chrono-correlator 1.1.0

Statistical correlation between time-series and discrete events with optional LLM narration

chrono-correlator

A generic statistical engine that correlates time-series data with discrete events using Mann-Whitney U, and narrates results with an LLM only when p < 0.05.

Install

# Core (statistics only — no LLM required)
pip install chrono-correlator

# With specific LLM provider
pip install chrono-correlator[groq]
pip install chrono-correlator[anthropic]
pip install chrono-correlator[ollama]      # local, no API key

# Everything
pip install chrono-correlator[all]

Quick start

from datetime import datetime, timedelta
from chrono_correlator import Event, Metric, evaluate, narrate

base = datetime(2024, 1, 1)

events = [
    Event(timestamp=base + timedelta(days=d), label="migraine")
    for d in [10, 20, 30]
]

timestamps = [base + timedelta(hours=h) for h in range(800)]
values = [55.0] * 800
for day in [10, 20, 30]:
    for h in range(48):
        idx = day * 24 - 48 + h
        if 0 <= idx < 800:
            values[idx] = 28.0

hrv = Metric(name="hrv", timestamps=timestamps, values=values)

report = evaluate(events, [hrv])
print(f"Level: {report.level} — {report.active_signals}/{report.total_signals} signals")

if report.level != "green":
    report = narrate(report, provider="groq")
    print(report.narrative)

From a pandas DataFrame

import pandas as pd
from chrono_correlator import Metric

df = pd.read_csv("hrv_data.csv")   # columns: timestamp, value
hrv = Metric.from_dataframe(df, name="hrv", timestamp_col="timestamp", value_col="value")

Lag sweep — find the best anticipatory window automatically

from chrono_correlator import find_best_lag

results = find_best_lag(events, hrv_metric, lag_range=range(0, 72, 6))

best = max(results, key=lambda k: results[k].causality_score)
print(f"Strongest signal at lag={best}h — causality={results[best].causality_score:.2f}")

Bootstrap confidence interval for effect size

report = evaluate(events, [hrv], bootstrap_ci=True)   # ~1s per metric
r = report.results[0]
print(f"Effect: {r.effect_size:.3f}  95% CI: [{r.effect_ci[0]:.3f}, {r.effect_ci[1]:.3f}]")

If the CI excludes 0, the effect is unlikely to be sampling noise.

Seasonal baseline correction

# Compare pre-event window only against same day of the week in the baseline
# Eliminates false positives caused by weekly patterns (e.g. traffic every Friday)
report = evaluate(events, metrics, baseline_strategy="same_weekday")

# Compare against same hour of the day — for circadian metrics (HRV, temperature)
report = evaluate(events, metrics, baseline_strategy="same_hour")

Directional analysis

# Only flag metrics that DROP before events (e.g. HRV decrease before migraine)
report = evaluate(events, metrics, direction="decrease")

# Only flag metrics that RISE before events (e.g. heart rate spike before incident)
report = evaluate(events, metrics, direction="increase")

Custom significance thresholds

from chrono_correlator import SignificanceConfig

cfg = SignificanceConfig(alpha=0.01, strong_effect=0.35, strong_consistency=0.75)
report = evaluate(events, metrics, config=cfg)

Overlapping event windows

When two events are closer together than lookback_hours, evaluate() emits a UserWarning automatically:

UserWarning: Events 'migraine' (2024-01-10) and 'migraine' (2024-01-11) are 24h apart —
pre-event windows overlap (lookback=48h). Pooled results may be inflated.

Persistence — save and reload reports

from chrono_correlator import save_report, load_reports
from datetime import datetime, timedelta

# Save to SQLite (stdlib, no extra dependencies)
row_id = save_report(report, db_path="chrono.db")

# Load all reports
history = load_reports("chrono.db")

# Filter by level or time window
alerts = load_reports("chrono.db", level="red")
recent  = load_reports("chrono.db", since=datetime.now() - timedelta(days=7))

Export to HTML and Markdown

from chrono_correlator import export_html, export_markdown

export_html(report, "report.html")         # self-contained HTML with table + narratives
export_markdown(report, "report.md")       # GitHub-ready Markdown — paste into issues/PRs

LLM narration with audit trail

# Every LLM call is logged to a JSONL file: stats + prompt + response
# Required for audits in regulated environments (health, industry)
report = narrate(report, provider="groq", audit_log="audit.jsonl")

Each audit entry:

{
  "ts": "2024-06-01T14:23:11",
  "metric": "hrv",
  "stats": {"p_value": 0.003, "effect_size": -0.41, "causality_score": 0.68, ...},
  "prompt": "Datos estadísticos CALCULADOS...",
  "response": "Patrón detectado en HRV antes del evento."
}

Continuous monitoring (no events needed)

from chrono_correlator import monitor, loop

# Single evaluation at now()
report = monitor(metrics, narrate=False)

# Infinite loop — calls on_alert when level is yellow or red
def alert_handler(report):
    save_report(report)
    export_html(report, f"alert_{datetime.now():%Y%m%d_%H%M}.html")

loop(metrics_fn=lambda: metrics, interval_seconds=3600, on_alert=alert_handler)

CLI

chrono analyze metrics.csv events.csv --name hrv --correction fdr
chrono analyze metrics.csv events.csv --json
chrono analyze metrics.csv events.csv --direction decrease --baseline-strategy same_weekday
chrono analyze metrics.csv events.csv --narrate --provider anthropic

Custom LLM provider

from chrono_correlator import BaseNarrator

class MyNarrator(BaseNarrator):
    def generate(self, prompt: str) -> str:
        # call any local or remote model
        ...

report = MyNarrator().narrate(report)

Adapter recipes — connect live sources without built-in connectors

Prometheus

import requests
from datetime import datetime, timedelta
from chrono_correlator import Metric

def prometheus_metric(query: str, url: str = "http://localhost:9090") -> Metric:
    end = datetime.now()
    start = end - timedelta(days=35)
    r = requests.get(f"{url}/api/v1/query_range", params={
        "query": query, "start": start.timestamp(),
        "end": end.timestamp(), "step": "1h",
    })
    data = r.json()["data"]["result"][0]["values"]
    return Metric(
        name=query,
        timestamps=[datetime.fromtimestamp(float(t)) for t, _ in data],
        values=[float(v) for _, v in data],
    )

cpu = prometheus_metric("rate(node_cpu_seconds_total[5m])")
report = evaluate(events, [cpu])

InfluxDB

from influxdb_client import InfluxDBClient
from chrono_correlator import Metric

def influx_metric(bucket: str, measurement: str, field: str, url: str, token: str) -> Metric:
    client = InfluxDBClient(url=url, token=token, org="my-org")
    query = f'from(bucket:"{bucket}") |> range(start:-35d) |> filter(fn:(r) => r._measurement == "{measurement}" and r._field == "{field}")'
    tables = client.query_api().query(query)
    rows = [(r.get_time(), r.get_value()) for table in tables for r in table.records]
    return Metric(name=field, timestamps=[t for t, _ in rows], values=[v for _, v in rows])

Watching a live CSV file

from watchdog.observers import Observer
from watchdog.events import FileSystemEventHandler
from chrono_correlator import Metric
import pandas as pd

class CsvWatcher(FileSystemEventHandler):
    def __init__(self, path: str, name: str, on_update):
        self.path, self.name, self.on_update = path, name, on_update

    def on_modified(self, event):
        if event.src_path == self.path:
            df = pd.read_csv(self.path)
            metric = Metric.from_dataframe(df, name=self.name)
            self.on_update(metric)

Generic REST API

import requests
from chrono_correlator import Metric

def api_metric(url: str, name: str, ts_field="timestamp", val_field="value") -> Metric:
    data = requests.get(url).json()
    return Metric(
        name=name,
        timestamps=[datetime.fromisoformat(row[ts_field]) for row in data],
        values=[float(row[val_field]) for row in data],
    )

Interactive notebook

examples/dashboard.ipynb — full pipeline with matplotlib visualizations, lag sweep chart, and bootstrap CI plot. No UI server required.

Key finding: p-value alone is not enough

Statistical significance (p < 0.05) can appear in large samples even with no real pattern. Effect size + consistency is what separates real signals from statistical noise.

Dataset	p-value	Effect	Consistency	Causality score	Signal
Real pattern	< 0.001	0.289	0.86	0.64	strong
Flat metrics	0.09*	-0.005	~0.4	~0.2	none
Shuffled	0.55	0.000	~0.5	0.25	none

* p < 0.05 in some metrics due to large sample size — effect size and consistency correctly identify these as noise.

CorrelationResult includes:

• consistency — fraction of events individually showing the pattern (0–1)
• signal_strength — "strong" / "moderate" / "weak" / "none"
• causality_score — composite score: 0.5 × |effect| + 0.5 × consistency (0–1)
• effect_ci — 95% bootstrap confidence interval (low, high) when bootstrap_ci=True

significant = True only when p < alpha AND signal_strength in ("strong", "moderate").

How it works

• Statistical core: For each metric, values in the pre-event window (default: 48 h before, configurable lag) are compared against a 28-day baseline using Mann-Whitney U. Effect size is computed as rank-biserial correlation.
• Multiple comparison correction: When analysing several metrics simultaneously, FDR (Benjamini-Hochberg) correction is applied by default to control false positives. Bonferroni is also available.
• Alert level: Corrected active signals are counted. 1–2 → green, 3–4 → yellow, 5–7 → red.
• LLM narration: Only triggered on yellow or red. The model receives pre-calculated statistics and is constrained to one factual sentence per signal — no diagnosis, no causal inference.

Use cases

• Health monitoring — correlate HRV, deep sleep, or skin temperature drops with migraine or crisis events.
• Infrastructure — detect latency or error-rate anomalies preceding service outages.
• IPTV / streaming — link buffering load spikes to subscriber disconnection events.
• Energy consumption — associate power demand patterns with grid stress or equipment failures.

License

MIT — Raúl Gallardo (g3v3r)