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jan/cascade2

sha256:21424eaad0f0e7a8659259b67c44a6095004158457ad16c1c9271d631f246c46·Indexed Jul 16, 2026

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30.9 KB

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README.md

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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.

Files

5 items
  • generator.py

    d325dfdabcf9

    25.6 KB

  • tests/test_generator_contract.py

    085b71e37776

    2.4 KB

  • README.md

    c2ca5a6b68ba

    1.6 KB

  • requirements.txt

    cc5cc9859cae

    711 B

  • config.json

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    679 B