zenfro_v4 — Grammar of Time on cascade-v21

Cascade miner generator. Evolves cascade-v21 (your long-range augment stack) with Grammar of Time (GoT) plus two forecast-geometry productions aimed at the eval task: 4096-step context → next 64 steps.

Why this prior

Cascade holds Toto2 fixed and trains from scratch on your corpus. Score is forecast skill (CRPS + MASE) on held-out windows. Literature winners (Chronos-2, TempoPFN, CauKer) compose temporal primitives; cascade-v21 already covers many as mutually exclusive families. GoT allocates mass to productions that combine those stems.

Layer	What
Stems (v21)	dynamics-heavy mixture + coupled calendars, heavy/SV integrated
GoT (~25%)	compose ⊕, splice ‖, nested ⋉, causal ▷, horizon, motif
Augment	TSMixup 4%, prefix pad 3%, proportional overflow sanitize

Grammar of Time

Series     → Production | Stem
Production → Compose | Splice | Nested | Causal | Horizon | Motif
Compose    → Stem ⊕ Stem [⊕ Stem]     # additive / multiplicative phrase
Splice     → Stem ‖ Stem              # clause = change of generating law
Nested     → Envelope ⋉ Carrier       # slow modulates fast
Causal     → Driver ▷ Response        # lagged temporal chain
Horizon    → Signal + short residual  # correlation length ~ 64 (eval H)
Motif      → Tile(local shape)        # non-sinusoidal repeating phrases

Horizon and Motif are new in v4: they target short-horizon continuity and weekday/ops-shaped repeats that pure sinusoids under-cover.

Layout

zenfro_v4/
  generator.py      # Generator(DataGenerator)
  config.json       # active mixture + GoT / augment knobs
  requirements.txt  # numpy + scipy
  README.md

Quick checks

cascade verify ./mywork/zenfro_v4
cascade score ./mywork/zenfro_v4 --pool-dir <held-out>

Config knobs

key	role
family_weights	mixture over stems + GoT
got_depth / got_mul_frac	compose phrase structure
got_splice_cuts	clause boundaries
got_nest_ratio	slow/fast nest span
got_causal_lag_frac	max causal lag as fraction of L
got_horizon_steps	residual correlation length (default 64)
got_motif_max	max tiled motif period
integrated_* / augment.*	cascade-v21 long-range knobs
artifact_scale	measurement-artifact rate multiplier

Contract

• Deterministic at a fixed seed
• NumPy/SciPy only, code-only (no shipped weights)
• Full-context series (min_length = max_length = 4096)
• Prefetch producer thread overlaps generation with training