L, device=device).view(1, L).expand(B, L)
        lo = (t - w.view(B, 1) + 1).clamp(min=0)              # trailing-window start
        cnt = (t - lo + 1).float()                            # window length (>= 1)
        sum_x = cs.gather(1, t + 1) - cs.gather(1, lo)
        sum_x2 = cs2.gather(1, t + 1) - cs2.gather(1, lo)
        m = sum_x / cnt                                       # centered local mean
        s = (sum_x2 / cnt - m * m).clamp(min=0.0).sqrt()      # local std (shift-invariant)
        eps = 1e-4   # floor vs the unit normed range -> flat regions give ch1 ~ 0, no blowup
        ch1 = (xc - m) / (s + eps)                            # = (x - local mean)/(s+eps)
        ch2 = torch.log(s + eps)
        return torch.stack([ch1, ch2], dim=-1).to(x.dtype)    # (B, L, 2)

    def forward(
        self,
        x_normed: torch.Tensor,
        nan_mask: torch.Tensor | None = None,
        scale_factor: torch.Tensor | float | None = None,
        horizon: int | None = None,
    ) -> torch.Tensor:
        # observed-mask (1=observed, 0=missing) for the missing-value channel.
        # res_adaptive is rejected with missing_channel (see __init__), so this
        # mask stays aligned with x throughout.
        obs_mask = None
        if self.missing_channel and nan_mask is not None:
            obs_mask = nan_mask[..., 0] if nan_mask.dim() == 3 else nan_mask  # (B,L)

        if x_normed.dim() == 3 and x_normed.shape[-1] > 1:
            x = x_normed[..., 0]
        elif x_normed.dim() == 3:
            x = x_normed.squeeze(-1)
        else:
            x = x_normed                                            # (B, L)

        x = torch.nan_to_num(x, nan=0.0, posinf=0.0, neginf=0.0)
        B, L = x.shape
        assert L == self.L, f"context length mismatch: got {L}, expected {self.L}"
        H = self.p_out if horizon is None else int(horizon)
        device = x.device

        # Period detection in fp32 (no grad).
        periods, n_valid, scores = self._detect_periods(x.float())  # (B,K),(B,),(B,K)

        # Resolution adaptation: warp context to a canonical cycle-resolution so
        # the fixed dilations span consistent cycle-fractions across rates.
        if self.res_adaptive:
            x, periods, fut_pos = self._resolution_adapt(x, periods, H)
            ctx_pos = torch.arange(L, device=device).view(1, L).expand(B, L)
        else:
            ctx_pos = torch.arange(L, device=device).view(1, L).expand(B, L)
            fut_pos = torch.arange(L, L + H, device=device).view(1, H).expand(B, H)
        with torch.amp.autocast(
            device_type=device.type if x.is_cuda else "cpu", enabled=False,
        ):
            ctx_pe = _positional_encoding(
                ctx_pos, periods, L, n_harmonics=self.n_harmonics,
            )
            fut_pe = _positional_encoding(
                fut_pos, periods, L, n_harmonics=self.n_harmonics,
            )
        ctx_pe = ctx_pe.to(x.dtype)
        fut_pe = fut_pe.to(x.dtype)

        # Per-period reliability weight (period_trust; off in the released config).
        # Down-weight unreliable/spurious periods continuously. Applied to the
        # phase-encoding channels here, and to the phase-binning gather + gate below.
        ptw = None
        if self.pt is not None:
            ptw = self._period_trust_weights(periods, scores).to(x.dtype)  # (B,K)
            # phase channels are the first n_phase cols, laid out per period as
            # n_harmonics*2 consecutive channels → repeat each w_k that many times.
            rep = self.n_harmonics * 2
            chan_w = ptw.repeat_interleave(rep, dim=1).view(B, 1, -1)        # (B,1,n_phase)
            np_ = chan_w.shape[-1]
            ctx_pe = torch.cat([ctx_pe[..., :np_] * chan_w, ctx_pe[..., np_:]], dim=-1)
            fut_pe = torch.cat([fut_pe[..., :np_] * chan_w, fut_pe[..., np_:]], dim=-1)

        # Embed context.
        if self.decompose_kernel > 0:
            # moving-average series decomposition: moving-average trend +
            # seasonal residual, fed as two channels.
            k = self.decompose_kernel
            pad = k // 2
            xp = F.pad(x.unsqueeze(1), (pad, pad), mode="replicate")  # (B,1,L+2pad)
            trend = F.avg_pool1d(xp, kernel_size=k, stride=1)[..., :L].squeeze(1)
            seasonal = x - trend
            value_ch = torch.stack([trend, seasonal], dim=-1)       # (B,L,2)
        else:
            value_ch = x.unsqueeze(-1)                              # (B,L,1)
        if self.missing_channel and obs_mask is not None:
            value_ch = torch.cat(
                [value_ch, obs_mask.unsqueeze(-1).to(value_ch.dtype)], dim=-1
            )                                                       # (B,L,nv+1)
        if self.local_anchor:
            value_ch = torch.cat(
                [value_ch, self._local_anchor_channels(x, scale_factor)], dim=-1
            )                                                       # (B,L,nv+2)
        ctx_in = torch.cat([value_ch, ctx_pe], dim=-1)             # (B,L,nv+n_pe)
        h = self.in_proj(ctx_in)                                    # (B, L, D)

        # Dilated-conv encoder.
        for block in self.encoder:
            h = block(h)

        # Per-horizon context feature: static pooled summary, broadcast to all H.
        summary = self._pool(h)                                     # (B, pool_dim)
        ctx_feat = summary.unsqueeze(1).expand(B, H, -1)            # (B, H, pool_dim)

        # Decoder: per-horizon query from PE(L+h) + context feature
        # [+ phase profile] [+ recency profile] [+ cross-cycle feat].
        q_parts = [fut_pe, ctx_feat]

        phase_feat = None
        if self.phase_mix is not None:
            prof = self._phase_profile(h, periods)                  # (B,K,nb,S·D)
            phase_feat = self._gather_phase(prof, fut_pos, periods, weight=ptw)  # (B,H,D)

        rec_feat = None
        if self.recency_mix is not None:
            rec_feat = self._recency_feat(h).unsqueeze(1).expand(B, H, self.D)

        if self.sig_gate and phase_feat is not None and rec_feat is not None:
            # Blend by periodicity strength: many significant periods → trust
            # the phase profile; few/none → lean on the recency profile. With
            # period_trust, use the soft Σw instead of the integer n_valid.
            strength = ptw.sum(dim=1) if ptw is not None else n_valid.float()
            g = (strength / float(self.K)).clamp(0.0, 1.0).view(B, 1, 1)
            q_parts.append(g * phase_feat + (1.0 - g) * rec_feat)
        else:
            if phase_feat is not None:
                q_parts.append(phase_feat)
            if rec_feat is not None:
                q_parts.append(rec_feat)

        if self.cross_cycle:
            cc_prof = self._cross_cycle_profile(h, periods)         # (B,nb,D)
            q_parts.append(self._gather_cc(cc_prof, fut_pos, periods))  # (B,H,D)

        q_in = torch.cat(q_parts, dim=-1)
        q = self.query_proj(q_in)                                   # (B, H, D)

        if self.future_conv:
            # Horizon-axis evolving states from a causal conv over context-tail
            # + seasonal-naive fill, injected additively (fc_out zero-init =>
            # exact baseline at init). Gives the static-summary decoder the
            # per-horizon dynamics it lacks.
            fill = self._seasonal_naive(x, fut_pos, periods)        # (B, H)
            fut_states = self._future_conv_states(h, fut_pe, fill)  # (B, H, D)
            q = q + self.fc_out(fut_states)

        for ffn, norm in zip(self.decoder_ffns, self.decoder_norms):
            q = _norm_fp32(norm, q + ffn(q))

        if self.horizon_conv is not None:
            # Causal conv over the horizon axis: pad (k-1) on the left so step
            # h sees only h, h-1, …, h-(k-1): no future leakage, any H.
            qt = F.pad(q.transpose(1, 2), (self.horizon_kernel - 1, 0))
            hc = self.horizon_conv(qt).transpose(1, 2)             # (B,H,D)
            q = _norm_fp32(self.horizon_norm, q + hc)

        if self.hr_z is not None:
            # gated-recurrence decode-state: gated diagonal recurrence over the H axis.
            # Scans the query FEATURES only (no value feedback). Sequential
            # scan: the horizon is short, so this is cheap and stable.
            z = torch.sigmoid(self.hr_z(q))                        # (B,H,D) update gate
            c = torch.tanh(self.hr_c(q))                           # (B,H,D) candidate
            s = torch.zeros(B, self.D, dtype=q.dtype, device=q.device)
            states = []
            for t in range(q.shape[1]):
                s = (1.0 - z[:, t]) * s + z[:, t] * c[:, t]
                states.append(s)
            hstate = torch.stack(states, dim=1)                    # (B,H,D)
            q = _norm_fp32(self.hr_norm, q + self.hr_o(hstate))    # hr_o zero-init

        y = self.out_proj(q)                                        # (B, H, Q)


        if self.residual_naive:
            # Learn the residual over a (multi-)seasonal-naive baseline.
            if self.residual_multi:
                baseline = self._super_naive(x, fut_pos, periods)   # (B, H)
            else:
                baseline = self._seasonal_naive(x, fut_pos, periods)  # (B, H)
            y = y + baseline.unsqueeze(-1)

        return y