dfm-python 0.4.2__tar.gz → 0.4.3__tar.gz

{dfm_python-0.4.2 → dfm_python-0.4.3}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: dfm-python
-Version: 0.4.2
+Version: 0.4.3
 Summary: Dynamic Factor Model (DFM) estimation and nowcasting in Python
 Project-URL: Homepage, https://github.com/yourusername/dfm-python
 Project-URL: Documentation, https://github.com/yourusername/dfm-python#readme
@@ -22,7 +22,7 @@ Requires-Python: >=3.10
 Requires-Dist: hydra-core>=1.3.2
 Requires-Dist: matplotlib>=3.5.0
 Requires-Dist: numpy>=1.24.0
-Requires-Dist: polars>=0.20.0
+Requires-Dist: pandas>=2.0.0
 Requires-Dist: pyarrow>=22.0.0
 Requires-Dist: pytorch-lightning>=2.0.0
 Requires-Dist: scikit-learn>=1.7.2
@@ -45,6 +45,8 @@ Provides-Extra: dev
 Requires-Dist: pytest-cov>=4.0.0; extra == 'dev'
 Requires-Dist: pytest>=7.0.0; extra == 'dev'
 Requires-Dist: scikit-learn>=1.0.0; extra == 'dev'
+Provides-Extra: forecasting
+Requires-Dist: sktime[forecasting]>=0.40.1; extra == 'forecasting'
 Provides-Extra: hydra
 Requires-Dist: hydra-core>=1.3.0; extra == 'hydra'
 Requires-Dist: omegaconf>=2.3.0; extra == 'hydra'
@@ -78,7 +80,7 @@ A Dynamic Factor Model is a powerful statistical framework that:
 - ✅ **Clock-based framework**: All factors evolve at a common clock frequency (configurable: daily, weekly, monthly, quarterly, semi-annual, annual)
 - ✅ **Block structure**: Flexible factor organization (global common factor + sector-specific factors)
 - ✅ **Idiosyncratic components**: Per-series state augmentation for better fit (AR(1) for clock-frequency, tent-length chains for slower frequencies)
-- ✅ **Robust missing data**: Spline interpolation preprocessing + Kalman filter handling during estimation
+- ✅ **Preprocessed data**: Package expects preprocessed data from users - users handle all preprocessing (imputation, scaling, feature engineering) using sktime or other tools
 - ✅ **News decomposition**: Attribute forecast changes to specific data releases
 - ✅ **Nowcasting & Forecasting**: Generate predictions for any horizon
 - ✅ **Deep Dynamic Factor Models (DDFM)**: Nonlinear encoder with PyTorch for capturing complex factor structures (optional, requires `dfm-python[deep]`)
@@ -103,7 +105,7 @@ pip install dfm-python
 **Requirements**: 
 - Python >= 3.10
 - numpy >= 1.24.0
-- polars >= 0.20.0
+- pandas >= 2.0.0
 - scipy >= 1.10.0
 
 Optional dependencies:
@@ -119,7 +121,7 @@ Optional dependencies:
 import dfm_python as dfm
 import numpy as np
 from datetime import datetime
-import polars as pl
+import pandas as pd
 
 # Generate or load your data (T × N: time periods × series)
 # Data should be standardized or will be standardized automatically
@@ -215,36 +217,25 @@ dfm.train(max_iter=5000, threshold=1e-5)
 X_forecast, Z_forecast = dfm.predict(horizon=None)  # Or specify: horizon=12
 ```
 
-### Example 3: Using Spec CSV (Recommended for CSV Workflows)
+### Example 3: Using YAML Configuration (Recommended)
 
 ```python
 import dfm_python as dfm
-from dfm_python.config import Params
-import polars as pl
-
-# 1. Create spec CSV (see Data Format section)
-# 2. Load configuration
-params = Params(
-    max_iter=5000,
-    threshold=1e-5,
-    clock='m',
-    augment_idio=True,  # Enable idio components
-    idio_rho0=0.1       # Initial AR coefficient for idio
-)
-spec_df = pl.read_csv('data/spec.csv')
-dfm.from_spec_df(spec_df, params=params)
 
-# 3. Load data
+# 1. Load configuration from YAML file
+dfm.from_yaml('config/default.yaml')
+
+# 2. Load data
 dfm.load_data('data/data.csv', sample_start='2020-01-01', sample_end='2023-12-31')
 
-# 4. Train
+# 3. Train
 dfm.train()
 
-# 5. Forecast and visualize (horizon=None defaults to 1 year of periods)
+# 4. Forecast and visualize (horizon=None defaults to 1 year of periods)
 X_forecast, Z_forecast = dfm.predict(horizon=None)  # Or specify: horizon=12
 dfm.plot(kind='factor', factor_index=0, forecast_horizon=None, save_path='factor_forecast.png')
 
-# 6. Access results
+# 5. Access results
 result = dfm.get_result()
 print(f"Converged: {result.converged}, Iterations: {result.num_iter}")
 print(f"Log-likelihood: {result.loglik:.2f}")
@@ -297,28 +288,7 @@ decomposition abilities (which require the data view).
 
 The package supports multiple ways to configure your model:
 
-#### 1. Spec CSV + Params (Recommended for CSV workflows)
-
-**Best for**: Users with existing CSV files and Excel-based workflows
-
-```python
-from dfm_python.config import Params
-import polars as pl
-
-params = Params(
-    max_iter=5000,
-    threshold=1e-5,
-    clock='m',
-    augment_idio=True,
-    augment_idio_slow=True,
-    idio_rho0=0.1,
-    idio_min_var=1e-8
-)
-spec_df = pl.read_csv('data/spec.csv')
-dfm.from_spec_df(spec_df, params=params)
-```
-
-#### 2. YAML Configuration
+#### 1. YAML Configuration
 
 **Best for**: Users who prefer declarative configuration files
 
@@ -331,7 +301,7 @@ dfm.load_data('data/sample_data.csv')
 dfm.train()
 ```
 
-#### 3. Hydra Decorator (Advanced)
+#### 2. Hydra Decorator (Advanced)
 
 **Best for**: Users already using Hydra for configuration management
 
@@ -356,7 +326,7 @@ if __name__ == "__main__":
 
 **CLI Overrides**: `python script.py max_iter=10 threshold=1e-4 blocks.Block_Global.factors=2`
 
-#### 4. Direct Python Objects
+#### 3. Direct Python Objects
 
 **Best for**: Programmatic configuration and integration with other Python code
 
@@ -459,7 +429,7 @@ Date,gdp_real,consumption,investment,employment,retail_sales
 **Notes**:
 - Quarterly series (e.g., `gdp_real`) only have values at quarter-end months
 - Monthly series (e.g., `employment`, `retail_sales`) have values every month
-- Missing values are handled automatically via spline interpolation and Kalman filtering
+- **Data must be preprocessed**: Users must handle missing values, scaling, and feature engineering before passing data to the package. Use sktime or other tools for preprocessing.
 
 ### Supported Frequencies
 
@@ -856,11 +826,9 @@ config = DFMConfig(series=series, blocks=blocks)
 
 ```python
 import dfm_python as dfm
-import polars as pl
+import pandas as pd
 
 # Configuration
-spec_df = pl.read_csv(spec_path)
-dfm.from_spec_df(spec_df, params=None)     # Convert spec DataFrame to YAML + load
 dfm.from_yaml(yaml_path)                    # Load from YAML file
 dfm.from_dict(config_dict)                  # Load from dictionary
 dfm.load_config(hydra=cfg)                  # Load from Hydra DictConfig
@@ -1141,13 +1109,6 @@ python tutorial/basic_tutorial.py \
   --config-name default \
   data_path=data/sample_data.csv
 
-# Convert spec CSV to YAML first, then use
-python -c "import dfm_python as dfm; dfm.from_spec('data/sample_spec.csv')"
-python tutorial/basic_tutorial.py \
-  --config-path config \
-  --config-name sample_spec \
-  data_path=data/sample_data.csv
-
 # With CLI overrides
 python tutorial/basic_tutorial.py \
   --config-path config \
@@ -1160,7 +1121,6 @@ python tutorial/basic_tutorial.py \
 
 Comprehensive tutorial covering:
 - **Hydra-based configuration**: All configs managed through YAML files
-- **Spec CSV conversion**: Convert CSV to YAML using `dfm.from_spec()`, then load via Hydra
 - **CLI parameter overrides**: Override any parameter via command line
 - **Data preparation and transformation**
 - **Model training and convergence**
@@ -1223,14 +1183,14 @@ DATA_VIEW_SOURCE=file  # or database
 
 ### Recent Improvements (v0.3.1)
 
-- ✅ **Polars-backed Data Views + Kalman Cache**  
-  `create_data_view()` now applies release-date masks via Polars, avoiding per-view NumPy copies. `Nowcast.backtest()` reuses cached Kalman filter/smoother states across successive data views, giving large speed-ups for 12-step pseudo real-time tests.
+- ✅ **Pandas-backed Data Views + Kalman Cache**  
+  `create_data_view()` now applies release-date masks via pandas, avoiding per-view NumPy copies. `Nowcast.backtest()` reuses cached Kalman filter/smoother states across successive data views, giving large speed-ups for 12-step pseudo real-time tests.
 - ✅ **Backtest Trajectory Plot**  
   `BacktestResult.plot_trajectory()` draws 이전 vs. 업데이트 nowcast curves plus monthly actuals along a relative week axis (`-12주 … 현재`). The tutorial simply calls this helper—no more hand-built plotting code.
 - ✅ **Higher-Frequency Backsteps**  
   `Nowcast.backtest(..., backward_steps=12, higher_freq=True)` now emits weekly snapshots even when the model clock is monthly, so you can inspect 12주 worth of “pseudo releases” immediately.
 - ✅ **Reload & Reuse**  
-  `DFM.load_pickle()` restores config, time index, and cached Polars data views so you can call `predict()`/`nowcast()` right after loading without re-reading CSVs.
+  `DFM.load_pickle()` restores config, time index, and cached pandas data views so you can call `predict()`/`nowcast()` right after loading without re-reading CSVs.
 - ✅ **API + Docs Refresh**  
   README/tutorial sections now highlight the faster backtests, new trajectory plots, and guidelines for interpreting flattened Q-matrix values or “strange” news decomposition outputs.
 
@@ -1244,7 +1204,7 @@ DATA_VIEW_SOURCE=file  # or database
 - ✅ **Model Result Storage**: File-based and SQLite adapters for saving/loading model results
 - ✅ **Data View Management**: Time-point specific data views for pseudo real-time evaluation
 - ✅ **Helper Function Consolidation**: Reduced code duplication with consolidated helper functions
-  - `to_python_datetime()`: Generic datetime conversion (handles polars datetime, strings, etc.)
+  - `to_python_datetime()`: Generic datetime conversion (handles pandas Timestamp, strings, etc.)
   - `extract_last_date()`: Generic time index extraction
   - `clock_to_datetime_freq()`: Shared clock-to-datetime frequency mapping
   - `get_periods_per_year()`: Generic periods-per-year calculation

{dfm_python-0.4.2 → dfm_python-0.4.3}/README.md

@@ -24,7 +24,7 @@ A Dynamic Factor Model is a powerful statistical framework that:
 - ✅ **Clock-based framework**: All factors evolve at a common clock frequency (configurable: daily, weekly, monthly, quarterly, semi-annual, annual)
 - ✅ **Block structure**: Flexible factor organization (global common factor + sector-specific factors)
 - ✅ **Idiosyncratic components**: Per-series state augmentation for better fit (AR(1) for clock-frequency, tent-length chains for slower frequencies)
-- ✅ **Robust missing data**: Spline interpolation preprocessing + Kalman filter handling during estimation
+- ✅ **Preprocessed data**: Package expects preprocessed data from users - users handle all preprocessing (imputation, scaling, feature engineering) using sktime or other tools
 - ✅ **News decomposition**: Attribute forecast changes to specific data releases
 - ✅ **Nowcasting & Forecasting**: Generate predictions for any horizon
 - ✅ **Deep Dynamic Factor Models (DDFM)**: Nonlinear encoder with PyTorch for capturing complex factor structures (optional, requires `dfm-python[deep]`)
@@ -49,7 +49,7 @@ pip install dfm-python
 **Requirements**: 
 - Python >= 3.10
 - numpy >= 1.24.0
-- polars >= 0.20.0
+- pandas >= 2.0.0
 - scipy >= 1.10.0
 
 Optional dependencies:
@@ -65,7 +65,7 @@ Optional dependencies:
 import dfm_python as dfm
 import numpy as np
 from datetime import datetime
-import polars as pl
+import pandas as pd
 
 # Generate or load your data (T × N: time periods × series)
 # Data should be standardized or will be standardized automatically
@@ -161,36 +161,25 @@ dfm.train(max_iter=5000, threshold=1e-5)
 X_forecast, Z_forecast = dfm.predict(horizon=None)  # Or specify: horizon=12
 ```
 
-### Example 3: Using Spec CSV (Recommended for CSV Workflows)
+### Example 3: Using YAML Configuration (Recommended)
 
 ```python
 import dfm_python as dfm
-from dfm_python.config import Params
-import polars as pl
-
-# 1. Create spec CSV (see Data Format section)
-# 2. Load configuration
-params = Params(
-    max_iter=5000,
-    threshold=1e-5,
-    clock='m',
-    augment_idio=True,  # Enable idio components
-    idio_rho0=0.1       # Initial AR coefficient for idio
-)
-spec_df = pl.read_csv('data/spec.csv')
-dfm.from_spec_df(spec_df, params=params)
 
-# 3. Load data
+# 1. Load configuration from YAML file
+dfm.from_yaml('config/default.yaml')
+
+# 2. Load data
 dfm.load_data('data/data.csv', sample_start='2020-01-01', sample_end='2023-12-31')
 
-# 4. Train
+# 3. Train
 dfm.train()
 
-# 5. Forecast and visualize (horizon=None defaults to 1 year of periods)
+# 4. Forecast and visualize (horizon=None defaults to 1 year of periods)
 X_forecast, Z_forecast = dfm.predict(horizon=None)  # Or specify: horizon=12
 dfm.plot(kind='factor', factor_index=0, forecast_horizon=None, save_path='factor_forecast.png')
 
-# 6. Access results
+# 5. Access results
 result = dfm.get_result()
 print(f"Converged: {result.converged}, Iterations: {result.num_iter}")
 print(f"Log-likelihood: {result.loglik:.2f}")
@@ -243,28 +232,7 @@ decomposition abilities (which require the data view).
 
 The package supports multiple ways to configure your model:
 
-#### 1. Spec CSV + Params (Recommended for CSV workflows)
-
-**Best for**: Users with existing CSV files and Excel-based workflows
-
-```python
-from dfm_python.config import Params
-import polars as pl
-
-params = Params(
-    max_iter=5000,
-    threshold=1e-5,
-    clock='m',
-    augment_idio=True,
-    augment_idio_slow=True,
-    idio_rho0=0.1,
-    idio_min_var=1e-8
-)
-spec_df = pl.read_csv('data/spec.csv')
-dfm.from_spec_df(spec_df, params=params)
-```
-
-#### 2. YAML Configuration
+#### 1. YAML Configuration
 
 **Best for**: Users who prefer declarative configuration files
 
@@ -277,7 +245,7 @@ dfm.load_data('data/sample_data.csv')
 dfm.train()
 ```
 
-#### 3. Hydra Decorator (Advanced)
+#### 2. Hydra Decorator (Advanced)
 
 **Best for**: Users already using Hydra for configuration management
 
@@ -302,7 +270,7 @@ if __name__ == "__main__":
 
 **CLI Overrides**: `python script.py max_iter=10 threshold=1e-4 blocks.Block_Global.factors=2`
 
-#### 4. Direct Python Objects
+#### 3. Direct Python Objects
 
 **Best for**: Programmatic configuration and integration with other Python code
 
@@ -405,7 +373,7 @@ Date,gdp_real,consumption,investment,employment,retail_sales
 **Notes**:
 - Quarterly series (e.g., `gdp_real`) only have values at quarter-end months
 - Monthly series (e.g., `employment`, `retail_sales`) have values every month
-- Missing values are handled automatically via spline interpolation and Kalman filtering
+- **Data must be preprocessed**: Users must handle missing values, scaling, and feature engineering before passing data to the package. Use sktime or other tools for preprocessing.
 
 ### Supported Frequencies
 
@@ -802,11 +770,9 @@ config = DFMConfig(series=series, blocks=blocks)
 
 ```python
 import dfm_python as dfm
-import polars as pl
+import pandas as pd
 
 # Configuration
-spec_df = pl.read_csv(spec_path)
-dfm.from_spec_df(spec_df, params=None)     # Convert spec DataFrame to YAML + load
 dfm.from_yaml(yaml_path)                    # Load from YAML file
 dfm.from_dict(config_dict)                  # Load from dictionary
 dfm.load_config(hydra=cfg)                  # Load from Hydra DictConfig
@@ -1087,13 +1053,6 @@ python tutorial/basic_tutorial.py \
   --config-name default \
   data_path=data/sample_data.csv
 
-# Convert spec CSV to YAML first, then use
-python -c "import dfm_python as dfm; dfm.from_spec('data/sample_spec.csv')"
-python tutorial/basic_tutorial.py \
-  --config-path config \
-  --config-name sample_spec \
-  data_path=data/sample_data.csv
-
 # With CLI overrides
 python tutorial/basic_tutorial.py \
   --config-path config \
@@ -1106,7 +1065,6 @@ python tutorial/basic_tutorial.py \
 
 Comprehensive tutorial covering:
 - **Hydra-based configuration**: All configs managed through YAML files
-- **Spec CSV conversion**: Convert CSV to YAML using `dfm.from_spec()`, then load via Hydra
 - **CLI parameter overrides**: Override any parameter via command line
 - **Data preparation and transformation**
 - **Model training and convergence**
@@ -1169,14 +1127,14 @@ DATA_VIEW_SOURCE=file  # or database
 
 ### Recent Improvements (v0.3.1)
 
-- ✅ **Polars-backed Data Views + Kalman Cache**  
-  `create_data_view()` now applies release-date masks via Polars, avoiding per-view NumPy copies. `Nowcast.backtest()` reuses cached Kalman filter/smoother states across successive data views, giving large speed-ups for 12-step pseudo real-time tests.
+- ✅ **Pandas-backed Data Views + Kalman Cache**  
+  `create_data_view()` now applies release-date masks via pandas, avoiding per-view NumPy copies. `Nowcast.backtest()` reuses cached Kalman filter/smoother states across successive data views, giving large speed-ups for 12-step pseudo real-time tests.
 - ✅ **Backtest Trajectory Plot**  
   `BacktestResult.plot_trajectory()` draws 이전 vs. 업데이트 nowcast curves plus monthly actuals along a relative week axis (`-12주 … 현재`). The tutorial simply calls this helper—no more hand-built plotting code.
 - ✅ **Higher-Frequency Backsteps**  
   `Nowcast.backtest(..., backward_steps=12, higher_freq=True)` now emits weekly snapshots even when the model clock is monthly, so you can inspect 12주 worth of “pseudo releases” immediately.
 - ✅ **Reload & Reuse**  
-  `DFM.load_pickle()` restores config, time index, and cached Polars data views so you can call `predict()`/`nowcast()` right after loading without re-reading CSVs.
+  `DFM.load_pickle()` restores config, time index, and cached pandas data views so you can call `predict()`/`nowcast()` right after loading without re-reading CSVs.
 - ✅ **API + Docs Refresh**  
   README/tutorial sections now highlight the faster backtests, new trajectory plots, and guidelines for interpreting flattened Q-matrix values or “strange” news decomposition outputs.
 
@@ -1190,7 +1148,7 @@ DATA_VIEW_SOURCE=file  # or database
 - ✅ **Model Result Storage**: File-based and SQLite adapters for saving/loading model results
 - ✅ **Data View Management**: Time-point specific data views for pseudo real-time evaluation
 - ✅ **Helper Function Consolidation**: Reduced code duplication with consolidated helper functions
-  - `to_python_datetime()`: Generic datetime conversion (handles polars datetime, strings, etc.)
+  - `to_python_datetime()`: Generic datetime conversion (handles pandas Timestamp, strings, etc.)
   - `extract_last_date()`: Generic time index extraction
   - `clock_to_datetime_freq()`: Shared clock-to-datetime frequency mapping
   - `get_periods_per_year()`: Generic periods-per-year calculation

{dfm_python-0.4.2 → dfm_python-0.4.3}/pyproject.toml

@@ -1,6 +1,6 @@
 [project]
 name = "dfm-python"
-version = "0.4.2"
+version = "0.4.3"
 description = "Dynamic Factor Model (DFM) estimation and nowcasting in Python"
 readme = "README.md"
 requires-python = ">=3.10"
@@ -23,7 +23,7 @@ dependencies = [
     "hydra-core>=1.3.2",
     "matplotlib>=3.5.0",
     "numpy>=1.24.0",
-    "polars>=0.20.0",
+    "pandas>=2.0.0",
     "pyarrow>=22.0.0",
     "pytorch-lightning>=2.0.0",
     "scikit-learn>=1.7.2",
@@ -49,6 +49,9 @@ deep = [
 transform = [
     "sktime>=0.27.0",
 ]
+forecasting = [
+    "sktime[forecasting]>=0.40.1",
+]
 dev = [
     "pytest>=7.0.0",
     "pytest-cov>=4.0.0",

{dfm_python-0.4.2 → dfm_python-0.4.3}/src/dfm_python/__init__.py

@@ -19,7 +19,7 @@ has a frequency faster than the clock, a ValueError will be raised.
 
 Key Features:
     - Hydra-based configuration (YAML files) - primary configuration method
-    - Expects preprocessed data from users - package applies internal transformations automatically
+    - Expects preprocessed data from users - users handle all preprocessing, package extracts statistics from pipeline
     - Flexible block structure for factor modeling
     - Robust handling of missing data (internal spline interpolation)
     - Automatic standardization and data clipping
@@ -27,11 +27,11 @@ Key Features:
 
 Example (Standard Lightning Pattern):
     >>> from dfm_python import DFM, DFMDataModule, DFMTrainer
-    >>> import polars as pl
+    >>> import pandas as pd
     >>> 
     >>> # Step 1: Load and preprocess data
-    >>> df = pl.read_csv('data/sample_data.csv')
-    >>> df_processed = df.select([col for col in df.columns if col != 'date'])
+    >>> df = pd.read_csv('data/sample_data.csv')
+    >>> df_processed = df[[col for col in df.columns if col != 'date']]
     >>> 
     >>> # Step 2: Create DataModule
     >>> dm = DFMDataModule(config_path='config/default.yaml', data=df_processed)
@@ -67,7 +67,7 @@ Note: DFMConfig and SeriesConfig are internal implementation details.
 For detailed documentation, see the README.md file and the tutorial notebooks/scripts.
 """
 
-__version__ = "0.4.2"
+__version__ = "0.4.3"
 
 # ============================================================================
 # PUBLIC API DEFINITION
@@ -79,8 +79,8 @@ __version__ = "0.4.2"
 # Public API categories:
 # 1. Configuration: DFMConfig, SeriesConfig, config sources
 # 2. High-level API: DFM, DDFM, module-level convenience functions
-# 3. Core utilities: DFMLinear, TimeIndex, diagnostics
-# 4. Models: BaseFactorModel, DFMLinear, DDFM (low-level)
+# 3. Core utilities: TimeIndex, diagnostics
+# 4. Models: BaseFactorModel, DDFM (low-level)
 # 5. Nowcasting: Nowcast, result classes, para_const
 # 6. Data & Results: DFMResult
 # ============================================================================
@@ -94,8 +94,6 @@ from .config import (
 # Internal imports (for backward compatibility, but not recommended)
 from .config import DFMConfig, SeriesConfig  # Internal use only
 
-# Data utilities
-
 # Results
 from .config.results import DFMResult, DDFMResult, BaseResult
 
@@ -125,14 +123,14 @@ from .nowcast.helpers import (
 
 # Model implementations
 from .models.base import BaseFactorModel
-from .models.dfm import DFMLinear, DFM
+from .models.dfm import DFM
 
 # DDFM high-level API and low-level model (PyTorch is mandatory)
 from .models.ddfm import DDFM, DDFMModel
 
 __all__ = [
     # Core classes
-    'DFM', 'DFMLinear', 'Nowcast',
+    'DFM', 'Nowcast',
     # Model base and implementations
     'BaseFactorModel',
     # Nowcast result classes

{dfm_python-0.4.2 → dfm_python-0.4.3}/src/dfm_python/config/__init__.py

@@ -18,21 +18,18 @@ from .adapter import (
     HydraSource,
     MergedConfigSource,
     make_config_source,
-    # Note: from_spec is in models/dfm.py, not in adapter
-    # Note: Private functions (_load_config_from_dataframe, _write_series_blocks_yaml)
-    # are available from adapter module but not exported as public API
 )
 from .utils import (
     FREQUENCY_HIERARCHY,
     PERIODS_PER_YEAR,
     get_periods_per_year,
     get_annual_factor,
-    compute_idio_chain_lengths,
-    get_tent_weights_for_pair,
+    compute_idio_lengths,
+    get_tent_weights,
     generate_tent_weights,
     generate_R_mat,
-    get_aggregation_structure,
-    group_series_by_frequency,
+    get_agg_structure,
+    group_by_freq,
 )
 
 __all__ = [
@@ -53,13 +50,11 @@ __all__ = [
     'PERIODS_PER_YEAR',
     'get_periods_per_year',
     'get_annual_factor',
-    'compute_idio_chain_lengths',
-    'get_tent_weights_for_pair',
+    'compute_idio_lengths',
+    'get_tent_weights',
     'generate_tent_weights',
     'generate_R_mat',
-    'get_aggregation_structure',
-    'group_series_by_frequency',
-    # Note: Private functions (_load_config_from_dataframe, _write_series_blocks_yaml)
-    # are available from adapter module but not exported as public API
+    'get_agg_structure',
+    'group_by_freq',
 ]