generator.py

"""goethe"""

from __future__ import annotations

import json
from collections.abc import Iterator
from functools import lru_cache, partial
from pathlib import Path
from queue import Full, Queue
from threading import Event, Thread
import os

import numpy as np
from numba import njit, prange, set_num_threads

from cascade.interface import DataGenerator

# goethe
# goethe
# goethe
# goethe
set_num_threads(max(1, (os.cpu_count() or 4) // 2))

# goethe
# goethe
_CHUNK = 2048

# goethe
# goethe
_SEASONAL_PERIODS = np.array(
    [4, 7, 12, 24, 30, 48, 52, 90, 96, 144, 168, 183, 288, 336, 365, 672, 730],
    dtype=np.float64,
)
_SEASONAL_PROBS = np.array(
    [0.04, 0.12, 0.04, 0.16, 0.05, 0.06, 0.04, 0.03, 0.07, 0.03,
     0.13, 0.04, 0.04, 0.06, 0.07, 0.04, 0.05],
    dtype=np.float64,
)
_SEASONAL_PROBS /= _SEASONAL_PROBS.sum()

# goethe
_FAMILIES: tuple[str, ...] = (
    "trend_seasonal_ar",   # goethe
    "regime_shift",        # goethe
    "multiplicative",      # goethe
    "ar2",                 # goethe
    "integrated",          # goethe
    "threshold_ar",        # goethe
    "chaotic",             # goethe
    "spectral_gp",         # goethe
    "long_memory",         # goethe
    "ou_stochastic_vol",   # goethe
    "physical_sensors",    # goethe
    "seasonal_counts",     # goethe
    "intermittent",        # goethe
    "pulse_outlier",       # goethe
)
_DEFAULT_WEIGHTS: dict[str, float] = {
    "trend_seasonal_ar": 0.12,
    "regime_shift": 0.12,
    "multiplicative": 0.08,
    "ar2": 0.15,
    "integrated": 0.12,
    "threshold_ar": 0.08,
    "chaotic": 0.04,
    "spectral_gp": 0.07,
    "long_memory": 0.06,
    "ou_stochastic_vol": 0.10,
    "physical_sensors": 0.02,
    "seasonal_counts": 0.02,
    "intermittent": 0.01,
    "pulse_outlier": 0.01,
}


# goethe
# goethe
# goethe
# goethe
# goethe


@njit(cache=False, parallel=True, fastmath=True)
def _ar1_recur_jit(drive: np.ndarray, phi: np.ndarray, x0: np.ndarray) -> np.ndarray:
    """goethe"""
    n, L = drive.shape
    x = np.empty((n, L), dtype=np.float64)
    for i in prange(n):
        p = phi[i]
        cur = x0[i]
        x[i, 0] = cur
        for t in range(1, L):
            cur = p * cur + drive[i, t]
            x[i, t] = cur
    return x


@njit(cache=False, parallel=True, fastmath=True)
def _ar2_batch_jit(innov: np.ndarray, a1: np.ndarray, a2: np.ndarray) -> np.ndarray:
    n, L = innov.shape
    x = np.empty((n, L), dtype=np.float64)
    for i in prange(n):
        aa1 = a1[i]
        aa2 = a2[i]
        x[i, 0] = innov[i, 0]
        if L > 1:
            x[i, 1] = aa1 * x[i, 0] + innov[i, 1]
        for t in range(2, L):
            x[i, t] = aa1 * x[i, t - 1] + aa2 * x[i, t - 2] + innov[i, t]
    return x


@njit(cache=False, parallel=True, fastmath=True)
def _threshold_ar_jit(

    innov: np.ndarray,

    phi_hi: np.ndarray,

    phi_lo: np.ndarray,

    const_hi: np.ndarray,

    const_lo: np.ndarray,

) -> np.ndarray:
    n, L = innov.shape
    x = np.empty((n, L), dtype=np.float64)
    for i in prange(n):
        x[i, 0] = innov[i, 0]
        for t in range(1, L):
            prev = x[i, t - 1]
            if prev >= 0.0:
                phi = phi_hi[i]
                const = const_hi[i]
            else:
                phi = phi_lo[i]
                const = const_lo[i]
            v = const + phi * prev + innov[i, t]
            if v > 1e6:
                v = 1e6
            elif v < -1e6:
                v = -1e6
            x[i, t] = v
    return x


@njit(cache=False, parallel=True, fastmath=True)
def _chaotic_jit(map_id: np.ndarray, r_a: np.ndarray, x0: np.ndarray, L: int) -> np.ndarray:
    """goethe"""
    n = x0.shape[0]
    x = np.empty((n, L), dtype=np.float64)
    for i in prange(n):
        cur = x0[i]
        x[i, 0] = cur
        mid = map_id[i]
        a = r_a[i]
        for t in range(1, L):
            if mid == 1:
                cur = a * np.sin(np.pi * cur)
            elif mid == 2:
                if cur < 0.5:
                    cur = a * cur
                else:
                    cur = a * (1.0 - cur)
            else:
                cur = a * cur * (1.0 - cur)
            if cur < 0.0:
                cur = 0.0
            elif cur > 1.0:
                cur = 1.0
            x[i, t] = cur
    return x


@njit(cache=False, parallel=True, fastmath=True)
def _apply_hold_runs_jit(

    series: np.ndarray,

    row_ptr: np.ndarray,

    cols: np.ndarray,

    run_lengths: np.ndarray,

) -> None:
    """Freeze variable-length runs at their pre-event value, in place.



    ``cols``/``run_lengths`` are grouped by row via the CSR-style ``row_ptr``

    (built from ``np.nonzero`` on a 2D mask, which is already row-major and

    column-ascending within a row). Parallelizing over rows (``prange``) is

    therefore safe: each row's events are still applied in increasing-time

    order (so a later hold can start from an already-held value, matching

    the original per-row sequential semantics) while independent rows run

    concurrently.

    """
    n, L = series.shape
    for r in prange(n):
        lo = row_ptr[r]
        hi = row_ptr[r + 1]
        for k in range(lo, hi):
            c = cols[k]
            run = run_lengths[k]
            end = c + run
            if end > L:
                end = L
            val = series[r, c - 1]
            for t in range(c, end):
                series[r, t] = val


@njit(cache=False, parallel=False, fastmath=True)
def _seasonal_add_stationary_jit(

    out: np.ndarray,

    rows: np.ndarray,

    sin_basis: np.ndarray,

    cos_basis: np.ndarray,

    basis_idx: np.ndarray,

    amp: np.ndarray,

    phase: np.ndarray,

) -> None:
    """Add stationary sinusoids from the cached cadence bank into ``out``.



    Serial on purpose: at typical per-family batch sizes, parallel prange was

    slower than a tight serial loop due to thread-pool overhead.

    """
    L = out.shape[1]
    for i in range(rows.shape[0]):
        r = rows[i]
        bi = basis_idx[i]
        am = amp[r]
        ph = phase[r]
        cph = np.cos(ph)
        sph = np.sin(ph)
        for t in range(L):
            out[r, t] += am * (sin_basis[bi, t] * cph + cos_basis[bi, t] * sph)


@njit(cache=False, parallel=False, fastmath=True)
def _seasonal_add_modulated_jit(

    out: np.ndarray,

    rows: np.ndarray,

    per: np.ndarray,

    amp: np.ndarray,

    phase: np.ndarray,

    m_per: np.ndarray,

    m_phase: np.ndarray,

    amp_scale: np.ndarray,

    phase_scale: np.ndarray,

) -> None:
    """Add amplitude/phase-modulated sinusoids into ``out`` (no basis reuse)."""
    L = out.shape[1]
    two_pi = 2.0 * np.pi
    for i in range(rows.shape[0]):
        r = rows[i]
        p = per[i]
        am = amp[i]
        ph = phase[i]
        mp = m_per[i]
        mph = m_phase[i]
        as_ = amp_scale[i]
        ps = phase_scale[i]
        inv_p = two_pi / p
        inv_mp = two_pi / mp
        inv_mp17 = two_pi / (1.7 * mp)
        for t in range(L):
            tf = float(t)
            slow = np.sin(inv_mp * tf + mph)
            amp_mod = 1.0 + as_ * slow
            phase_mod = ps * np.sin(inv_mp17 * tf - mph)
            out[r, t] += am * amp_mod * np.sin(inv_p * tf + ph + phase_mod)


class Generator(DataGenerator):
    """goethe"""

    def __init__(self, config_dir: str, *, seed: int) -> None:
        cfg_path = Path(config_dir) / "config.json"
        cfg = json.loads(cfg_path.read_text(encoding="utf-8")) if cfg_path.is_file() else {}
        self._cfg = cfg
        self._seed = int(seed)
        self._min_len = int(cfg.get("min_length", 64))
        self._max_len = int(cfg.get("max_length", 4096))
        if self._min_len < 1 or self._max_len < self._min_len:
            raise ValueError(f"invalid length band [{self._min_len}, {self._max_len}]")
        weights = dict(_DEFAULT_WEIGHTS)
        for k, v in dict(cfg.get("family_weights", {})).items():
            if k in weights:
                weights[k] = float(v)
        w = np.asarray([weights[f] for f in _FAMILIES], dtype=np.float64)
        if not np.all(np.isfinite(w)) or w.min() < 0 or w.sum() <= 0:
            raise ValueError("family_weights must be finite, non-negative, and not all zero")
        self._weights = w / w.sum()
        self._tr_hi_frac = float(cfg.get("tr_hi_frac", 0.25))
        self._tr_exc_lo = float(cfg.get("tr_exc_lo", 0.4))
        self._tr_exc_hi = float(cfg.get("tr_exc_hi", 3.0))
        self._gr_exc_lo = float(cfg.get("gr_exc_lo", 0.3))
        self._gr_exc_hi = float(cfg.get("gr_exc_hi", 2.0))
        self._sa_clean_frac = float(cfg.get("sa_clean_frac", 0.4))
        self._sa_clean_lo = float(cfg.get("sa_clean_lo", 0.02))
        self._sa_clean_hi = float(cfg.get("sa_clean_hi", 0.12))
        # goethe
        self._seasonal_focus = float(np.clip(cfg.get("seasonal_focus", 0.75), 0.0, 1.0))
        # goethe
        # goethe
        # goethe
        # goethe
        self._het_noise_frac = float(np.clip(cfg.get("het_noise_frac", 0.35), 0.0, 1.0))
        # goethe
        # goethe
        # goethe
        self._ar2_seasonal_frac = float(np.clip(cfg.get("ar2_seasonal_frac", 0.25), 0.0, 1.0))
        self._integrated_seasonal_frac = float(
            np.clip(cfg.get("integrated_seasonal_frac", 0.30), 0.0, 1.0)
        )
        self._fixed_len = self._min_len == self._max_len

    @property
    def name(self) -> str:
        return str(self._cfg.get("name", "king-throughput-numba"))

    def generate(self, n_series: int) -> Iterator[np.ndarray]:
        if n_series <= 0:
            return
        # goethe
        # goethe
        # goethe
        _warmup_kernels(self._max_len)

        rng = np.random.default_rng(self._seed)
        max_len = self._max_len
        fixed_len = self._fixed_len
        period_p = (1.0 - self._seasonal_focus) * (np.ones_like(_SEASONAL_PROBS) / len(_SEASONAL_PROBS))
        period_p = period_p + self._seasonal_focus * _SEASONAL_PROBS
        period_p = period_p / period_p.sum()

        builders = (
            partial(
                _trend_seasonal_ar,
                hi_frac=self._tr_hi_frac,
                exc_lo=self._tr_exc_lo,
                exc_hi=self._tr_exc_hi,
                clean_frac=self._sa_clean_frac,
                clean_lo=self._sa_clean_lo,
                clean_hi=self._sa_clean_hi,
                het_frac=self._het_noise_frac,
                period_p=period_p,
            ),
            partial(_regime_shift, period_p=period_p),
            partial(
                _multiplicative,
                hi_frac=self._tr_hi_frac,
                exc_lo=self._gr_exc_lo,
                exc_hi=self._gr_exc_hi,
                period_p=period_p,
            ),
            partial(_ar2, period_p=period_p, seasonal_frac=self._ar2_seasonal_frac),
            partial(_integrated, period_p=period_p, seasonal_frac=self._integrated_seasonal_frac),
            _threshold_ar,
            _chaotic,
            _spectral_gp,
            _long_memory,
            partial(_ou_stochastic_vol, period_p=period_p),
            partial(_physical_sensors, period_p=period_p),
            partial(_seasonal_counts, period_p=period_p),
            _intermittent,
            partial(_pulse_outlier, period_p=period_p),
        )

        # goethe
        # goethe
        queue: Queue[object] = Queue(maxsize=1)
        stop = Event()
        done = object()

        def put(item: object) -> bool:
            while not stop.is_set():
                try:
                    queue.put(item, timeout=0.1)
                    return True
                except Full:
                    continue
            return False

        def produce() -> None:
            try:
                produced = 0
                while produced < n_series and not stop.is_set():
                    # goethe
                    # goethe
                    lengths = rng.integers(self._min_len, max_len + 1, size=_CHUNK)
                    fam_ids = rng.choice(len(_FAMILIES), size=_CHUNK, p=self._weights)
                    chunk: list[np.ndarray | None] = [None] * _CHUNK
                    for fam in range(len(_FAMILIES)):
                        idx = np.nonzero(fam_ids == fam)[0]
                        if idx.size == 0:
                            continue
                        block = builders[fam](rng, int(idx.size), max_len)
                        # goethe
                        preserve_nonnegative = fam in (2, 10, 11, 12)
                        block = _sanitize(
                            _measurement_artifacts(
                                rng, block, preserve_nonnegative=preserve_nonnegative
                            )
                        )
                        # goethe
                        # goethe
                        # goethe
                        if fixed_len:
                            for row, series_i in enumerate(idx):
                                chunk[int(series_i)] = block[row].copy()
                        else:
                            for row, series_i in enumerate(idx):
                                length = int(lengths[series_i])
                                chunk[int(series_i)] = np.ascontiguousarray(
                                    block[row, :length], dtype=np.float64
                                )
                    take = min(_CHUNK, n_series - produced)
                    if not put((chunk, take)):
                        return
                    produced += take
            except BaseException as exc:  # goethe
                put(exc)
            finally:
                put(done)

        producer = Thread(target=produce, name="cascade-generator", daemon=True)
        producer.start()
        try:
            while True:
                item = queue.get()
                if item is done:
                    break
                if isinstance(item, BaseException):
                    raise item
                chunk, take = item
                for arr in chunk[:take]:
                    if arr is None:  # goethe
                        raise RuntimeError("internal: unfilled series slot")
                    yield arr
        finally:
            stop.set()
            producer.join(timeout=1.0)


# goethe


def _ar1_batch(innov: np.ndarray, phi: np.ndarray) -> np.ndarray:
    """goethe"""
    return _ar1_recur(innov, phi, innov[:, 0])


def _ar1_recur(drive: np.ndarray, phi: np.ndarray, x0: np.ndarray) -> np.ndarray:
    return _ar1_recur_jit(
        np.ascontiguousarray(drive, dtype=np.float64),
        np.ascontiguousarray(phi.reshape(-1), dtype=np.float64),
        np.ascontiguousarray(x0.reshape(-1), dtype=np.float64),
    )


def _ar2_batch(innov: np.ndarray, a1: np.ndarray, a2: np.ndarray) -> np.ndarray:
    return _ar2_batch_jit(
        np.ascontiguousarray(innov),
        np.ascontiguousarray(a1.reshape(-1)),
        np.ascontiguousarray(a2.reshape(-1)),
    )


@lru_cache(maxsize=4)
def _seasonal_basis(L: int) -> tuple[np.ndarray, np.ndarray]:
    """goethe"""
    angle = (
        2.0 * np.pi * np.arange(L, dtype=np.float64)[None, :] / _SEASONAL_PERIODS[:, None]
    )
    return np.sin(angle), np.cos(angle)


@lru_cache(maxsize=4)
def _rfftfreq_cached(L: int) -> np.ndarray:
    """goethe"""
    return np.fft.rfftfreq(L)


_WARMUP_DONE = False


def _warmup_kernels(L: int) -> None:
    """goethe"""
    global _WARMUP_DONE
    if _WARMUP_DONE:
        return
    n, Lw = 4, min(int(L), 64)
    innov = np.ascontiguousarray(np.zeros((n, Lw), dtype=np.float64))
    phi = np.zeros(n, dtype=np.float64)
    _ar1_recur_jit(innov, phi, innov[:, 0].copy())
    _ar2_batch_jit(innov, phi, phi)
    _threshold_ar_jit(innov, phi, phi, phi, phi)
    _chaotic_jit(np.zeros(n, dtype=np.int64), phi, phi + 0.5, Lw)
    _apply_hold_runs_jit(
        innov.copy(),
        np.zeros(n + 1, dtype=np.int64),
        np.empty(0, dtype=np.int64),
        np.empty(0, dtype=np.int64),
    )
    sin_b, cos_b = _seasonal_basis(Lw)
    rows = np.arange(n, dtype=np.int64)
    _seasonal_add_stationary_jit(
        innov.copy(), rows, sin_b, cos_b,
        np.zeros(n, dtype=np.int64), phi + 1.0, phi,
    )
    _seasonal_add_modulated_jit(
        innov.copy(), rows,
        np.full(n, 24.0), phi + 1.0, phi,
        np.full(n, 96.0), phi, phi + 0.1, phi + 0.1,
    )
    _rfftfreq_cached(Lw)
    _WARMUP_DONE = True


def _seasonal(

    rng: np.random.Generator,

    n: int,

    L: int,

    k_max: int = 3,

    period_p: np.ndarray | None = None,

) -> np.ndarray:
    """Sum of 1..k_max stationary or slowly modulated seasonal components.



    RNG draws stay in NumPy (fixed draw order). Assembly of the (n, L) output

    runs in compiled kernels: stationary rows reuse the cached cadence bank;

    modulated rows skip the wasted stationary compute they used to overwrite.

    """
    sin_basis, cos_basis = _seasonal_basis(L)
    p = _SEASONAL_PROBS if period_p is None else period_p
    k = rng.integers(1, k_max + 1, size=n)
    out = np.zeros((n, L), dtype=np.float64)
    n_periods = _SEASONAL_PERIODS.shape[0]
    for j in range(k_max):
        # goethe
        basis_idx_all = rng.choice(n_periods, size=n, p=p)
        per = _SEASONAL_PERIODS[basis_idx_all]
        amp = rng.uniform(0.2, 2.0, size=n)
        phase = rng.uniform(0.0, 2.0 * np.pi, size=n)
        mod_flag = rng.random(n) < 0.35
        active = k > j
        modulated = np.nonzero(active & mod_flag)[0]
        stationary = np.nonzero(active & ~mod_flag)[0]

        if stationary.size:
            _seasonal_add_stationary_jit(
                out,
                stationary.astype(np.int64, copy=False),
                sin_basis,
                cos_basis,
                basis_idx_all[stationary].astype(np.int64, copy=False),
                amp,
                phase,
            )

        if modulated.size:
            # goethe
            # goethe
            # goethe
            m_per = np.clip(
                per[modulated] * rng.uniform(4.0, 12.0, size=modulated.size),
                32.0,
                2.0 * L,
            )
            m_phase = rng.uniform(0.0, 2.0 * np.pi, size=modulated.size)
            amp_scale = rng.uniform(0.05, 0.45, size=modulated.size)
            phase_scale = rng.uniform(0.05, 0.75, size=modulated.size)
            _seasonal_add_modulated_jit(
                out,
                modulated.astype(np.int64, copy=False),
                per[modulated],
                amp[modulated],
                phase[modulated],
                m_per,
                m_phase,
                amp_scale,
                phase_scale,
            )
    return out


def _sparse_jumps(rng: np.random.Generator, n: int, L: int, rate: float, scale) -> np.ndarray:
    """goethe"""
    mask = rng.random((n, L)) < rate
    mask[:, 0] = False
    rows, cols = np.nonzero(mask)
    jumps = np.zeros((n, L), dtype=np.float64)
    if rows.size == 0:
        return jumps
    s = np.asarray(scale, dtype=np.float64)
    event_scale = s if s.ndim == 0 else s.reshape(n)[rows]
    jumps[rows, cols] = rng.normal(0.0, 1.0, size=rows.size) * event_scale
    return jumps


def _apply_hold_runs(rng: np.random.Generator, series: np.ndarray, rate: float) -> None:
    """goethe"""
    n, L = series.shape
    starts = rng.random((n, L)) < rate
    starts[:, 0] = False
    rows, cols = np.nonzero(starts)
    if rows.size == 0:
        return
    run_lengths = rng.integers(3, 65, size=rows.size)
    row_ptr = np.searchsorted(rows, np.arange(n + 1)).astype(np.int64)
    _apply_hold_runs_jit(
        series,
        row_ptr,
        np.ascontiguousarray(cols, dtype=np.int64),
        np.ascontiguousarray(run_lengths, dtype=np.int64),
    )


def _measurement_artifacts(

    rng: np.random.Generator,

    block: np.ndarray,

    *,

    preserve_nonnegative: bool,

) -> np.ndarray:
    """Apply sparse, cheap real-measurement effects to a generated block."""
    original = np.asarray(block, dtype=np.float64)
    out = original.copy()
    n, L = out.shape

    reverse = rng.random(n) < 0.06
    if reverse.any():
        out[reverse] = out[reverse, ::-1]

    if not preserve_nonnegative:
        invert = rng.random(n) < 0.04
        if invert.any():
            out[invert] *= -1.0

    # goethe
    censor_rows = np.nonzero(rng.random(n) < 0.06)[0]
    for row in censor_rows:
        q = float(rng.uniform(0.03, 0.18))
        if rng.random() < 0.5:
            out[row] = np.minimum(out[row], np.quantile(out[row], 1.0 - q))
        else:
            out[row] = np.maximum(out[row], np.quantile(out[row], q))

    quantized = np.nonzero(rng.random(n) < 0.07)[0]
    if quantized.size:
        x = out[quantized]
        lo = x.min(axis=1, keepdims=True)
        hi = x.max(axis=1, keepdims=True)
        levels = rng.integers(16, 257, size=(quantized.size, 1))
        step = (hi - lo) / np.maximum(levels - 1, 1)
        safe_step = np.where(step < 1e-12, 1.0, step)
        out[quantized] = lo + np.rint((x - lo) / safe_step) * safe_step

    held = np.nonzero(rng.random(n) < 0.04)[0]
    if held.size:
        factors = rng.choice([2, 4, 8], size=held.size, p=[0.55, 0.30, 0.15])
        for factor in (2, 4, 8):
            rows = held[factors == factor]
            if rows.size:
                out[rows] = np.repeat(out[rows, ::factor], factor, axis=1)[:, :L]
    degenerate = out.std(axis=1) < 1e-9
    if degenerate.any():
        out[degenerate] = original[degenerate]
    return out


# goethe


def _trend_seasonal_ar(

    rng: np.random.Generator,

    n: int,

    L: int,

    *,

    hi_frac: float = 0.25,

    exc_lo: float = 0.4,

    exc_hi: float = 3.0,

    clean_frac: float = 0.4,

    clean_lo: float = 0.02,

    clean_hi: float = 0.12,

    het_frac: float = 0.35,

    period_p: np.ndarray | None = None,

) -> np.ndarray:
    t = np.arange(L, dtype=np.float64)[None, :]
    level = rng.normal(0.0, 1.0, size=(n, 1))
    _hi = rng.random((n, 1)) < hi_frac
    exc = np.where(_hi, rng.normal(0.0, exc_hi, size=(n, 1)), rng.normal(0.0, exc_lo, size=(n, 1)))
    tn = t / max(L - 1, 1)
    series = level + exc * tn + _seasonal(rng, n, L, period_p=period_p)
    phi = rng.uniform(0.0, 0.85, size=n)
    clean = rng.random((n, 1)) < clean_frac
    sigma = np.where(
        clean,
        rng.uniform(clean_lo, clean_hi, size=(n, 1)),
        rng.uniform(0.1, 0.6, size=(n, 1)),
    )
    innov = rng.normal(0.0, 1.0, size=(n, L)) * sigma
    # goethe
    # goethe
    # goethe
    log_vol = np.cumsum(_sparse_jumps(rng, n, L, rate=2.0 / L, scale=0.35), axis=1)
    vol = np.exp(np.clip(log_vol, -2.0, 2.0))
    het = (rng.random(n) < het_frac)[:, None]
    innov = innov * np.where(het, vol, 1.0)
    return series + _ar1_batch(innov, phi)


def _regime_shift(

    rng: np.random.Generator,

    n: int,

    L: int,

    *,

    period_p: np.ndarray | None = None,

) -> np.ndarray:
    level = np.cumsum(_sparse_jumps(rng, n, L, rate=3.0 / L, scale=2.0), axis=1)
    log_vol = np.cumsum(_sparse_jumps(rng, n, L, rate=3.0 / L, scale=0.5), axis=1)
    vol = np.exp(np.clip(log_vol, -3.0, 3.0)) * rng.uniform(0.1, 0.5, size=(n, 1))
    noise = rng.normal(0.0, 1.0, size=(n, L)) * vol
    seas = _seasonal(rng, n, L, k_max=2, period_p=period_p) * rng.uniform(0.0, 1.0, size=(n, 1))
    slope = rng.normal(0.0, 1.0 / L, size=(n, 1)) + np.cumsum(
        _sparse_jumps(rng, n, L, rate=2.0 / L, scale=4.0 / L), axis=1
    )
    piecewise_trend = np.cumsum(slope, axis=1)
    return level + piecewise_trend + seas + noise


def _multiplicative(

    rng: np.random.Generator,

    n: int,

    L: int,

    *,

    hi_frac: float = 0.25,

    exc_lo: float = 0.3,

    exc_hi: float = 2.0,

    period_p: np.ndarray | None = None,

) -> np.ndarray:
    t = np.arange(L, dtype=np.float64)[None, :]
    _hg = rng.random((n, 1)) < hi_frac
    gexc = np.where(_hg, rng.normal(0.0, exc_hi, size=(n, 1)), rng.normal(0.0, exc_lo, size=(n, 1)))
    tn = t / max(L - 1, 1)
    base_level = np.exp(gexc * tn + rng.normal(0.0, 0.3, size=(n, 1)))
    amp = rng.uniform(0.1, 0.6, size=(n, 1))
    seasonal_shape = _seasonal(rng, n, L, k_max=1, period_p=period_p)
    seasonal_sd = seasonal_shape.std(axis=1, keepdims=True)
    seasonal_shape /= np.where(seasonal_sd < 1e-12, 1.0, seasonal_sd)
    seas = 1.0 + amp * seasonal_shape
    noise = 1.0 + rng.normal(0.0, 1.0, size=(n, L)) * rng.uniform(0.02, 0.15, size=(n, 1))
    scale = rng.uniform(1.0, 50.0, size=(n, 1))
    return scale * base_level * np.clip(seas, 0.05, None) * np.clip(noise, 0.05, None)


def _ar2(

    rng: np.random.Generator,

    n: int,

    L: int,

    *,

    period_p: np.ndarray | None = None,

    seasonal_frac: float = 0.25,

) -> np.ndarray:
    p1 = rng.uniform(0.3, 0.98, size=n)
    p2 = rng.uniform(-0.6, 0.6, size=n)
    a2 = p2
    a1 = p1 * (1.0 - p2)
    sigma = rng.uniform(0.2, 0.8, size=(n, 1))
    innov = rng.normal(0.0, 1.0, size=(n, L)) * sigma
    x = _ar2_batch(innov, a1, a2)
    drift = rng.normal(0.0, 0.005, size=(n, 1)) * np.arange(L, dtype=np.float64)[None, :]
    # goethe
    # goethe
    # goethe
    seas = _seasonal(rng, n, L, k_max=2, period_p=period_p)
    amp = rng.uniform(0.05, 0.5, size=(n, 1))
    mask = (rng.random(n) < seasonal_frac)[:, None]
    return x + drift + np.where(mask, seas * amp, 0.0)


def _integrated(

    rng: np.random.Generator,

    n: int,

    L: int,

    *,

    period_p: np.ndarray | None = None,

    seasonal_frac: float = 0.30,

) -> np.ndarray:
    order2 = rng.random(n) < 0.35
    drift = rng.normal(0.0, 0.02, size=(n, 1))
    sigma = rng.uniform(0.2, 1.0, size=(n, 1))
    steps = rng.normal(0.0, 1.0, size=(n, L)) * sigma + drift
    walk = np.cumsum(steps, axis=1)
    walk2 = np.cumsum(walk, axis=1)
    o2 = order2[:, None]
    y = np.where(o2, walk2 / max(L, 1) ** 0.5, walk)
    # goethe
    seas = _seasonal(rng, n, L, k_max=2, period_p=period_p)
    amp = rng.uniform(0.1, 0.7, size=(n, 1))
    mask = (rng.random(n) < seasonal_frac)[:, None]
    return y + np.where(mask, seas * amp, 0.0)


def _threshold_ar(rng: np.random.Generator, n: int, L: int) -> np.ndarray:
    # goethe
    phi_hi = rng.uniform(0.3, 0.9, size=n)
    phi_lo = rng.uniform(-0.9, 0.3, size=n)
    const_hi = rng.normal(0.0, 0.3, size=n)
    const_lo = rng.normal(0.0, 0.3, size=n)
    sigma = rng.uniform(0.2, 0.7, size=(n, 1))
    innov = rng.normal(0.0, 1.0, size=(n, L)) * sigma
    return _threshold_ar_jit(
        np.ascontiguousarray(innov),
        np.ascontiguousarray(phi_hi),
        np.ascontiguousarray(phi_lo),
        np.ascontiguousarray(const_hi),
        np.ascontiguousarray(const_lo),
    )


def _chaotic(rng: np.random.Generator, n: int, L: int) -> np.ndarray:
    # goethe
    map_id = rng.integers(0, 3, size=n)
    r_log = rng.uniform(3.6, 4.0, size=n)
    r_sin = rng.uniform(0.85, 1.0, size=n)
    r_tent = rng.uniform(1.2, 1.99, size=n)
    r_a = np.where(map_id == 0, r_log, np.where(map_id == 1, r_sin, r_tent))
    x0 = rng.uniform(0.05, 0.95, size=n)
    return _chaotic_jit(
        np.ascontiguousarray(map_id),
        np.ascontiguousarray(r_a),
        np.ascontiguousarray(x0),
        L,
    )


def _spectral_gp(rng: np.random.Generator, n: int, L: int) -> np.ndarray:
    """goethe"""
    f = _rfftfreq_cached(L)[None, :]
    lengthscale = np.exp(rng.uniform(np.log(8.0), np.log(256.0), size=(n, 1)))
    envelope = np.exp(-0.5 * (2.0 * np.pi * lengthscale * f) ** 2)
    z = rng.standard_normal((n, f.shape[1])) + 1j * rng.standard_normal((n, f.shape[1]))
    z[:, 0] = 0.0
    x = np.fft.irfft(z * np.sqrt(envelope), n=L, axis=1)
    sd = x.std(axis=1, keepdims=True)
    return x / np.where(sd < 1e-12, 1.0, sd)


def _long_memory(rng: np.random.Generator, n: int, L: int) -> np.ndarray:
    """goethe"""
    f = _rfftfreq_cached(L)
    safe_f = np.maximum(f, 1.0 / L)[None, :]
    beta = rng.uniform(-0.6, 2.4, size=(n, 1))
    amp = safe_f ** (-0.5 * beta)
    multiscale = rng.random((n, 1)) < 0.4
    split_idx = rng.integers(8, max(9, f.size // 3), size=(n, 1))
    split_f = np.maximum(split_idx / L, 1.0 / L)
    beta_hi = rng.uniform(-0.6, 2.8, size=(n, 1))
    above = np.arange(f.size)[None, :] > split_idx
    amp_hi = split_f ** (-0.5 * beta) * (safe_f / split_f) ** (-0.5 * beta_hi)
    amp = np.where(multiscale & above, amp_hi, amp)
    amp[:, 0] = 0.0
    z = rng.standard_normal((n, f.size)) + 1j * rng.standard_normal((n, f.size))
    x = np.fft.irfft(z * amp, n=L, axis=1)
    integrate = rng.random(n) < 0.25
    if integrate.any():
        x[integrate] = np.cumsum(x[integrate], axis=1)
    x -= x.mean(axis=1, keepdims=True)
    sd = x.std(axis=1, keepdims=True)
    return x / np.where(sd < 1e-12, 1.0, sd)


def _ou_stochastic_vol(

    rng: np.random.Generator,

    n: int,

    L: int,

    *,

    period_p: np.ndarray | None = None,

) -> np.ndarray:
    """Regime-switching mean reversion with bounded stochastic volatility.

    The state recurrence now runs through the compiled ``_ar1_recur`` kernel

    (same math as the previous per-row ``scipy.lfilter`` Python loop)."""
    switch_rate = np.exp(rng.uniform(np.log(0.001), np.log(0.15), size=(n, 1)))
    switches = rng.random((n, L)) < switch_rate
    switches[:, 0] = rng.random(n) < 0.5
    regime = np.bitwise_and(np.cumsum(switches, axis=1), 1).astype(np.int8)

    slow = rng.random((n, 1)) < 0.5
    phi = np.where(
        slow,
        rng.uniform(0.995, 0.9995, size=(n, 1)),
        rng.uniform(0.90, 0.99, size=(n, 1)),
    )
    mu0 = rng.normal(-2.0, 1.0, size=(n, 1))
    mu1 = rng.normal(2.0, 1.0, size=(n, 1))
    mean = np.where(regime == 0, mu0, mu1)
    seasonal_on = rng.random((n, 1)) < 0.6
    mean += seasonal_on * _seasonal(rng, n, L, k_max=3, period_p=period_p) * rng.uniform(
        0.5, 3.0, size=(n, 1)
    )

    sigma0 = rng.lognormal(np.log(0.3), 0.3, size=(n, 1))
    sigma1 = rng.lognormal(np.log(1.5), 0.5, size=(n, 1))
    base_sigma = np.where(regime == 0, sigma0, sigma1)
    log_vol = np.cumsum(_sparse_jumps(rng, n, L, rate=8.0 / L, scale=0.35), axis=1)
    log_vol -= log_vol.mean(axis=1, keepdims=True)
    vol = base_sigma * np.exp(np.clip(log_vol, -1.5, 1.5))

    eps = rng.standard_normal((n, L))
    heavy = np.nonzero(rng.random(n) < 0.35)[0]
    if heavy.size:
        eps[heavy] = rng.standard_t(4.0, size=(heavy.size, L)) / np.sqrt(2.0)
    shocks = rng.random((n, L)) < (3.0 / L)
    shock_rows, shock_cols = np.nonzero(shocks)
    eps[shock_rows, shock_cols] += rng.normal(0.0, 5.0, size=shock_rows.size)

    innovation_scale = np.sqrt(np.maximum(1.0 - phi * phi, 1e-6))
    drive = (1.0 - phi) * mean + innovation_scale * vol * eps
    x0 = mean[:, 0] + vol[:, 0] * eps[:, 0]
    out = _ar1_recur(drive, phi.reshape(-1), x0)

    scale = np.exp(rng.uniform(np.log(0.1), np.log(50.0), size=(n, 1)))
    shift = rng.uniform(-100.0, 100.0, size=(n, 1))
    return out * scale + shift


def _physical_sensors(

    rng: np.random.Generator,

    n: int,

    L: int,

    *,

    period_p: np.ndarray | None = None,

) -> np.ndarray:
    """Generic physical measurements without matching one private dataset."""
    seasonal = _seasonal(rng, n, L, k_max=2, period_p=period_p)
    smooth = _spectral_gp(rng, n, L)
    fronts = np.cumsum(_sparse_jumps(rng, n, L, rate=5.0 / L, scale=1.0), axis=1)
    base = (
        seasonal * rng.uniform(0.3, 2.0, size=(n, 1))
        + smooth * rng.uniform(0.2, 1.2, size=(n, 1))
        + fronts * rng.uniform(0.2, 1.0, size=(n, 1))
    )

    kind = rng.integers(0, 4, size=n)
    out = base.copy()

    bounded = kind == 1
    if bounded.any():
        gain = rng.uniform(0.8, 3.5, size=(int(bounded.sum()), 1))
        midpoint = rng.uniform(-0.8, 0.8, size=(int(bounded.sum()), 1))
        out[bounded] = 100.0 / (1.0 + np.exp(-gain * (base[bounded] - midpoint)))

    pressure = kind == 2
    if pressure.any():
        count = int(pressure.sum())
        walk = np.cumsum(rng.standard_normal((count, L)), axis=1) / np.sqrt(L)
        level = rng.uniform(900.0, 1100.0, size=(count, 1))
        out[pressure] = (
            level + rng.uniform(2.0, 15.0, size=(count, 1)) * walk
            + 2.0 * fronts[pressure] + 0.5 * seasonal[pressure]
        )

    magnitude = kind == 3
    if magnitude.any():
        count = int(magnitude.sum())
        gusts = (rng.random((count, L)) < (8.0 / L)) * rng.lognormal(0.0, 0.8, size=(count, L))
        power = rng.uniform(1.0, 1.6, size=(count, 1))
        out[magnitude] = np.abs(base[magnitude]) ** power + gusts

    return out


def _seasonal_counts(

    rng: np.random.Generator,

    n: int,

    L: int,

    *,

    period_p: np.ndarray | None = None,

) -> np.ndarray:
    """Seasonal Poisson/negative-binomial counts with decaying bursts."""
    t = np.arange(L, dtype=np.float64)[None, :]
    p = _SEASONAL_PROBS if period_p is None else period_p
    period = _SEASONAL_PERIODS[rng.choice(_SEASONAL_PERIODS.shape[0], size=(n, 1), p=p)]
    phase = rng.uniform(0.0, 2.0 * np.pi, size=(n, 1))
    amp = rng.uniform(0.15, 0.8, size=(n, 1))
    log_rate = amp * np.sin(2.0 * np.pi * t / period + phase)
    second = rng.random((n, 1)) < 0.55
    log_rate += second * (0.5 * amp) * np.sin(
        4.0 * np.pi * t / period + rng.uniform(0.0, 2.0 * np.pi, size=(n, 1))
    )
    calendar = rng.random((n, 1)) < 0.35
    day_period = rng.choice(np.array([24, 48, 96, 144], dtype=np.int64), size=(n, 1))
    day_idx = (np.floor_divide(np.arange(L, dtype=np.int64)[None, :], day_period) % 7)
    day_factors = rng.normal(0.0, 0.12, size=(n, 7))
    day_factors[:, 5:] += rng.uniform(-0.8, 0.3, size=(n, 1))
    calendar_effect = np.take_along_axis(day_factors, day_idx, axis=1)
    log_rate += calendar * calendar_effect
    excursion = rng.uniform(-0.5, 0.5, size=(n, 1))
    log_rate += excursion * t / max(L - 1, 1)

    # goethe
    # goethe
    # goethe
    impulses = (rng.random((n, L)) < (2.0 / L)) * rng.uniform(1.0, 10.0, size=(n, L))
    burst = _ar1_batch(impulses, rng.uniform(0.85, 0.995, size=(n, 1)))
    base = np.exp(rng.uniform(np.log(3.0), np.log(3000.0), size=(n, 1)))
    lam = base * np.exp(np.clip(log_rate, -5.0, 5.0)) * (1.0 + burst)
    np.clip(lam, 0.0, 1.0e7, out=lam)

    overdispersed = rng.random((n, 1)) < 0.5
    shape = rng.uniform(0.5, 4.0, size=(n, 1))
    # goethe
    # goethe
    # goethe
    mixed = lam * rng.gamma(shape, 1.0 / shape, size=(n, L))
    return rng.poisson(np.where(overdispersed, mixed, lam)).astype(np.float64)


def _intermittent(rng: np.random.Generator, n: int, L: int) -> np.ndarray:
    # goethe
    t = np.arange(L, dtype=np.float64)[None, :]
    base_p = rng.uniform(0.03, 0.35, size=(n, 1))
    period = rng.choice([7.0, 12.0, 24.0, 48.0, 168.0], size=(n, 1))
    season = rng.uniform(0.2, 1.2, size=(n, 1)) * np.sin(
        2.0 * np.pi * t / period + rng.uniform(0.0, 2.0 * np.pi, size=(n, 1))
    )
    logit = np.log(base_p / (1.0 - base_p)) + season
    p = 1.0 / (1.0 + np.exp(-logit))
    occur = (rng.random((n, L)) < p).astype(np.float64)
    magnitude = (
        rng.gamma(shape=2.0, scale=1.0, size=(n, L))
        * rng.uniform(1.0, 10.0, size=(n, 1))
        * np.exp(0.25 * season)
    )
    baseline = rng.uniform(0.0, 0.5, size=(n, 1))
    return baseline + occur * magnitude


def _pulse_outlier(

    rng: np.random.Generator,

    n: int,

    L: int,

    *,

    period_p: np.ndarray | None = None,

) -> np.ndarray:
    # goethe
    # goethe
    base = _spectral_gp(rng, n, L) * rng.uniform(0.5, 2.0, size=(n, 1))
    base += _seasonal(rng, n, L, k_max=1, period_p=period_p) * rng.uniform(0.0, 1.0, size=(n, 1))
    sharp = _sparse_jumps(rng, n, L, rate=3.0 / L, scale=rng.uniform(3.0, 8.0, size=n))
    impulses = _sparse_jumps(rng, n, L, rate=2.0 / L, scale=rng.uniform(2.0, 7.0, size=n))
    recovery = _ar1_batch(impulses, rng.uniform(0.75, 0.995, size=n))
    series = base + sharp + recovery
    _apply_hold_runs(rng, series, rate=2.0 / L)
    return series


# goethe


def _sanitize(block: np.ndarray) -> np.ndarray:
    """goethe"""
    x = np.asarray(block, dtype=np.float64)
    np.nan_to_num(x, copy=False, nan=0.0, posinf=1e6, neginf=-1e6)
    np.clip(x, -1e6, 1e6, out=x)
    return x