lebre 0.1.0__tar.gz
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- lebre-0.1.0/.gitignore +7 -0
- lebre-0.1.0/CHANGELOG.md +23 -0
- lebre-0.1.0/CITATION.cff +17 -0
- lebre-0.1.0/LICENSE +202 -0
- lebre-0.1.0/PKG-INFO +85 -0
- lebre-0.1.0/README.md +62 -0
- lebre-0.1.0/dev/README.md +7 -0
- lebre-0.1.0/examples/quickstart.py +33 -0
- lebre-0.1.0/pyproject.toml +40 -0
- lebre-0.1.0/src/lebre/__init__.py +13 -0
- lebre-0.1.0/src/lebre/_core.py +451 -0
- lebre-0.1.0/src/lebre/_engine.py +105 -0
- lebre-0.1.0/src/lebre/_memory.py +70 -0
- lebre-0.1.0/src/lebre/model.py +188 -0
- lebre-0.1.0/src/lebre/py.typed +0 -0
- lebre-0.1.0/tests/fixtures/effect_vanishes.json +435 -0
- lebre-0.1.0/tests/fixtures/effect_vanishes.npz +0 -0
- lebre-0.1.0/tests/fixtures/hourly_gaps.json +427 -0
- lebre-0.1.0/tests/fixtures/hourly_gaps.npz +0 -0
- lebre-0.1.0/tests/fixtures/lag_and_band.json +363 -0
- lebre-0.1.0/tests/fixtures/lag_and_band.npz +0 -0
- lebre-0.1.0/tests/fixtures/many_inputs.json +995 -0
- lebre-0.1.0/tests/fixtures/many_inputs.npz +0 -0
- lebre-0.1.0/tests/fixtures/opposite_lags.json +525 -0
- lebre-0.1.0/tests/fixtures/opposite_lags.npz +0 -0
- lebre-0.1.0/tests/fixtures/regime_change.json +1310 -0
- lebre-0.1.0/tests/fixtures/regime_change.npz +0 -0
- lebre-0.1.0/tests/fixtures/short_null.json +27 -0
- lebre-0.1.0/tests/fixtures/short_null.npz +0 -0
- lebre-0.1.0/tests/test_api.py +99 -0
- lebre-0.1.0/tests/test_regression.py +71 -0
lebre-0.1.0/.gitignore
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lebre-0.1.0/CHANGELOG.md
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# Changelog
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## 0.1.0 — 2026-10-01
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First release. Implements **LEBRE v0.52-r1** (canonical configuration) as frozen in the research record (https://doi.org/10.5281/zenodo.23049103).
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**Fidelity.** In the reference environment (Windows, CPython 3.11, NumPy 2.2.5), forecasts, interval, events and cost accounting are bit-for-bit identical to the frozen research code. On other platforms and NumPy versions, rounding differs in the last bits; the tests then require identical structural decisions and forecasts within 1e-9 of their scale. This is checked on:
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- seven synthetic scenarios (`tests/test_regression.py`);
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- four real reserve-3 series, in the research repository (`scripts/check_lebre_package.py`).
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**API:**
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- `Lebre(n_inputs, season, season2)`;
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- `predict` / `observe` / `step`;
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- adaptive 90% interval;
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- audit `events`, `structure`, `response`, `equivalent_inputs`;
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- `coverage`, `cost_per_step`;
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- `save` / `load`.
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**Differences from the research code** (no effect on results):
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- Branches used only by research ablations were removed.
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- The single `step` was split into `predict` + `observe`.
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- Interval hits are counted instead of stored.
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- Missing input values (NaN) do not update the input standardiser; the research pipeline assumed complete inputs.
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lebre-0.1.0/CITATION.cff
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cff-version: 1.2.0
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message: "If you use this software, please cite the LEBRE research record it implements."
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type: software
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title: "lebre: online forecasting with statistically tested structural changes"
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version: "0.1.0"
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authors:
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- family-names: "Lima"
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given-names: "Silvano"
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orcid: "https://orcid.org/0009-0000-3868-6747"
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license: Apache-2.0
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references:
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- type: software
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title: "LEBRE research record — v0.52-r1"
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authors:
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- family-names: "Lima"
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given-names: "Silvano"
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doi: "10.5281/zenodo.23049103"
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lebre-0.1.0/LICENSE
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Apache License
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lebre-0.1.0/PKG-INFO
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Metadata-Version: 2.5
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Name: lebre
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Version: 0.1.0
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Summary: Online one-step-ahead forecasting with statistically tested structural changes, at a cost of a few hundred operations per step (implements LEBRE v0.52-r1).
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Project-URL: Source, https://github.com/Iquitim/lebre
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Project-URL: Issues, https://github.com/Iquitim/lebre/issues
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Project-URL: Research record, https://github.com/Iquitim/lebre-research
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Project-URL: Research DOI, https://doi.org/10.5281/zenodo.23049103
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Author: Silvano Lima
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License-Expression: Apache-2.0
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License-File: LICENSE
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Keywords: TinyML,anytime-valid inference,e-process,exogenous inputs,online forecasting,time series
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Classifier: Development Status :: 3 - Alpha
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Classifier: Intended Audience :: Science/Research
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Classifier: Operating System :: OS Independent
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Classifier: Programming Language :: Python :: 3
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Classifier: Topic :: Scientific/Engineering :: Information Analysis
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Requires-Python: >=3.10
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Requires-Dist: numpy>=1.24
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Provides-Extra: test
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Requires-Dist: pytest>=7; extra == 'test'
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Description-Content-Type: text/markdown
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# lebre
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[](https://github.com/Iquitim/lebre/actions/workflows/tests.yml)
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Online one-step-ahead forecasting for a target driven by exogenous inputs, with **statistically tested structural changes**, at a cost of a few hundred floating-point operations per step.
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`lebre 0.1.0` implements **LEBRE v0.52-r1**, the frozen research version documented and evaluated in the research record:
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- repository: https://github.com/Iquitim/lebre-research
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- DOI: [10.5281/zenodo.23049103](https://doi.org/10.5281/zenodo.23049103)
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The package reproduces the research code **bit for bit in the reference environment** (Windows, CPython 3.11, NumPy 2.2.5), checked against references generated from the frozen code and on real evaluation series in the research repository. On other platforms and NumPy versions, floating-point rounding differs in the last bits (~1e-14): the regression tests then require identical structural decisions and forecasts equal within 1e-9 of their scale.
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```bash
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pip install lebre
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```
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## Usage
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```python
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from lebre import Lebre
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model = Lebre(n_inputs=3, season=24) # season: declared cycle in steps (None if there is none)
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for x_t, y_t in stream: # x_t: current inputs (length 3), y_t: target (None/NaN if missing)
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f = model.predict(x_t) # Forecast(value, lower, upper, t), issued before y_t is known
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model.observe(y_t)
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# or: f = model.step(x_t, y_t)
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model.structure # e.g. ['x0', 'own_past']
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model.response("x0") # recovered lag response: [((lag_lo, lag_hi), weight per lag), ...]
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model.events # audit log: Event(t, outcome, change, added, removed, log_evidence, samples)
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model.equivalent_inputs("x0") # inputs indistinguishable from x0 (causal correlation >= 0.95)
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model.coverage, model.cost_per_step # empirical 90%-interval coverage; analytic operations per step
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model.save("state.pkl"); model = Lebre.load("state.pkl") # pickle: load only files you trust
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```
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See `examples/quickstart.py`.
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## What it does
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- **Live model:**
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- a memory of the target's own past: level, declared cycle(s), per-phase profile;
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- a linear regression on the current inputs;
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- the two combined by dynamic model averaging.
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- **Structural changes run in shadow as experiments:** adding, removing or swapping a whole input, or refining its lag response by hierarchical splits of octave bands.
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- **Acceptance:** a change is accepted only when an anytime-valid e-process of predictive improvement crosses a level fixed by an online multiple-testing rule.
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- **Output safeguards:** target gaps are held (never filled with the model's own forecasts), and forecasts stay within an envelope of the observed values.
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- **Inputs:** they are standardised causally inside the model; set `standardize=False` only if you already do this with past-only statistics.
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## Scope and limits
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These are the limits of the evaluated version, stated honestly (details in the specification, §19):
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- evaluated on hydrology and building-energy series with 1–5 inputs, one step ahead;
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- it is **not** meant to be the most accurate forecaster: in the evaluations it tied a SARIMAX with inputs fitted per series and had ~25% higher error than Chronos-2 with covariates, at a tiny fraction of the cost;
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- the testing mechanism does not improve accuracy over switching all inputs on; its role is an audited, evidence-backed structure;
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- an accepted input means *it improved the forecast of the current model, with evidence*, not *it is the cause*: correlated substitutes can be accepted, and near-identical inputs are indistinguishable;
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- the e-values are valid under the stated assumptions; false-change control with the adaptive reference was verified empirically;
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- delays of very smooth inputs are often not discovered (information limit), though forecasts remain good;
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- the declared cost contract of the research version (mean ≤ 400, peak ≤ 1,000 operations per step) was narrowly not met.
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## Licence
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Apache-2.0. If you use it, please cite the research record (`CITATION.cff`).
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lebre-0.1.0/README.md
ADDED
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# lebre
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[](https://github.com/Iquitim/lebre/actions/workflows/tests.yml)
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Online one-step-ahead forecasting for a target driven by exogenous inputs, with **statistically tested structural changes**, at a cost of a few hundred floating-point operations per step.
|
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6
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+
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`lebre 0.1.0` implements **LEBRE v0.52-r1**, the frozen research version documented and evaluated in the research record:
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- repository: https://github.com/Iquitim/lebre-research
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- DOI: [10.5281/zenodo.23049103](https://doi.org/10.5281/zenodo.23049103)
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+
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+
The package reproduces the research code **bit for bit in the reference environment** (Windows, CPython 3.11, NumPy 2.2.5), checked against references generated from the frozen code and on real evaluation series in the research repository. On other platforms and NumPy versions, floating-point rounding differs in the last bits (~1e-14): the regression tests then require identical structural decisions and forecasts equal within 1e-9 of their scale.
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```bash
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pip install lebre
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```
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## Usage
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```python
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from lebre import Lebre
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model = Lebre(n_inputs=3, season=24) # season: declared cycle in steps (None if there is none)
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for x_t, y_t in stream: # x_t: current inputs (length 3), y_t: target (None/NaN if missing)
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f = model.predict(x_t) # Forecast(value, lower, upper, t), issued before y_t is known
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model.observe(y_t)
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# or: f = model.step(x_t, y_t)
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model.structure # e.g. ['x0', 'own_past']
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model.response("x0") # recovered lag response: [((lag_lo, lag_hi), weight per lag), ...]
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model.events # audit log: Event(t, outcome, change, added, removed, log_evidence, samples)
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model.equivalent_inputs("x0") # inputs indistinguishable from x0 (causal correlation >= 0.95)
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model.coverage, model.cost_per_step # empirical 90%-interval coverage; analytic operations per step
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model.save("state.pkl"); model = Lebre.load("state.pkl") # pickle: load only files you trust
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```
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+
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See `examples/quickstart.py`.
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37
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+
|
|
38
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+
## What it does
|
|
39
|
+
|
|
40
|
+
- **Live model:**
|
|
41
|
+
- a memory of the target's own past: level, declared cycle(s), per-phase profile;
|
|
42
|
+
- a linear regression on the current inputs;
|
|
43
|
+
- the two combined by dynamic model averaging.
|
|
44
|
+
- **Structural changes run in shadow as experiments:** adding, removing or swapping a whole input, or refining its lag response by hierarchical splits of octave bands.
|
|
45
|
+
- **Acceptance:** a change is accepted only when an anytime-valid e-process of predictive improvement crosses a level fixed by an online multiple-testing rule.
|
|
46
|
+
- **Output safeguards:** target gaps are held (never filled with the model's own forecasts), and forecasts stay within an envelope of the observed values.
|
|
47
|
+
- **Inputs:** they are standardised causally inside the model; set `standardize=False` only if you already do this with past-only statistics.
|
|
48
|
+
|
|
49
|
+
## Scope and limits
|
|
50
|
+
|
|
51
|
+
These are the limits of the evaluated version, stated honestly (details in the specification, §19):
|
|
52
|
+
- evaluated on hydrology and building-energy series with 1–5 inputs, one step ahead;
|
|
53
|
+
- it is **not** meant to be the most accurate forecaster: in the evaluations it tied a SARIMAX with inputs fitted per series and had ~25% higher error than Chronos-2 with covariates, at a tiny fraction of the cost;
|
|
54
|
+
- the testing mechanism does not improve accuracy over switching all inputs on; its role is an audited, evidence-backed structure;
|
|
55
|
+
- an accepted input means *it improved the forecast of the current model, with evidence*, not *it is the cause*: correlated substitutes can be accepted, and near-identical inputs are indistinguishable;
|
|
56
|
+
- the e-values are valid under the stated assumptions; false-change control with the adaptive reference was verified empirically;
|
|
57
|
+
- delays of very smooth inputs are often not discovered (information limit), though forecasts remain good;
|
|
58
|
+
- the declared cost contract of the research version (mean ≤ 400, peak ≤ 1,000 operations per step) was narrowly not met.
|
|
59
|
+
|
|
60
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+
## Licence
|
|
61
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+
|
|
62
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+
Apache-2.0. If you use it, please cite the research record (`CITATION.cff`).
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# dev/
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`make_fixtures.py` regenerates `tests/fixtures/` from the **frozen research implementation**. It needs a checkout of the research record (https://github.com/Iquitim/lebre-research) and is run from its root:
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python packages/lebre/dev/make_fixtures.py
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The fixtures are synthetic (seeds 5301–5307) and cover acceptance of inputs and of the residual state, hierarchical splits, swaps, removal tests, target gaps, out-of-contract inputs, quarantine, daily and weekly cycles, and a structureless target. An accepted removal and a "superseded" experiment do not occur in them. The removal code path is shared with the accepted swap.
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"""Quickstart: forecast a target driven by one delayed input, with a missing stretch of the target.
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The target depends on input x0 with a delay of 12 steps; x1 is irrelevant. LEBRE learns online, forecasts one step
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ahead and logs every structural change with its evidence.
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"""
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import numpy as np
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from lebre import Lebre
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rng = np.random.default_rng(0)
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T = 20000
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X = np.zeros((T, 2))
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for t in range(1, T):
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X[t] = 0.5 * X[t - 1] + np.sqrt(0.75) * rng.standard_normal(2)
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y = 0.8 * np.r_[np.zeros(12), X[:-12, 0]] + 0.5 * rng.standard_normal(T)
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y[8000:8100] = np.nan # a gap in the target
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model = Lebre(n_inputs=2)
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err = []
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for t in range(T):
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f = model.predict(X[t]) # forecast before seeing y[t]
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model.observe(None if np.isnan(y[t]) else y[t]) # then reveal y[t] (None = missing)
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if t >= T // 2 and not np.isnan(y[t]):
|
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+
err.append((y[t] - f.value) ** 2)
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+
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print(f"MSE on the second half: {np.mean(err):.3f} (noise variance 0.25)")
|
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+
print(f"90% interval coverage: {model.coverage:.3f}")
|
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28
|
+
print(f"active structure: {model.structure}")
|
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+
print("recovered response of x0 (lags, weight per lag):", [(seg, round(w, 3)) for seg, w in model.response("x0")])
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print(f"analytic cost: {model.cost_per_step:.0f} floating-point operations per step")
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31
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for e in model.events:
|
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32
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+
if e.outcome == "accepted":
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print(f" t={e.t}: {e.change} {e.added} (log evidence {e.log_evidence}, {e.samples} samples)")
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@@ -0,0 +1,40 @@
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[build-system]
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requires = ["hatchling>=1.21"]
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build-backend = "hatchling.build"
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[project]
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name = "lebre"
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+
version = "0.1.0"
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8
|
+
description = "Online one-step-ahead forecasting with statistically tested structural changes, at a cost of a few hundred operations per step (implements LEBRE v0.52-r1)."
|
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+
readme = "README.md"
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license = "Apache-2.0"
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license-files = ["LICENSE"]
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requires-python = ">=3.10"
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authors = [{ name = "Silvano Lima" }]
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keywords = ["time series", "online forecasting", "anytime-valid inference", "e-process", "TinyML", "exogenous inputs"]
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classifiers = [
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"Development Status :: 3 - Alpha",
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"Intended Audience :: Science/Research",
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"Programming Language :: Python :: 3",
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"Topic :: Scientific/Engineering :: Information Analysis",
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"Operating System :: OS Independent",
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]
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dependencies = ["numpy>=1.24"]
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[project.optional-dependencies]
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test = ["pytest>=7"]
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[project.urls]
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Source = "https://github.com/Iquitim/lebre"
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Issues = "https://github.com/Iquitim/lebre/issues"
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"Research record" = "https://github.com/Iquitim/lebre-research"
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"Research DOI" = "https://doi.org/10.5281/zenodo.23049103"
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33
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[tool.hatch.build.targets.sdist]
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34
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+
include = ["src/lebre", "tests", "examples", "README.md", "LICENSE", "CHANGELOG.md", "CITATION.cff"]
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35
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+
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36
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[tool.hatch.build.targets.wheel]
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37
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+
packages = ["src/lebre"]
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38
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+
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39
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+
[tool.pytest.ini_options]
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40
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+
testpaths = ["tests"]
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|
@@ -0,0 +1,13 @@
|
|
|
1
|
+
"""LEBRE — online one-step-ahead forecasting with statistically tested structural changes, at a cost of a few hundred
|
|
2
|
+
floating-point operations per step.
|
|
3
|
+
|
|
4
|
+
This package implements **LEBRE v0.52-r1** (canonical configuration) exactly as specified and evaluated in the research
|
|
5
|
+
record https://doi.org/10.5281/zenodo.23049103. In the reference environment (Windows, CPython 3.11, NumPy 2.2.5) the forecasts are bit-for-bit identical to the frozen
|
|
6
|
+
research code; elsewhere they agree up to floating-point rounding, with identical structural decisions in the tests.
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7
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+
"""
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|
8
|
+
from .model import Event, Forecast, Lebre
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|
9
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+
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10
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+
__version__ = "0.1.0"
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11
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ALGORITHM_VERSION = "LEBRE v0.52-r1"
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__all__ = ["Lebre", "Forecast", "Event", "__version__", "ALGORITHM_VERSION"]
|