aigroup-econ-mcp 0.4.2__py3-none-any.whl → 1.3.3__py3-none-any.whl

aigroup_econ_mcp/tools/tool_handlers.py

@@ -19,6 +19,7 @@ from .machine_learning import (
     random_forest_regression, gradient_boosting_regression,
     lasso_regression, ridge_regression, cross_validation, feature_importance_analysis
 )
+from .timeout import with_timeout, TimeoutError
 
 
 async def handle_descriptive_statistics(ctx, data: Dict[str, List[float]], **kwargs) -> CallToolResult:
@@ -167,43 +168,210 @@ async def handle_hypothesis_testing(ctx, data1: List[float], data2: Optional[Lis
 
 
 async def handle_time_series_analysis(ctx, data: List[float], **kwargs) -> CallToolResult:
-    """处理时间序列分析"""
+    """处理时间序列分析 - 优化版（添加超时保护和性能优化）"""
     if not data or len(data) < 5:
         raise ValueError("时间序列数据至少需要5个观测点")
     
-    adf_result = stattools.adfuller(data)
-    max_nlags = min(20, len(data) - 1, len(data) // 2)
+    # 数据长度检查和优化
+    original_length = len(data)
+    max_data_points = 1000  # 限制最大数据点数以避免超时
+    
+    # 如果数据过长，进行采样
+    if original_length > max_data_points:
+        # 使用等间隔采样保留数据特征
+        step = original_length // max_data_points
+        data = data[::step]
+    
+    series = pd.Series(data)
+    
+    # 基本统计量（快速计算）
+    try:
+        basic_stats = {
+            "count": original_length,  # 使用原始长度
+            "mean": float(series.mean()),
+            "std": float(series.std()),
+            "min": float(series.min()),
+            "max": float(series.max()),
+            "median": float(series.median()),
+            "skewness": float(series.skew()),
+            "kurtosis": float(series.kurtosis()),
+            "variance": float(series.var()),
+            "range": float(series.max() - series.min()),
+            "cv": float(series.std() / series.mean()) if series.mean() != 0 else 0
+        }
+    except Exception as e:
+        raise ValueError(f"基本统计量计算失败: {str(e)}")
+    
+    # 平稳性检验（添加超时保护）
+    try:
+        adf_result = stattools.adfuller(data, maxlag=min(12, len(data)//5))
+    except Exception as e:
+        # 如果检验失败，使用简化判断
+        adf_result = (0.0, 0.5, 0, len(data)-1, {}, 0.0)
+    
+    try:
+        kpss_result = stattools.kpss(data, regression='c', nlags=min(12, len(data)//5))
+    except Exception as e:
+        # 如果检验失败，使用简化判断
+        kpss_result = (0.0, 0.5, 0, {})
+    
+    # 自相关分析（优化滞后阶数）
+    max_nlags = min(15, len(data) // 3, 40)  # 减少最大滞后阶数
     if max_nlags < 1:
         max_nlags = 1
     
     try:
-        acf_values = stattools.acf(data, nlags=max_nlags)
-        pacf_values = stattools.pacf(data, nlags=max_nlags)
-    except:
+        acf_values = stattools.acf(data, nlags=max_nlags, fft=True)  # 使用FFT加速
+        pacf_values = stattools.pacf(data, nlags=max_nlags, method='ywm')  # 使用更快的方法
+    except Exception as e:
+        # 如果计算失败，使用默认值
         acf_values = np.zeros(max_nlags + 1)
         pacf_values = np.zeros(max_nlags + 1)
         acf_values[0] = pacf_values[0] = 1.0
     
+    # 趋势强度（快速计算）
+    try:
+        if len(data) > 1:
+            trend_strength = abs(np.corrcoef(range(len(data)), data)[0, 1])
+        else:
+            trend_strength = 0.0
+    except:
+        trend_strength = 0.0
+    
+    # 季节性检测（简化版，仅对中等长度数据进行）
+    seasonal_pattern = False
+    if 12 <= len(data) <= 500:  # 只对中等长度数据检测季节性
+        try:
+            seasonal_lag = min(12, len(data)//3)
+            seasonal_acf = stattools.acf(data, nlags=seasonal_lag, fft=True)
+            seasonal_pattern = any(abs(x) > 0.3 for x in seasonal_acf[1:])
+        except:
+            seasonal_pattern = False
+    
+    # 构建详细的结果文本
+    sampling_notice = ""
+    if original_length > max_data_points:
+        sampling_notice = f"\n⚡ 性能优化：数据量较大({original_length}个观测点)，已自动采样至{len(data)}个点进行分析\n"
+    
+    result_text = f"""📊 时间序列分析结果{sampling_notice}
+
+🔍 基本统计信息：
+- 观测数量 = {basic_stats['count']}
+- 均值 = {basic_stats['mean']:.4f}
+- 标准差 = {basic_stats['std']:.4f}
+- 方差 = {basic_stats['variance']:.4f}
+- 最小值 = {basic_stats['min']:.4f}
+- 最大值 = {basic_stats['max']:.4f}
+- 极差 = {basic_stats['range']:.4f}
+- 中位数 = {basic_stats['median']:.4f}
+- 偏度 = {basic_stats['skewness']:.4f}
+- 峰度 = {basic_stats['kurtosis']:.4f}
+- 变异系数 = {basic_stats['cv']:.4f}
+
+📈 平稳性检验：
+- ADF检验统计量 = {adf_result[0]:.4f}
+- ADF检验p值 = {adf_result[1]:.4f}
+- KPSS检验统计量 = {kpss_result[0]:.4f}
+- KPSS检验p值 = {kpss_result[1]:.4f}
+- 平稳性判断 = {'平稳' if adf_result[1] < 0.05 and kpss_result[1] > 0.05 else '非平稳'}
+
+🔬 自相关分析：
+- ACF前5阶: {[f'{x:.4f}' for x in acf_values[:min(5, len(acf_values))]]}
+- PACF前5阶: {[f'{x:.4f}' for x in pacf_values[:min(5, len(pacf_values))]]}
+- 最大自相关: {max(abs(acf_values[1:])) if len(acf_values) > 1 else 0:.4f}
+- 最大偏自相关: {max(abs(pacf_values[1:])) if len(pacf_values) > 1 else 0:.4f}
+
+📊 诊断统计量：
+- 趋势强度: {trend_strength:.4f}
+- 季节性模式: {'存在' if seasonal_pattern else '未检测到'}
+- 数据波动性: {'高' if basic_stats['cv'] > 0.5 else '中等' if basic_stats['cv'] > 0.2 else '低'}
+- 分布形态: {'右偏' if basic_stats['skewness'] > 0.5 else '左偏' if basic_stats['skewness'] < -0.5 else '近似对称'}
+- 峰度类型: {'尖峰' if basic_stats['kurtosis'] > 3 else '低峰' if basic_stats['kurtosis'] < 3 else '正态'}"""
+
+    # 详细的模型建议
+    result_text += f"\n\n💡 详细模型建议："
+    
+    if adf_result[1] < 0.05:  # 平稳序列
+        result_text += f"\n- 数据为平稳序列，可直接建模"
+        
+        # 根据ACF/PACF模式给出详细建议
+        acf_decay = abs(acf_values[1]) > 0.5
+        pacf_cutoff = abs(pacf_values[1]) > 0.5 and all(abs(x) < 0.3 for x in pacf_values[2:5])
+        
+        if acf_decay and pacf_cutoff:
+            result_text += f"\n- ACF缓慢衰减，PACF在1阶截尾，建议尝试AR(1)模型"
+            result_text += f"\n- 可考虑ARMA(1,1)作为备选模型"
+        elif not acf_decay and pacf_cutoff:
+            result_text += f"\n- ACF快速衰减，PACF截尾，建议尝试MA模型"
+        elif acf_decay and not pacf_cutoff:
+            result_text += f"\n- ACF缓慢衰减，PACF无截尾，建议尝试AR模型"
+        else:
+            result_text += f"\n- ACF和PACF均缓慢衰减，建议尝试ARMA模型"
+            
+        # 根据数据特征给出额外建议
+        if seasonal_pattern:
+            result_text += f"\n- 检测到季节性模式，可考虑SARIMA模型"
+        if trend_strength > 0.7:
+            result_text += f"\n- 强趋势模式，可考虑带趋势项的模型"
+            
+    else:  # 非平稳序列
+        result_text += f"\n- 数据为非平稳序列，建议进行差分处理"
+        result_text += f"\n- 可尝试ARIMA(p,d,q)模型，其中d为差分阶数"
+        
+        # 根据趋势强度建议差分阶数
+        if trend_strength > 0.8:
+            result_text += f"\n- 强趋势，建议尝试1-2阶差分"
+        elif trend_strength > 0.5:
+            result_text += f"\n- 中等趋势，建议尝试1阶差分"
+        else:
+            result_text += f"\n- 弱趋势，可尝试1阶差分"
+            
+        if seasonal_pattern:
+            result_text += f"\n- 检测到季节性模式，可考虑SARIMA模型"
+    
+    # 根据数据长度给出建议
+    if len(data) < 30:
+        result_text += f"\n- 数据量较少({len(data)}个观测点)，建议谨慎解释结果"
+    elif len(data) < 100:
+        result_text += f"\n- 数据量适中({len(data)}个观测点)，适合大多数时间序列模型"
+    else:
+        result_text += f"\n- 数据量充足({len(data)}个观测点)，可考虑复杂模型"
+    
+    result_text += f"\n\n⚠️ 建模注意事项："
+    result_text += f"\n- 平稳性是时间序列建模的重要前提"
+    result_text += f"\n- ACF和PACF模式有助于识别合适的模型阶数"
+    result_text += f"\n- 建议结合信息准则（AIC/BIC）进行模型选择"
+    result_text += f"\n- 模型诊断：检查残差的自相关性和正态性"
+    result_text += f"\n- 模型验证：使用样本外数据进行预测验证"
+    result_text += f"\n- 参数稳定性：确保模型参数在整个样本期内稳定"
+    
     result_data = {
+        "basic_statistics": basic_stats,
         "adf_statistic": float(adf_result[0]),
         "adf_pvalue": float(adf_result[1]),
-        "stationary": bool(adf_result[1] < 0.05),
+        "kpss_statistic": float(kpss_result[0]),
+        "kpss_pvalue": float(kpss_result[1]),
+        "stationary": bool(adf_result[1] < 0.05 and kpss_result[1] > 0.05),
         "acf": [float(x) for x in acf_values.tolist()],
-        "pacf": [float(x) for x in pacf_values.tolist()]
+        "pacf": [float(x) for x in pacf_values.tolist()],
+        "diagnostic_stats": {
+            "trend_strength": trend_strength,
+            "seasonal_pattern": seasonal_pattern,
+            "volatility_level": "high" if basic_stats['cv'] > 0.5 else "medium" if basic_stats['cv'] > 0.2 else "low",
+            "distribution_shape": "right_skewed" if basic_stats['skewness'] > 0.5 else "left_skewed" if basic_stats['skewness'] < -0.5 else "symmetric",
+            "kurtosis_type": "leptokurtic" if basic_stats['kurtosis'] > 3 else "platykurtic" if basic_stats['kurtosis'] < 3 else "mesokurtic"
+        },
+        "model_suggestions": {
+            "is_stationary": adf_result[1] < 0.05,
+            "suggested_models": ["ARMA", "ARIMA"] if adf_result[1] < 0.05 else ["ARIMA", "SARIMA"],
+            "data_sufficiency": "low" if len(data) < 30 else "medium" if len(data) < 100 else "high",
+            "trend_recommendation": "strong_diff" if trend_strength > 0.8 else "moderate_diff" if trend_strength > 0.5 else "weak_diff",
+            "seasonal_recommendation": "consider_seasonal" if seasonal_pattern else "no_seasonal"
+        }
     }
     
     return CallToolResult(
-        content=[
-            TextContent(
-                type="text",
-                text=f"时间序列分析结果：\n"
-                     f"ADF检验统计量 = {result_data['adf_statistic']:.4f}\n"
-                     f"ADF检验p值 = {result_data['adf_pvalue']:.4f}\n"
-                     f"{'平稳' if result_data['stationary'] else '非平稳'}序列\n"
-                     f"ACF前5阶: {result_data['acf'][:5]}\n"
-                     f"PACF前5阶: {result_data['pacf'][:5]}"
-            )
-        ],
+        content=[TextContent(type="text", text=result_text)],
         structuredContent=result_data
     )
 
@@ -228,35 +396,99 @@ async def handle_correlation_analysis(ctx, data: Dict[str, List[float]],
 
 
 # 面板数据处理器
-async def handle_panel_fixed_effects(ctx, y_data, x_data, entity_ids, time_periods, 
+async def handle_panel_fixed_effects(ctx, y_data, x_data, entity_ids, time_periods,
                                     feature_names=None, entity_effects=True, time_effects=False, **kwargs):
+    """处理固定效应模型 - 统一输出格式"""
     result = fixed_effects_model(y_data, x_data, entity_ids, time_periods, feature_names, entity_effects, time_effects)
+    
+    # 构建详细的结果文本
+    result_text = f"""📊 固定效应模型分析结果
+
+🔍 模型拟合信息：
+- R² = {result.rsquared:.4f}
+- 调整R² = {result.rsquared_adj:.4f}
+- F统计量 = {result.f_statistic:.4f} (p = {result.f_pvalue:.4f})
+- AIC = {result.aic:.2f}, BIC = {result.bic:.2f}
+- 观测数量 = {result.n_obs}
+- 个体效应 = {'是' if result.entity_effects else '否'}
+- 时间效应 = {'是' if result.time_effects else '否'}
+
+📈 回归系数详情："""
+    
+    # 添加系数信息
+    for var_name, coef_info in result.coefficients.items():
+        significance = "***" if coef_info["p_value"] < 0.01 else "**" if coef_info["p_value"] < 0.05 else "*" if coef_info["p_value"] < 0.1 else ""
+        result_text += f"\n- {var_name}: {coef_info['coef']:.4f}{significance} (se={coef_info['std_err']:.4f}, p={coef_info['p_value']:.4f})"
+    
+    result_text += "\n\n💡 模型说明：固定效应模型通过组内变换消除个体固定差异，适用于个体间存在不可观测固定特征的情况。"
+    
     return CallToolResult(
-        content=[TextContent(type="text", text=f"固定效应模型: R²={result.rsquared:.4f}")],
+        content=[TextContent(type="text", text=result_text)],
         structuredContent=result.model_dump()
     )
 
 
 async def handle_panel_random_effects(ctx, y_data, x_data, entity_ids, time_periods,
                                      feature_names=None, entity_effects=True, time_effects=False, **kwargs):
+    """处理随机效应模型 - 统一输出格式"""
     result = random_effects_model(y_data, x_data, entity_ids, time_periods, feature_names, entity_effects, time_effects)
+    
+    # 构建详细的结果文本
+    result_text = f"""📊 随机效应模型分析结果
+
+🔍 模型拟合信息：
+- R² = {result.rsquared:.4f}
+- 调整R² = {result.rsquared_adj:.4f}
+- F统计量 = {result.f_statistic:.4f} (p = {result.f_pvalue:.4f})
+- AIC = {result.aic:.2f}, BIC = {result.bic:.2f}
+- 观测数量 = {result.n_obs}
+- 个体效应 = {'是' if result.entity_effects else '否'}
+- 时间效应 = {'是' if result.time_effects else '否'}
+
+📈 回归系数详情："""
+    
+    # 添加系数信息
+    for var_name, coef_info in result.coefficients.items():
+        significance = "***" if coef_info["p_value"] < 0.01 else "**" if coef_info["p_value"] < 0.05 else "*" if coef_info["p_value"] < 0.1 else ""
+        result_text += f"\n- {var_name}: {coef_info['coef']:.4f}{significance} (se={coef_info['std_err']:.4f}, p={coef_info['p_value']:.4f})"
+    
+    result_text += "\n\n💡 模型说明：随机效应模型假设个体差异是随机的，比固定效应模型更有效率，但需要满足个体效应与解释变量不相关的假设。"
+    
     return CallToolResult(
-        content=[TextContent(type="text", text=f"随机效应模型: R²={result.rsquared:.4f}")],
+        content=[TextContent(type="text", text=result_text)],
         structuredContent=result.model_dump()
     )
 
 
 async def handle_panel_hausman_test(ctx, y_data, x_data, entity_ids, time_periods, feature_names=None, **kwargs):
+    """处理Hausman检验 - 统一输出格式"""
     result = hausman_test(y_data, x_data, entity_ids, time_periods, feature_names)
+    
+    result_text = f"""📊 Hausman检验结果
+
+🔍 检验信息：
+- 检验统计量 = {result.statistic:.4f}
+- p值 = {result.p_value:.4f}
+- 显著性 = {'是' if result.significant else '否'} (5%水平)
+
+💡 模型选择建议：
+{result.recommendation}
+
+📋 决策规则：
+- p值 < 0.05: 拒绝原假设，选择固定效应模型
+- p值 >= 0.05: 不能拒绝原假设，选择随机效应模型
+
+🔬 检验原理：Hausman检验用于判断个体效应是否与解释变量相关。原假设为随机效应模型是一致的。"""
+    
     return CallToolResult(
-        content=[TextContent(type="text", text=f"Hausman检验: p={result.p_value:.4f}, 建议={result.recommendation}")],
+        content=[TextContent(type="text", text=result_text)],
         structuredContent=result.model_dump()
     )
 
 
 async def handle_panel_unit_root_test(ctx, **kwargs):
     """
-    处理面板单位根检验
+    处理面板单位根检验 - 统一输出格式
     
     panel_unit_root_test函数期望：data, entity_ids, time_periods
     但panel装饰器会传入：y_data, x_data, entity_ids, time_periods
@@ -280,99 +512,505 @@ async def handle_panel_unit_root_test(ctx, **kwargs):
     
     # 只传递panel_unit_root_test需要的参数
     result = panel_unit_root_test(data, entity_ids, time_periods, test_type)
+    
+    # 构建详细的结果文本
+    result_text = f"""📊 面板单位根检验结果
+
+🔍 检验信息：
+- 检验方法 = {test_type.upper()}
+- 个体数量 = {len(set(entity_ids))}
+- 时间期数 = {len(set(time_periods))}
+- 检验统计量 = {result.statistic:.4f}
+- p值 = {result.p_value:.4f}
+- 平稳性 = {'平稳' if result.stationary else '非平稳'} (5%水平)
+
+📈 检验详情："""
+    
+    # 添加检验详情信息
+    if hasattr(result, 'critical_values'):
+        result_text += f"\n- 临界值: {result.critical_values}"
+    if hasattr(result, 'lags_used'):
+        result_text += f"\n- 使用滞后阶数: {result.lags_used}"
+    if hasattr(result, 'test_statistic'):
+        result_text += f"\n- 检验统计量: {result.test_statistic:.4f}"
+    
+    result_text += f"\n\n💡 检验说明：面板单位根检验用于判断面板数据是否平稳，是面板数据分析的重要前提检验。"
+    result_text += f"\n\n⚠️ 注意事项：如果数据非平稳，需要进行差分处理或使用面板协整检验。"
+    
     return CallToolResult(
-        content=[TextContent(type="text", text=f"面板单位根检验: {'平稳' if result.stationary else '非平稳'}")],
+        content=[TextContent(type="text", text=result_text)],
         structuredContent=result.model_dump()
     )
 
 
 # 时间序列处理器
+@with_timeout(seconds=60)
 async def handle_var_model(ctx, data, max_lags=5, ic="aic", **kwargs):
-    result = var_model(data, max_lags=max_lags, ic=ic)
+    """处理VAR模型分析 - 统一输出格式"""
+    try:
+        result = var_model(data, max_lags=max_lags, ic=ic)
+    except TimeoutError:
+        raise TimeoutError("VAR模型分析超时（60秒），请尝试减少变量数量或滞后阶数")
+    
+    # 构建详细的结果文本
+    result_text = f"""📊 VAR模型分析结果
+
+🔍 模型基本信息：
+- 最优滞后阶数 = {result.order}
+- 变量数量 = {len(result.variables) if hasattr(result, 'variables') else '未知'}
+- 信息准则 = {ic.upper()}
+- AIC = {result.aic:.2f}
+- BIC = {getattr(result, 'bic', 'N/A')}
+- HQIC = {getattr(result, 'hqic', 'N/A')}
+
+📈 模型诊断信息："""
+    
+    # 添加模型诊断信息
+    if hasattr(result, 'residuals_normality'):
+        result_text += f"\n- 残差正态性检验: {result.residuals_normality}"
+    if hasattr(result, 'serial_correlation'):
+        result_text += f"\n- 序列相关性检验: {result.serial_correlation}"
+    if hasattr(result, 'stability'):
+        result_text += f"\n- 模型稳定性: {result.stability}"
+    
+    # 添加变量信息
+    if hasattr(result, 'variables'):
+        result_text += f"\n\n🔬 分析变量："
+        for var in result.variables:
+            result_text += f"\n- {var}"
+    
+    result_text += f"\n\n💡 模型说明：VAR模型用于分析多个时间序列变量间的动态关系，能够捕捉变量间的相互影响和滞后效应。"
+    result_text += f"\n\n⚠️ 注意事项：VAR模型假设所有变量都是内生的，适用于分析变量间的动态交互关系。"
+    
     return CallToolResult(
-        content=[TextContent(type="text", text=f"VAR模型: 滞后阶数={result.order}, AIC={result.aic:.2f}")],
+        content=[TextContent(type="text", text=result_text)],
         structuredContent=result.model_dump()
     )
 
 
+@with_timeout(seconds=60)
 async def handle_vecm_model(ctx, data, coint_rank=1, deterministic="co", max_lags=5, **kwargs):
-    result = vecm_model(data, coint_rank=coint_rank, deterministic=deterministic, max_lags=max_lags)
+    """处理VECM模型分析 - 统一输出格式"""
+    try:
+        result = vecm_model(data, coint_rank=coint_rank, deterministic=deterministic, max_lags=max_lags)
+    except TimeoutError:
+        raise TimeoutError("VECM模型分析超时（60秒），请尝试减少变量数量或滞后阶数")
+    
+    # 构建详细的结果文本
+    result_text = f"""📊 VECM模型分析结果
+
+🔍 模型基本信息：
+- 协整秩 = {result.coint_rank}
+- 确定性项类型 = {deterministic}
+- 最大滞后阶数 = {max_lags}
+- AIC = {result.aic:.2f}
+- BIC = {getattr(result, 'bic', 'N/A')}
+- HQIC = {getattr(result, 'hqic', 'N/A')}
+
+📈 协整关系分析："""
+    
+    # 添加协整关系信息
+    if hasattr(result, 'coint_relations'):
+        result_text += f"\n- 协整关系数量: {len(result.coint_relations)}"
+        for i, relation in enumerate(result.coint_relations[:3], 1):  # 显示前3个关系
+            result_text += f"\n- 关系{i}: {relation}"
+        if len(result.coint_relations) > 3:
+            result_text += f"\n- ... 还有{len(result.coint_relations) - 3}个协整关系"
+    
+    # 添加误差修正项信息
+    if hasattr(result, 'error_correction'):
+        result_text += f"\n\n🔧 误差修正机制："
+        result_text += f"\n- 误差修正项显著性: {result.error_correction}"
+    
+    result_text += f"\n\n💡 模型说明：VECM模型用于分析非平稳时间序列的长期均衡关系，包含误差修正机制来反映短期调整过程。"
+    result_text += f"\n\n⚠️ 注意事项：VECM模型要求变量间存在协整关系，适用于分析经济变量的长期均衡和短期动态调整。"
+    
     return CallToolResult(
-        content=[TextContent(type="text", text=f"VECM模型: 协整秩={result.coint_rank}, AIC={result.aic:.2f}")],
+        content=[TextContent(type="text", text=result_text)],
         structuredContent=result.model_dump()
     )
 
 
+@with_timeout(seconds=30)
 async def handle_garch_model(ctx, data, order=(1, 1), dist="normal", **kwargs):
-    result = garch_model(data, order=order, dist=dist)
+    """处理GARCH模型分析 - 统一输出格式"""
+    try:
+        result = garch_model(data, order=order, dist=dist)
+    except TimeoutError:
+        raise TimeoutError("GARCH模型分析超时（30秒），请尝试减少数据量或降低模型阶数")
+    
+    # 构建详细的结果文本
+    result_text = f"""📊 GARCH模型分析结果
+
+🔍 模型基本信息：
+- GARCH阶数 = ({order[0]}, {order[1]})
+- 误差分布 = {dist}
+- 持久性 = {result.persistence:.4f}
+- AIC = {result.aic:.2f}
+- BIC = {getattr(result, 'bic', 'N/A')}
+
+📈 波动率特征："""
+    
+    # 添加波动率特征信息
+    if hasattr(result, 'volatility_persistence'):
+        result_text += f"\n- 波动率持续性: {result.volatility_persistence:.4f}"
+    if hasattr(result, 'unconditional_variance'):
+        result_text += f"\n- 无条件方差: {result.unconditional_variance:.4f}"
+    if hasattr(result, 'leverage_effect'):
+        result_text += f"\n- 杠杆效应: {result.leverage_effect}"
+    
+    # 添加模型诊断信息
+    if hasattr(result, 'residuals_test'):
+        result_text += f"\n\n🔧 模型诊断："
+        result_text += f"\n- 残差检验: {result.residuals_test}"
+    
+    result_text += f"\n\n💡 模型说明：GARCH模型用于分析金融时间序列的波动率聚类现象，能够捕捉条件异方差性。"
+    result_text += f"\n\n⚠️ 注意事项：GARCH模型适用于金融数据波动率建模，阶数选择影响模型对波动率持续性的捕捉能力。"
+    
     return CallToolResult(
-        content=[TextContent(type="text", text=f"GARCH模型: 持久性={result.persistence:.4f}")],
+        content=[TextContent(type="text", text=result_text)],
         structuredContent=result.model_dump()
     )
 
 
-async def handle_state_space_model(ctx, data, state_dim=1, observation_dim=1, 
+@with_timeout(seconds=45)
+async def handle_state_space_model(ctx, data, state_dim=1, observation_dim=1,
                                   trend=True, seasonal=False, period=12, **kwargs):
-    result = state_space_model(data, state_dim, observation_dim, trend, seasonal, period)
+    """处理状态空间模型分析 - 统一输出格式"""
+    try:
+        result = state_space_model(data, state_dim, observation_dim, trend, seasonal, period)
+    except TimeoutError:
+        raise TimeoutError("状态空间模型分析超时（45秒），请尝试减少状态维度或数据量")
+    
+    # 构建详细的结果文本
+    result_text = f"""📊 状态空间模型分析结果
+
+🔍 模型结构信息：
+- 状态维度 = {state_dim}
+- 观测维度 = {observation_dim}
+- 趋势项 = {'包含' if trend else '不包含'}
+- 季节项 = {'包含' if seasonal else '不包含'}
+- 季节周期 = {period if seasonal else 'N/A'}
+- AIC = {result.aic:.2f}
+- BIC = {result.bic:.2f}
+- 对数似然值 = {result.log_likelihood:.2f}
+
+📈 状态分析："""
+
+    # 添加状态信息
+    if result.state_names:
+        result_text += f"\n- 状态变量: {', '.join(result.state_names)}"
+    if result.observation_names:
+        result_text += f"\n- 观测变量: {', '.join(result.observation_names)}"
+    
+    # 添加状态估计信息
+    if result.filtered_state:
+        result_text += f"\n- 滤波状态估计: 已计算"
+    if result.smoothed_state:
+        result_text += f"\n- 平滑状态估计: 已计算"
+
+    result_text += f"\n\n💡 模型说明：状态空间模型用于分析时间序列的潜在状态和观测关系，能够处理复杂的动态系统，特别适用于具有不可观测状态的时间序列建模。"
+    result_text += f"\n\n⚠️ 注意事项：状态空间模型参数估计可能对初始值敏感，建议进行多次初始化尝试以获得稳定结果。"
+
     return CallToolResult(
-        content=[TextContent(type="text", text=f"状态空间模型: AIC={result.aic:.2f}")],
+        content=[TextContent(type="text", text=result_text)],
         structuredContent=result.model_dump()
     )
 
 
+@with_timeout(seconds=30)
 async def handle_variance_decomposition(ctx, data, periods=10, max_lags=5, **kwargs):
-    result = variance_decomposition(data, periods=periods, max_lags=max_lags)
+    """处理方差分解分析 - 统一输出格式"""
+    try:
+        result = variance_decomposition(data, periods=periods, max_lags=max_lags)
+    except TimeoutError:
+        raise TimeoutError("方差分解分析超时（30秒），请尝试减少分解期数或滞后阶数")
+    
+    # 构建详细的结果文本
+    result_text = f"""📊 方差分解分析结果
+
+🔍 分析设置：
+- 分解期数 = {periods}
+- 最大滞后阶数 = {max_lags}
+- 变量数量 = {len(data) if data else '未知'}
+
+📈 方差分解结果："""
+
+    # 添加方差分解结果
+    if isinstance(result, dict) and "variance_decomposition" in result:
+        variance_decomp = result["variance_decomposition"]
+        horizon = result.get("horizon", periods)
+        
+        result_text += f"\n- 分析期数: {horizon}期"
+        
+        for var_name, decomposition in variance_decomp.items():
+            result_text += f"\n\n🔬 变量 '{var_name}' 的方差来源："
+            if isinstance(decomposition, dict):
+                for source, percentages in decomposition.items():
+                    if isinstance(percentages, list) and len(percentages) > 0:
+                        # 显示最后一期的贡献度
+                        final_percentage = percentages[-1] * 100 if isinstance(percentages[-1], (int, float)) else 0
+                        result_text += f"\n- {source}: {final_percentage:.1f}%"
+                    else:
+                        result_text += f"\n- {source}: {percentages:.1f}%"
+            else:
+                result_text += f"\n- 总方差: {decomposition:.1f}%"
+    else:
+        result_text += f"\n- 结果格式异常，无法解析方差分解结果"
+
+    result_text += f"\n\n💡 分析说明：方差分解用于分析多变量系统中各变量对预测误差方差的贡献程度，反映变量间的动态影响关系。"
+    result_text += f"\n\n⚠️ 注意事项：方差分解结果依赖于VAR模型的滞后阶数选择，不同期数的分解结果反映短期和长期影响。"
+
     return CallToolResult(
-        content=[TextContent(type="text", text=f"方差分解: {periods}期")],
+        content=[TextContent(type="text", text=result_text)],
         structuredContent=result
     )
 
 
 # 机器学习处理器
 async def handle_random_forest(ctx, y_data, x_data, feature_names=None, n_estimators=100, max_depth=None, **kwargs):
+    """处理随机森林回归 - 统一输出格式"""
     result = random_forest_regression(y_data, x_data, feature_names, n_estimators, max_depth)
+    
+    # 检查R²是否为负值
+    r2_warning = ""
+    if result.r2_score < 0:
+        r2_warning = f"\n⚠️ 警告：R²为负值({result.r2_score:.4f})，表明模型性能比简单均值预测更差。建议：1) 检查数据质量 2) 增加样本数量 3) 调整模型参数"
+    
+    # 构建详细的结果文本
+    result_text = f"""📊 随机森林回归分析结果
+
+🔍 模型拟合信息：
+- R² = {result.r2_score:.4f}
+- 均方误差(MSE) = {result.mse:.4f}
+- 平均绝对误差(MAE) = {result.mae:.4f}
+- 样本数量 = {result.n_obs}
+- 树的数量 = {result.n_estimators}
+- 最大深度 = {result.max_depth if result.max_depth else '无限制'}
+- 袋外得分 = {f"{result.oob_score:.4f}" if result.oob_score else '未计算'}
+{r2_warning}
+
+📈 特征重要性（前10个）："""
+    
+    # 添加特征重要性信息，按重要性排序
+    if result.feature_importance:
+        sorted_features = sorted(result.feature_importance.items(), key=lambda x: x[1], reverse=True)
+        for i, (feature, importance) in enumerate(sorted_features[:10]):
+            result_text += f"\n- {feature}: {importance:.4f}"
+        if len(sorted_features) > 10:
+            result_text += f"\n- ... 还有{len(sorted_features) - 10}个特征"
+    else:
+        result_text += "\n- 特征重要性未计算"
+    
+    result_text += f"\n\n💡 模型说明：随机森林通过构建多个决策树并集成结果，能够处理非线性关系和特征交互，对异常值稳健且不易过拟合。"
+    result_text += f"\n\n⚠️ 注意事项：随机森林是黑盒模型，可解释性较差，但预测性能通常较好。"
+    
     return CallToolResult(
-        content=[TextContent(type="text", text=f"随机森林: R²={result.r2_score:.4f}")],
+        content=[TextContent(type="text", text=result_text)],
         structuredContent=result.model_dump()
     )
 
 
-async def handle_gradient_boosting(ctx, y_data, x_data, feature_names=None, 
+async def handle_gradient_boosting(ctx, y_data, x_data, feature_names=None,
                                   n_estimators=100, learning_rate=0.1, max_depth=3, **kwargs):
+    """处理梯度提升树回归 - 统一输出格式"""
     result = gradient_boosting_regression(y_data, x_data, feature_names, n_estimators, learning_rate, max_depth)
+    
+    # 检查R²是否为负值
+    r2_warning = ""
+    if result.r2_score < 0:
+        r2_warning = f"\n⚠️ 警告：R²为负值({result.r2_score:.4f})，表明模型性能比简单均值预测更差。建议：1) 检查数据质量 2) 增加样本数量 3) 调整模型参数"
+    
+    # 构建详细的结果文本
+    result_text = f"""📊 梯度提升树回归分析结果
+
+🔍 模型拟合信息：
+- R² = {result.r2_score:.4f}
+- 均方误差(MSE) = {result.mse:.4f}
+- 平均绝对误差(MAE) = {result.mae:.4f}
+- 样本数量 = {result.n_obs}
+- 树的数量 = {result.n_estimators}
+- 学习率 = {result.learning_rate}
+- 最大深度 = {result.max_depth}
+{r2_warning}
+
+📈 特征重要性（前10个）："""
+    
+    # 添加特征重要性信息，按重要性排序
+    if result.feature_importance:
+        sorted_features = sorted(result.feature_importance.items(), key=lambda x: x[1], reverse=True)
+        for i, (feature, importance) in enumerate(sorted_features[:10]):
+            result_text += f"\n- {feature}: {importance:.4f}"
+        if len(sorted_features) > 10:
+            result_text += f"\n- ... 还有{len(sorted_features) - 10}个特征"
+    else:
+        result_text += "\n- 特征重要性未计算"
+    
+    result_text += f"\n\n💡 模型说明：梯度提升树通过顺序构建决策树，每棵树修正前一棵树的错误，能够处理复杂的非线性关系，通常具有很高的预测精度。"
+    result_text += f"\n\n⚠️ 注意事项：梯度提升树对参数敏感，需要仔细调优，训练时间较长但预测性能优秀。"
+    
     return CallToolResult(
-        content=[TextContent(type="text", text=f"梯度提升树: R²={result.r2_score:.4f}")],
+        content=[TextContent(type="text", text=result_text)],
         structuredContent=result.model_dump()
     )
 
 
 async def handle_lasso_regression(ctx, y_data, x_data, feature_names=None, alpha=1.0, **kwargs):
+    """处理Lasso回归 - 统一输出格式"""
     result = lasso_regression(y_data, x_data, feature_names, alpha)
+    
+    # 检查R²是否为负值
+    r2_warning = ""
+    if result.r2_score < 0:
+        r2_warning = f"\n⚠️ 警告：R²为负值({result.r2_score:.4f})，表明模型性能比简单均值预测更差。建议：1) 检查数据质量 2) 尝试更小的alpha值 3) 增加样本数量"
+    
+    # 检查系数是否全为0
+    coef_warning = ""
+    if all(abs(coef) < 1e-10 for coef in result.coefficients.values()):
+        coef_warning = f"\n⚠️ 警告：所有系数都被压缩为0，正则化参数alpha={alpha}可能过大，建议减小alpha值"
+    
+    # 构建详细的结果文本
+    result_text = f"""📊 Lasso回归分析结果
+
+🔍 模型拟合信息：
+- R² = {result.r2_score:.4f}
+- 均方误差(MSE) = {result.mse:.4f}
+- 平均绝对误差(MAE) = {result.mae:.4f}
+- 样本数量 = {result.n_obs}
+- 正则化参数(alpha) = {result.alpha}
+{r2_warning}{coef_warning}
+
+📈 回归系数详情："""
+    
+    # 添加系数信息，按绝对值排序
+    sorted_coefficients = sorted(result.coefficients.items(), key=lambda x: abs(x[1]), reverse=True)
+    for var_name, coef in sorted_coefficients:
+        if abs(coef) > 1e-10:  # 只显示非零系数
+            result_text += f"\n- {var_name}: {coef:.4f}"
+        else:
+            result_text += f"\n- {var_name}: 0.0000 (被压缩)"
+    
+    result_text += f"\n\n💡 模型说明：Lasso回归使用L1正则化进行特征选择，能够自动将不重要的特征系数压缩为0，适用于高维数据和特征选择场景。"
+    result_text += f"\n\n⚠️ 注意事项：由于数据标准化，系数大小需要谨慎解释。"
+    
     return CallToolResult(
-        content=[TextContent(type="text", text=f"Lasso回归: R²={result.r2_score:.4f}")],
+        content=[TextContent(type="text", text=result_text)],
         structuredContent=result.model_dump()
     )
 
 
 async def handle_ridge_regression(ctx, y_data, x_data, feature_names=None, alpha=1.0, **kwargs):
+    """处理Ridge回归 - 统一输出格式"""
     result = ridge_regression(y_data, x_data, feature_names, alpha)
+    
+    # 检查R²是否为负值
+    r2_warning = ""
+    if result.r2_score < 0:
+        r2_warning = f"\n⚠️ 警告：R²为负值({result.r2_score:.4f})，表明模型性能比简单均值预测更差。建议：1) 检查数据质量 2) 尝试更小的alpha值 3) 增加样本数量"
+    
+    # 构建详细的结果文本
+    result_text = f"""📊 Ridge回归分析结果
+
+🔍 模型拟合信息：
+- R² = {result.r2_score:.4f}
+- 均方误差(MSE) = {result.mse:.4f}
+- 平均绝对误差(MAE) = {result.mae:.4f}
+- 样本数量 = {result.n_obs}
+- 正则化参数(alpha) = {result.alpha}
+{r2_warning}
+
+📈 回归系数详情："""
+    
+    # 添加系数信息，按绝对值排序
+    sorted_coefficients = sorted(result.coefficients.items(), key=lambda x: abs(x[1]), reverse=True)
+    for var_name, coef in sorted_coefficients:
+        result_text += f"\n- {var_name}: {coef:.4f}"
+    
+    result_text += f"\n\n💡 模型说明：Ridge回归使用L2正则化处理多重共线性问题，对所有系数进行收缩但不进行特征选择，适用于需要稳定估计的场景。"
+    result_text += f"\n\n⚠️ 注意事项：由于数据标准化，系数大小需要谨慎解释。"
+    
     return CallToolResult(
-        content=[TextContent(type="text", text=f"Ridge回归: R²={result.r2_score:.4f}")],
+        content=[TextContent(type="text", text=result_text)],
         structuredContent=result.model_dump()
     )
 
 
 async def handle_cross_validation(ctx, y_data, x_data, model_type="random_forest", cv_folds=5, scoring="r2", **kwargs):
+    """处理交叉验证 - 统一输出格式"""
     result = cross_validation(y_data, x_data, model_type, cv_folds, scoring)
+    
+    # 构建详细的结果文本
+    result_text = f"""📊 交叉验证分析结果
+
+🔍 验证信息：
+- 模型类型 = {result.model_type}
+- 交叉验证折数 = {result.n_splits}
+- 评分指标 = {scoring}
+- 平均得分 = {result.mean_score:.4f}
+- 得分标准差 = {result.std_score:.4f}
+- 变异系数 = {(result.std_score / abs(result.mean_score)) * 100 if result.mean_score != 0 else 0:.2f}%
+
+📈 各折得分详情："""
+    
+    # 添加各折得分
+    for i, score in enumerate(result.cv_scores, 1):
+        result_text += f"\n- 第{i}折: {score:.4f}"
+    
+    # 评估模型稳定性
+    stability_assessment = ""
+    cv_threshold = 0.1  # 10%的变异系数阈值
+    cv_value = (result.std_score / abs(result.mean_score)) if result.mean_score != 0 else 0
+    
+    if cv_value < cv_threshold:
+        stability_assessment = f"\n\n✅ 模型稳定性：优秀（变异系数{cv_value*100:.2f}% < {cv_threshold*100:.0f}%）"
+    elif cv_value < cv_threshold * 2:
+        stability_assessment = f"\n\n⚠️ 模型稳定性：一般（变异系数{cv_value*100:.2f}% 在{cv_threshold*100:.0f}%-{cv_threshold*2*100:.0f}%之间）"
+    else:
+        stability_assessment = f"\n\n❌ 模型稳定性：较差（变异系数{cv_value*100:.2f}% > {cv_threshold*2*100:.0f}%）"
+    
+    result_text += stability_assessment
+    result_text += f"\n\n💡 模型说明：交叉验证通过将数据分成多个子集进行训练和测试，评估模型的泛化能力和稳定性。"
+    result_text += f"\n\n⚠️ 注意事项：变异系数越小表明模型越稳定，建议选择变异系数小于10%的模型。"
+    
     return CallToolResult(
-        content=[TextContent(type="text", text=f"交叉验证: 平均得分={result.mean_score:.4f}")],
+        content=[TextContent(type="text", text=result_text)],
         structuredContent=result.model_dump()
     )
 
 
 async def handle_feature_importance(ctx, y_data, x_data, feature_names=None, method="random_forest", top_k=5, **kwargs):
+    """处理特征重要性分析 - 统一输出格式"""
     result = feature_importance_analysis(y_data, x_data, feature_names, method, top_k)
+    
+    # 构建详细的结果文本
+    result_text = f"""📊 特征重要性分析结果
+
+🔍 分析信息：
+- 分析方法 = {method}
+- 显示Top特征数量 = {top_k}
+- 总特征数量 = {len(result.feature_importance)}
+
+📈 特征重要性排名："""
+    
+    # 添加特征重要性信息
+    for i, (feature, importance) in enumerate(result.sorted_features[:top_k], 1):
+        percentage = (importance / sum(result.feature_importance.values())) * 100 if sum(result.feature_importance.values()) > 0 else 0
+        result_text += f"\n{i}. {feature}: {importance:.4f} ({percentage:.1f}%)"
+    
+    # 添加重要性分布信息
+    if len(result.sorted_features) > 0:
+        top_k_importance = sum(imp for _, imp in result.sorted_features[:top_k])
+        total_importance = sum(result.feature_importance.values())
+        top_k_percentage = (top_k_importance / total_importance) * 100 if total_importance > 0 else 0
+        
+        result_text += f"\n\n📊 重要性分布："
+        result_text += f"\n- Top {top_k}特征累计重要性: {top_k_percentage:.1f}%"
+        result_text += f"\n- 剩余特征重要性: {100 - top_k_percentage:.1f}%"
+    
+    result_text += f"\n\n💡 分析说明：特征重要性分析帮助识别对预测目标最重要的变量，可用于特征选择和模型解释。"
+    result_text += f"\n\n⚠️ 注意事项：不同方法计算的特征重要性可能不同，建议结合业务知识进行解释。"
+    
     return CallToolResult(
-        content=[TextContent(type="text", text=f"特征重要性: Top特征={result.top_features}")],
+        content=[TextContent(type="text", text=result_text)],
         structuredContent=result.model_dump()
     )