chronoise 0.2.0

Synthetic noise-driven time series with controllable structure for ML benchmarks.

chronoise

Synthetic noise-driven time series with controllable structure for ML benchmarks.

Each series is generated as

X_t = L_t + a * N(t)

where L_t is a piecewise-constant level with stochastic step lengths and an optional seasonal sign bias, and N(t) is one of six configurable noise styles (five 1/f^beta colored noises and one El-Nino-style noise). The canonical dataset is a 6 x 3 x 2 x 10 = 360-element grid.

Install

pip install chronoise

Requires Python >=3.10, numpy>=1.23, torch>=2.0.

Usage

from chronoise import (
    GeneratorConfig, NoiseKind, NoiseSpec,
    generate_series, NoiseSeriesDataset,
)

cfg = GeneratorConfig()

# Single realization.
r = generate_series(
    cfg,
    noise=NoiseSpec(NoiseKind.BETA, beta=1.0),
    amplitude=1.0,
    structural_mode=1,
    seed=0,
)
# r.X: (T,) float64 observed series
# r.y: (T,) int8 direction labels in {-1, 0, +1}
# r.L, r.N: level and standardized noise components

# Full canonical dataset (360 series in memory).
ds = NoiseSeriesDataset(cfg)
ds.save("dataset.npz")
ds = NoiseSeriesDataset.load("dataset.npz")

x, y = ds[0]  # torch tensors

For a runnable example see examples/quickstart.py.

CLI

chronoise-build dataset.npz --T 8192 --n-seeds 10

Add --keep-components to also store the level (L) and noise (N) components in the archive.

Configuration

All knobs live on GeneratorConfig (chronoise/config.py): series length, level statistics (sigma_L, gamma, T0, segment-length geometric parameters), colored-noise frequency grid (K, f_low, f_high), El-Nino-style noise (T1, T2, phi_ar), and the canonical product axes (betas, amplitudes, structural_modes, n_seeds).

Series with the same seed share the same level trace across noise types, which is convenient for paired comparisons.

Example

License

This project is licensed under the MIT License.