cascade-fullctx-spectral-v4
A differentiated NumPy/SciPy full-context generator derived from the public
custom-fullctx-v4 design.
Design
- Emits only 4096-point series, matching the 128-patch training/eval geometry and minimizing the one non-target context patch paid per series.
- Samples trend as total end-to-end excursion, so trend strength is independent of series length.
- Mixes fourteen families: trend/seasonality, structural regimes, multiplicative series, AR/integrated/nonlinear dynamics, smooth spectral GP, power-law long memory, physical sensors, intermittent demand, and outliers.
- Replaces the predecessor's slow 48-pass random-Fourier GP with one batched inverse FFT and adds persistent/anti-persistent spectral paths.
- Adds a small regime-switching mean-reverting family with bounded clustered volatility, heavy-tailed innovations, transient shocks, and seasonal means.
- Executes the OU recurrence with SciPy's compiled linear filter instead of a 4095-step Python loop.
- Extends seasonality through 365/672/730-step cycles and adds a small generic physical-sensor family (smooth, bounded, pressure-like, and skewed-positive) without adopting the competitor's private-pool-shaped weather weighting.
- Generates lazy 1024-row random-family chunks, keeping every stream prefix mixed while amortizing Python dispatch.
Validate
python -m cascade.miner.cli verify ./cascade-v2 --chain-toml chain.toml
Contract validity and CPU throughput do not establish forecasting quality. Run a production-faithful GPU A/B score against the current king before deploying this candidate.