zenfro_v8 — full-context mixture prior

Cascade miner generator. Emits fixed-length (L = 4096) univariate series from a fourteen-family mixture aimed at 4096 → 64 forecast skill.

Prior shape

• Dynamics core: AR(2), integrated, threshold-AR, OU-SV, regimes, chaotic
• Seasonal / growth: trend+seasonal+AR(1), multiplicative
• Spectral: GP-like FFT paths, long-memory power-law spectra
• Sparse / counts: physical sensors, seasonal counts, intermittent, pulses

Layout

zenfro_v8/
  generator.py
  config.json          # active config (defaults to configs/config_01.json)
  configs/config_01.json … config_10.json
  requirements.txt
  README.md

Config sweep

id	name	intent
01	baseline	default dynamics-heavy mix
02	ar-integrated	more AR(2) / I(1–2)
03	seasonal-core	more trend/seasonal + multiplicative
04	spectral	more GP / long-memory
05	regime-ou	more regimes + OU-SV
06	counts-events	more counts / intermittent / pulses
07	soft-trend	softer trend knobs
08	strong-trend	stronger trend knobs
09	clean-seasonal	higher clean-innovation fraction
10	balanced	near-equal family weights

To score a variant:

cp ./mywork/zenfro_v8/configs/config_0N.json ./mywork/zenfro_v8/config.json
cascade score ./mywork/zenfro_v8 --pool-dir <held-out>

Quick checks

cascade verify ./mywork/zenfro_v8

Contract

• Deterministic at a fixed seed
• NumPy/SciPy only
• Prefetch producer thread overlaps generation with training