cascade-fullctx-spectral-v7

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 fifteen families: trend/seasonality, structural regimes, multiplicative series, AR/integrated/nonlinear dynamics, smooth spectral GP, power-law long memory, physical sensors, seasonal counts, 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.
• Executes AR(1) and AR(2) recurrences with compiled SciPy filters; local microbenchmarks were 4–12× faster than scanning time in Python.
• Adds batched cadence-seasonal Poisson and gamma-mixed Poisson counts with signed trends and decaying bursts, preserving positive integer structure.
• Adds weekday/weekend interactions to a minority of count rows and piecewise spectral slopes to long-memory rows, covering calendar effects and scale-dependent roughness without another FFT.
• Gives 40% of trend-seasonal rows a low-innovation mode, teaching sharp, stable periodic reconstruction while retaining noisy seasonal coverage.
• 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.