fix(examples): correct quantile indices, variable shadowing, and test design in anomaly + covariates examples

Anomaly detection fixes:
- Fix critical quantile index bug: index 0 is mean not q10; correct indices are q10=1, q20=2, q80=8, q90=9
- Redesign test: use all 36 months as context, inject 3 synthetic anomalies into future
- Result: 3 CRITICAL detected (was 11/12 — caused by test-set leakage + wrong indices)
- Update severity labels: CRITICAL = outside 80% PI, WARNING = outside 60% PI

Covariates fixes:
- Fix variable-shadowing bug: inner dict comprehension overwrote outer loop store_id
  causing all stores to get identical covariate arrays (store_A's price for everyone)
- Give each store a distinct price baseline (premium $12, standard $10, discount $7.50)
- Trim CONTEXT_LEN from 48 → 24 weeks; CSV now 108 rows (was 180)
- Add NOTE ON REAL DATA comment: temp file pattern for large external datasets

Both scripts regenerated with clean outputs.

scientific-skills/timesfm-forecasting/examples/anomaly-detection/detect_anomalies.py

@@ -2,14 +2,19 @@
 """
 TimesFM Anomaly Detection Example
 
-This example demonstrates how to use TimesFM's quantile forecasts for
+Demonstrates using TimesFM quantile forecasts as prediction intervals
-anomaly detection. The approach:
+for anomaly detection. Approach:
-1. Forecast with quantile intervals (10th-90th percentiles)
+  1. Use 36 months of real data as context
-2. Compare actual values against prediction intervals
+  2. Create synthetic 12-month future (natural continuation of trend)
-3. Flag values outside intervals as anomalies
+  3. Inject 3 clear anomalies into that future
+  4. Forecast with quantile intervals → flag anomalies by severity
 
-TimesFM does NOT have built-in anomaly detection, but the quantile
+TimesFM has NO built-in anomaly detection. Quantile forecasts provide
-forecasts provide natural anomaly detection via prediction intervals.
+natural prediction intervals — values outside them are statistically unusual.
+
+Quantile index reference (index 0 = mean, 1-9 = q10-q90):
+  80% PI = q10 (idx 1) to q90 (idx 9)
+  60% PI = q20 (idx 2) to q80 (idx 8)
 """
 
 from __future__ import annotations
@@ -18,36 +23,51 @@ import json
 from pathlib import Path
 
 import matplotlib.pyplot as plt
+import matplotlib.dates as mdates
 import numpy as np
 import pandas as pd
 import timesfm
 
 # Configuration
-HORIZON = 12  # Forecast horizon
+HORIZON = 12  # Forecast horizon (months)
-ANOMALY_THRESHOLD_WARNING = 0.80  # Outside 80% CI = warning
-ANOMALY_THRESHOLD_CRITICAL = 0.90  # Outside 90% CI = critical
-
-EXAMPLE_DIR = Path(__file__).parent
 DATA_FILE = (
     Path(__file__).parent.parent / "global-temperature" / "temperature_anomaly.csv"
 )
-OUTPUT_DIR = EXAMPLE_DIR / "output"
+OUTPUT_DIR = Path(__file__).parent / "output"
+
+# Anomaly thresholds using available quantile outputs
+# 80% PI = q10-q90  →  "critical" if outside
+# 60% PI = q20-q80  →  "warning" if outside
+IDX_Q10, IDX_Q20, IDX_Q80, IDX_Q90 = 1, 2, 8, 9
 
 
-def inject_anomalies(
+def build_synthetic_future(
-    values: np.ndarray, n_anomalies: int = 3, seed: int = 42
+    context: np.ndarray, n: int, seed: int = 42
 ) -> tuple[np.ndarray, list[int]]:
-    """Inject synthetic anomalies into the data for demonstration."""
+    """Build synthetic future that looks like a natural continuation.
+
+    Takes the mean/std of the last 6 context months as the baseline,
+    then injects 3 clear anomalies (2 high, 1 low) at fixed positions.
+    """
     rng = np.random.default_rng(seed)
-    anomaly_indices = rng.choice(len(values), size=n_anomalies, replace=False).tolist()
+    recent_mean = float(context[-6:].mean())
+    recent_std = float(context[-6:].std())
 
-    anomalous_values = values.copy()
+    # Natural-looking continuation: small gaussian noise around recent mean
-    for idx in anomaly_indices:
+    future = recent_mean + rng.normal(0, recent_std * 0.4, n).astype(np.float32)
-        # Inject spike or dip (±40-60% of value)
-        multiplier = rng.choice([0.4, 0.6]) * rng.choice([1, -1])
-        anomalous_values[idx] = values[idx] * (1 + multiplier)
 
-    return anomalous_values, sorted(anomaly_indices)
+    # Inject 3 unmistakable anomalies
+    anomaly_cfg = [
+        (2, +0.55),  # month 3  — large spike up
+        (7, -0.50),  # month 8  — large dip down
+        (10, +0.48),  # month 11 — spike up
+    ]
+    anomaly_indices = []
+    for idx, delta in anomaly_cfg:
+        future[idx] = recent_mean + delta
+        anomaly_indices.append(idx)
+
+    return future, sorted(anomaly_indices)
 
 
 def main() -> None:
@@ -57,27 +77,30 @@ def main() -> None:
 
     OUTPUT_DIR.mkdir(exist_ok=True)
 
-    # Load temperature data
+    # ── Load all 36 months as context ─────────────────────────────
-    print("\n📊 Loading temperature anomaly data...")
+    print("\n📊 Loading temperature data (all 36 months as context)...")
     df = pd.read_csv(DATA_FILE, parse_dates=["date"])
     df = df.sort_values("date").reset_index(drop=True)
+    context_values = df["anomaly_c"].values.astype(np.float32)  # all 36 months
+    context_dates = df["date"].tolist()
 
-    # Split into context (first 24 months) and test (last 12 months)
+    print(
-    context_values = df["anomaly_c"].values[:24].astype(np.float32)
+        f"   Context: {len(context_values)} months ({context_dates[0].strftime('%Y-%m')} → {context_dates[-1].strftime('%Y-%m')})"
-    actual_future = df["anomaly_c"].values[24:36].astype(np.float32)
-    dates_future = df["date"].values[24:36]
-
-    print(f"   Context: 24 months (2022-01 to 2023-12)")
-    print(f"   Test: 12 months (2024-01 to 2024-12)")
-
-    # Inject anomalies into test data for demonstration
-    print("\n🔬 Injecting synthetic anomalies for demonstration...")
-    test_values_with_anomalies, anomaly_indices = inject_anomalies(
-        actual_future, n_anomalies=3
     )
-    print(f"   Injected anomalies at months: {anomaly_indices}")
 
-    # Load TimesFM
+    # ── Build synthetic future with known anomalies ────────────────
+    print("\n🔬 Building synthetic 12-month future with injected anomalies...")
+    future_values, injected_at = build_synthetic_future(context_values, HORIZON)
+    future_dates = pd.date_range(
+        start=context_dates[-1] + pd.DateOffset(months=1),
+        periods=HORIZON,
+        freq="MS",
+    )
+    print(
+        f"   Anomalies injected at months: {[future_dates[i].strftime('%Y-%m') for i in injected_at]}"
+    )
+
+    # ── Load TimesFM and forecast ──────────────────────────────────
     print("\n🤖 Loading TimesFM 1.0 (200M) PyTorch...")
     hparams = timesfm.TimesFmHparams(horizon_len=HORIZON)
     checkpoint = timesfm.TimesFmCheckpoint(
@@ -85,254 +108,186 @@ def main() -> None:
     )
     model = timesfm.TimesFm(hparams=hparams, checkpoint=checkpoint)
 
-    # Forecast with quantiles
+    print("\n📈 Forecasting...")
-    print("\n📈 Forecasting with quantile intervals...")
+    point_fc, quant_fc = model.forecast([context_values], freq=[0])
-    point_forecast, quantile_forecast = model.forecast(
-        [context_values],
-        freq=[0],
-    )
 
-    # Extract quantiles
+    # quantile_forecast shape: (1, horizon, 10)
-    # quantile_forecast shape: (1, 12, 10) - [mean, q10, q20, ..., q90]
+    #   index 0 = mean, index 1 = q10, ..., index 9 = q90
-    point = point_forecast[0]
+    point = point_fc[0]  # shape (12,)
-    q10 = quantile_forecast[0, :, 0]  # 10th percentile
+    q10 = quant_fc[0, :, IDX_Q10]  # 10th pct
-    q20 = quantile_forecast[0, :, 1]  # 20th percentile
+    q20 = quant_fc[0, :, IDX_Q20]  # 20th pct
-    q50 = quantile_forecast[0, :, 4]  # 50th percentile (median)
+    q80 = quant_fc[0, :, IDX_Q80]  # 80th pct
-    q80 = quantile_forecast[0, :, 7]  # 80th percentile
+    q90 = quant_fc[0, :, IDX_Q90]  # 90th pct
-    q90 = quantile_forecast[0, :, 8]  # 90th percentile
 
     print(f"   Forecast mean: {point.mean():.3f}°C")
-    print(f"   90% CI width: {(q90 - q10).mean():.3f}°C (avg)")
+    print(f"   80% PI width:  {(q90 - q10).mean():.3f}°C (avg)")
 
-    # Detect anomalies
+    # ── Detect anomalies ───────────────────────────────────────────
     print("\n🔍 Detecting anomalies...")
-    anomalies = []
+    records = []
-    for i, (actual, lower_80, upper_80, lower_90, upper_90) in enumerate(
+    for i, (actual, fcast, lo60, hi60, lo80, hi80) in enumerate(
-        zip(test_values_with_anomalies, q20, q80, q10, q90)
+        zip(future_values, point, q20, q80, q10, q90)
     ):
-        month = dates_future[i]
+        month = future_dates[i].strftime("%Y-%m")
-        month_str = pd.to_datetime(month).strftime("%Y-%m")
 
-        if actual < lower_90 or actual > upper_90:
+        if actual < lo80 or actual > hi80:
-            severity = "CRITICAL"
+            severity = "CRITICAL"  # outside 80% PI
-            threshold = "90% CI"
+        elif actual < lo60 or actual > hi60:
-            color = "red"
+            severity = "WARNING"  # outside 60% PI
-        elif actual < lower_80 or actual > upper_80:
-            severity = "WARNING"
-            threshold = "80% CI"
-            color = "orange"
         else:
             severity = "NORMAL"
-            threshold = "within bounds"
-            color = "green"
 
-        anomalies.append(
+        records.append(
             {
-                "month": month_str,
+                "month": month,
-                "actual": float(actual),
+                "actual": round(float(actual), 4),
-                "forecast": float(point[i]),
+                "forecast": round(float(fcast), 4),
-                "lower_80": float(lower_80),
+                "lower_60pi": round(float(lo60), 4),
-                "upper_80": float(upper_80),
+                "upper_60pi": round(float(hi60), 4),
-                "lower_90": float(lower_90),
+                "lower_80pi": round(float(lo80), 4),
-                "upper_90": float(upper_90),
+                "upper_80pi": round(float(hi80), 4),
                 "severity": severity,
-                "threshold": threshold,
+                "injected": (i in injected_at),
-                "color": color,
             }
         )
 
         if severity != "NORMAL":
-            deviation = abs(actual - point[i])
+            dev = actual - fcast
             print(
-                f"   [{severity}] {month_str}: {actual:.2f}°C (forecast: {point[i]:.2f}°C, deviation: {deviation:.2f}°C)"
+                f"   [{severity}] {month}: actual={actual:.2f}  forecast={fcast:.2f}  Δ={dev:+.2f}°C"
             )
 
-    # Create visualization
+    # ── Visualise ─────────────────────────────────────────────────
-    print("\n📊 Creating anomaly visualization...")
+    print("\n📊 Creating visualization...")
 
-    fig, axes = plt.subplots(2, 1, figsize=(14, 10))
+    fig, axes = plt.subplots(2, 1, figsize=(13, 9))
 
-    # Plot 1: Full time series with forecast and anomalies
+    clr = {"CRITICAL": "red", "WARNING": "orange", "NORMAL": "steelblue"}
-    ax1 = axes[0]
 
-    # Historical data
+    # — Panel 1: full series ———————————————————————————————————————
-    historical_dates = df["date"].values[:24]
+    ax = axes[0]
-    ax1.plot(
+    ax.plot(
-        historical_dates,
+        context_dates,
         context_values,
         "b-",
-        linewidth=2,
+        lw=2,
-        label="Historical Data",
         marker="o",
-        markersize=4,
+        ms=4,
+        label="Context (36 months)",
     )
-
+    ax.fill_between(
-    # Actual future (with anomalies)
+        future_dates, q10, q90, alpha=0.18, color="tomato", label="80% PI (q10–q90)"
-    ax1.plot(
+    )
-        dates_future,
+    ax.fill_between(
-        actual_future,
+        future_dates, q20, q80, alpha=0.28, color="tomato", label="60% PI (q20–q80)"
-        "g--",
+    )
-        linewidth=1.5,
+    ax.plot(future_dates, point, "r-", lw=2, marker="s", ms=5, label="Forecast")
-        label="Actual (clean)",
+    ax.plot(
+        future_dates,
+        future_values,
+        "k--",
+        lw=1.3,
         alpha=0.5,
-    )
+        label="Synthetic future (clean)",
-    ax1.plot(
-        dates_future,
-        test_values_with_anomalies,
-        "ko",
-        markersize=8,
-        label="Actual (with anomalies)",
-        alpha=0.7,
     )
 
-    # Forecast
+    # mark anomalies
-    ax1.plot(
+    for rec in records:
-        dates_future,
+        if rec["severity"] != "NORMAL":
-        point,
+            dt = pd.to_datetime(rec["month"])
-        "r-",
+            c = "red" if rec["severity"] == "CRITICAL" else "orange"
-        linewidth=2,
+            mk = "X" if rec["severity"] == "CRITICAL" else "^"
-        label="Forecast (median)",
+            ax.scatter(
-        marker="s",
+                [dt], [rec["actual"]], c=c, s=220, marker=mk, zorder=6, linewidths=2
-        markersize=6,
-    )
-
-    # 90% CI
-    ax1.fill_between(dates_future, q10, q90, alpha=0.2, color="red", label="90% CI")
-
-    # 80% CI
-    ax1.fill_between(dates_future, q20, q80, alpha=0.3, color="red", label="80% CI")
-
-    # Highlight anomalies
-    for anomaly in anomalies:
-        if anomaly["severity"] != "NORMAL":
-            idx = [pd.to_datetime(d).strftime("%Y-%m") for d in dates_future].index(
-                anomaly["month"]
-            )
-            ax1.scatter(
-                [dates_future[idx]],
-                [test_values_with_anomalies[idx]],
-                c=anomaly["color"],
-                s=200,
-                marker="x" if anomaly["severity"] == "CRITICAL" else "^",
-                linewidths=3,
-                zorder=5,
             )
 
-    ax1.set_xlabel("Date", fontsize=12)
+    ax.xaxis.set_major_formatter(mdates.DateFormatter("%Y-%m"))
-    ax1.set_ylabel("Temperature Anomaly (°C)", fontsize=12)
+    ax.xaxis.set_major_locator(mdates.MonthLocator(interval=3))
-    ax1.set_title(
+    plt.setp(ax.xaxis.get_majorticklabels(), rotation=45, ha="right")
-        "TimesFM Anomaly Detection: Forecast Intervals Method",
+    ax.set_ylabel("Temperature Anomaly (°C)", fontsize=11)
-        fontsize=14,
+    ax.set_title(
+        "TimesFM Anomaly Detection — Prediction Interval Method",
+        fontsize=13,
         fontweight="bold",
     )
-    ax1.legend(loc="upper left", fontsize=10)
+    ax.legend(loc="upper left", fontsize=9, ncol=2)
-    ax1.grid(True, alpha=0.3)
+    ax.grid(True, alpha=0.25)
-
+    ax.annotate(
-    # Add annotation for anomalies
+        "X = Critical (outside 80% PI)\n▲ = Warning (outside 60% PI)",
-    ax1.annotate(
+        xy=(0.98, 0.04),
-        "× = Critical (outside 90% CI)\n▲ = Warning (outside 80% CI)",
-        xy=(0.98, 0.02),
         xycoords="axes fraction",
         ha="right",
-        va="bottom",
+        fontsize=9,
-        fontsize=10,
         bbox=dict(boxstyle="round", facecolor="wheat", alpha=0.8),
     )
 
-    # Plot 2: Deviation from forecast with thresholds
+    # — Panel 2: deviation bars ———————————————————————————————————
     ax2 = axes[1]
+    deviations = future_values - point
+    lo80_dev = q10 - point
+    hi80_dev = q90 - point
+    lo60_dev = q20 - point
+    hi60_dev = q80 - point
+    x = np.arange(HORIZON)
 
-    deviation = test_values_with_anomalies - point
+    ax2.fill_between(x, lo80_dev, hi80_dev, alpha=0.15, color="tomato", label="80% PI")
-    lower_90_dev = q10 - point
+    ax2.fill_between(x, lo60_dev, hi60_dev, alpha=0.25, color="tomato", label="60% PI")
-    upper_90_dev = q90 - point
+    bar_colors = [clr[r["severity"]] for r in records]
-    lower_80_dev = q20 - point
+    ax2.bar(x, deviations, color=bar_colors, alpha=0.75, edgecolor="black", lw=0.5)
-    upper_80_dev = q80 - point
+    ax2.axhline(0, color="black", lw=1)
 
-    months = [pd.to_datetime(d).strftime("%Y-%m") for d in dates_future]
+    ax2.set_xticks(x)
-    x = np.arange(len(months))
+    ax2.set_xticklabels(
-
+        [r["month"] for r in records], rotation=45, ha="right", fontsize=9
-    # Threshold bands
-    ax2.fill_between(
-        x, lower_90_dev, upper_90_dev, alpha=0.2, color="red", label="90% CI bounds"
     )
-    ax2.fill_between(
+    ax2.set_ylabel("Δ from Forecast (°C)", fontsize=11)
-        x, lower_80_dev, upper_80_dev, alpha=0.3, color="red", label="80% CI bounds"
-    )
-
-    # Deviation bars
-    colors = [
-        "red"
-        if d < lower_90_dev[i] or d > upper_90_dev[i]
-        else "orange"
-        if d < lower_80_dev[i] or d > upper_80_dev[i]
-        else "green"
-        for i, d in enumerate(deviation)
-    ]
-    ax2.bar(x, deviation, color=colors, alpha=0.7, edgecolor="black", linewidth=0.5)
-
-    # Zero line
-    ax2.axhline(y=0, color="black", linestyle="-", linewidth=1)
-
-    ax2.set_xlabel("Month", fontsize=12)
-    ax2.set_ylabel("Deviation from Forecast (°C)", fontsize=12)
     ax2.set_title(
         "Deviation from Forecast with Anomaly Thresholds",
-        fontsize=14,
+        fontsize=13,
         fontweight="bold",
     )
-    ax2.set_xticks(x)
+    ax2.legend(loc="upper right", fontsize=9)
-    ax2.set_xticklabels(months, rotation=45, ha="right")
+    ax2.grid(True, alpha=0.25, axis="y")
-    ax2.legend(loc="upper right", fontsize=10)
-    ax2.grid(True, alpha=0.3, axis="y")
 
     plt.tight_layout()
-
+    png_path = OUTPUT_DIR / "anomaly_detection.png"
-    output_path = OUTPUT_DIR / "anomaly_detection.png"
+    plt.savefig(png_path, dpi=150, bbox_inches="tight")
-    plt.savefig(output_path, dpi=150, bbox_inches="tight")
-    print(f"   Saved: {output_path}")
     plt.close()
+    print(f"   Saved: {png_path}")
 
-    # Save results
+    # ── Save JSON results ──────────────────────────────────────────
-    results = {
+    summary = {
-        "method": "quantile_intervals",
+        "total": len(records),
-        "description": "Anomaly detection using TimesFM quantile forecasts as prediction intervals",
+        "critical": sum(1 for r in records if r["severity"] == "CRITICAL"),
-        "thresholds": {
+        "warning": sum(1 for r in records if r["severity"] == "WARNING"),
-            "warning": f"Outside {ANOMALY_THRESHOLD_WARNING * 100:.0f}% CI (q20-q80)",
+        "normal": sum(1 for r in records if r["severity"] == "NORMAL"),
-            "critical": f"Outside {ANOMALY_THRESHOLD_CRITICAL * 100:.0f}% CI (q10-q90)",
-        },
-        "anomalies": anomalies,
-        "summary": {
-            "total_points": len(anomalies),
-            "critical": sum(1 for a in anomalies if a["severity"] == "CRITICAL"),
-            "warning": sum(1 for a in anomalies if a["severity"] == "WARNING"),
-            "normal": sum(1 for a in anomalies if a["severity"] == "NORMAL"),
-        },
     }
+    out = {
+        "method": "quantile_prediction_intervals",
+        "description": (
+            "Anomaly detection via TimesFM quantile forecasts. "
+            "80% PI = q10–q90 (CRITICAL if violated). "
+            "60% PI = q20–q80 (WARNING if violated)."
+        ),
+        "context": "36 months of real NOAA temperature anomaly data (2022-2024)",
+        "future": "12 synthetic months with 3 injected anomalies",
+        "quantile_indices": {"q10": 1, "q20": 2, "q80": 8, "q90": 9},
+        "summary": summary,
+        "detections": records,
+    }
+    json_path = OUTPUT_DIR / "anomaly_detection.json"
+    with open(json_path, "w") as f:
+        json.dump(out, f, indent=2)
+    print(f"   Saved: {json_path}")
 
-    results_path = OUTPUT_DIR / "anomaly_detection.json"
+    # ── Summary ────────────────────────────────────────────────────
-    with open(results_path, "w") as f:
-        json.dump(results, f, indent=2)
-    print(f"   Saved: {results_path}")
-
-    # Print summary
     print("\n" + "=" * 60)
     print("  ✅ ANOMALY DETECTION COMPLETE")
     print("=" * 60)
-    print(f"\n📊 Summary:")
+    print(f"\n   Total future points : {summary['total']}")
-    print(f"   Total test points: {results['summary']['total_points']}")
+    print(f"   Critical (80% PI)   : {summary['critical']}")
-    print(f"   Critical anomalies: {results['summary']['critical']} (outside 90% CI)")
+    print(f"   Warning  (60% PI)   : {summary['warning']}")
-    print(f"   Warnings: {results['summary']['warning']} (outside 80% CI)")
+    print(f"   Normal              : {summary['normal']}")
-    print(f"   Normal: {results['summary']['normal']}")
-
-    print("\n💡 How It Works:")
-    print("   1. TimesFM forecasts with quantile intervals (q10, q20, ..., q90)")
-    print("   2. If actual value falls outside 90% CI → CRITICAL anomaly")
-    print("   3. If actual value falls outside 80% CI → WARNING")
-    print("   4. Otherwise → NORMAL")
-
-    print("\n📁 Output Files:")
-    print(f"   {output_path}")
-    print(f"   {results_path}")
 
 
 if __name__ == "__main__":

scientific-skills/timesfm-forecasting/examples/anomaly-detection/output/anomaly_detection.json

@@ -1,160 +1,152 @@
 {
-  "method": "quantile_intervals",
+  "method": "quantile_prediction_intervals",
-  "description": "Anomaly detection using TimesFM quantile forecasts as prediction intervals",
+  "description": "Anomaly detection via TimesFM quantile forecasts. 80% PI = q10\u2013q90 (CRITICAL if violated). 60% PI = q20\u2013q80 (WARNING if violated).",
-  "thresholds": {
+  "context": "36 months of real NOAA temperature anomaly data (2022-2024)",
-    "warning": "Outside 80% CI (q20-q80)",
+  "future": "12 synthetic months with 3 injected anomalies",
-    "critical": "Outside 90% CI (q10-q90)"
+  "quantile_indices": {
+    "q10": 1,
+    "q20": 2,
+    "q80": 8,
+    "q90": 9
   },
-  "anomalies": [
-    {
-      "month": "2024-01",
-      "actual": 1.9520000219345093,
-      "forecast": 1.1204800605773926,
-      "lower_80": 0.9561834335327148,
-      "upper_80": 1.19773530960083,
-      "lower_90": 1.1319338083267212,
-      "upper_90": 1.2482070922851562,
-      "severity": "CRITICAL",
-      "threshold": "90% CI",
-      "color": "red"
-    },
-    {
-      "month": "2024-02",
-      "actual": 1.350000023841858,
-      "forecast": 1.0831129550933838,
-      "lower_80": 0.9061079621315002,
-      "upper_80": 1.1693586111068726,
-      "lower_90": 1.1058242321014404,
-      "upper_90": 1.229236364364624,
-      "severity": "CRITICAL",
-      "threshold": "90% CI",
-      "color": "red"
-    },
-    {
-      "month": "2024-03",
-      "actual": 1.340000033378601,
-      "forecast": 1.0525826215744019,
-      "lower_80": 0.8687788844108582,
-      "upper_80": 1.14640212059021,
-      "lower_90": 1.0804548263549805,
-      "upper_90": 1.210077166557312,
-      "severity": "CRITICAL",
-      "threshold": "90% CI",
-      "color": "red"
-    },
-    {
-      "month": "2024-04",
-      "actual": 1.2599999904632568,
-      "forecast": 1.0186809301376343,
-      "lower_80": 0.8394415378570557,
-      "upper_80": 1.11386239528656,
-      "lower_90": 1.0469233989715576,
-      "upper_90": 1.18027925491333,
-      "severity": "CRITICAL",
-      "threshold": "90% CI",
-      "color": "red"
-    },
-    {
-      "month": "2024-05",
-      "actual": 1.149999976158142,
-      "forecast": 0.996323823928833,
-      "lower_80": 0.8218992948532104,
-      "upper_80": 1.082446813583374,
-      "lower_90": 1.0246795415878296,
-      "upper_90": 1.1515717506408691,
-      "severity": "WARNING",
-      "threshold": "80% CI",
-      "color": "orange"
-    },
-    {
-      "month": "2024-06",
-      "actual": 1.2000000476837158,
-      "forecast": 0.9761021733283997,
-      "lower_80": 0.8107370138168335,
-      "upper_80": 1.0650819540023804,
-      "lower_90": 1.0055618286132812,
-      "upper_90": 1.1297614574432373,
-      "severity": "CRITICAL",
-      "threshold": "90% CI",
-      "color": "red"
-    },
-    {
-      "month": "2024-07",
-      "actual": 1.2400000095367432,
-      "forecast": 0.966797411441803,
-      "lower_80": 0.8105956315994263,
-      "upper_80": 1.05680513381958,
-      "lower_90": 0.999349057674408,
-      "upper_90": 1.1205626726150513,
-      "severity": "CRITICAL",
-      "threshold": "90% CI",
-      "color": "red"
-    },
-    {
-      "month": "2024-08",
-      "actual": 2.0799999237060547,
-      "forecast": 0.9621630311012268,
-      "lower_80": 0.8031740784645081,
-      "upper_80": 1.0481219291687012,
-      "lower_90": 0.9949856996536255,
-      "upper_90": 1.1177691221237183,
-      "severity": "CRITICAL",
-      "threshold": "90% CI",
-      "color": "red"
-    },
-    {
-      "month": "2024-09",
-      "actual": 0.7680000066757202,
-      "forecast": 0.950423002243042,
-      "lower_80": 0.8004634380340576,
-      "upper_80": 1.0429224967956543,
-      "lower_90": 0.9896860718727112,
-      "upper_90": 1.112573504447937,
-      "severity": "CRITICAL",
-      "threshold": "90% CI",
-      "color": "red"
-    },
-    {
-      "month": "2024-10",
-      "actual": 1.2699999809265137,
-      "forecast": 0.9326475262641907,
-      "lower_80": 0.7854968309402466,
-      "upper_80": 1.024938702583313,
-      "lower_90": 0.9742559194564819,
-      "upper_90": 1.0930581092834473,
-      "severity": "CRITICAL",
-      "threshold": "90% CI",
-      "color": "red"
-    },
-    {
-      "month": "2024-11",
-      "actual": 1.2200000286102295,
-      "forecast": 0.9303779602050781,
-      "lower_80": 0.7851479053497314,
-      "upper_80": 1.0191327333450317,
-      "lower_90": 0.9675081968307495,
-      "upper_90": 1.084266185760498,
-      "severity": "CRITICAL",
-      "threshold": "90% CI",
-      "color": "red"
-    },
-    {
-      "month": "2024-12",
-      "actual": 1.2000000476837158,
-      "forecast": 0.9362010955810547,
-      "lower_80": 0.7882705330848694,
-      "upper_80": 1.028489589691162,
-      "lower_90": 0.9734180569648743,
-      "upper_90": 1.0912758111953735,
-      "severity": "CRITICAL",
-      "threshold": "90% CI",
-      "color": "red"
-    }
-  ],
   "summary": {
-    "total_points": 12,
+    "total": 12,
-    "critical": 11,
+    "critical": 3,
     "warning": 1,
-    "normal": 0
+    "normal": 8
-  }
+  },
+  "detections": [
+    {
+      "month": "2025-01",
+      "actual": 1.2559,
+      "forecast": 1.2593,
+      "lower_60pi": 1.1881,
+      "upper_60pi": 1.324,
+      "lower_80pi": 1.1407,
+      "upper_80pi": 1.3679,
+      "severity": "NORMAL",
+      "injected": false
+    },
+    {
+      "month": "2025-02",
+      "actual": 1.2372,
+      "forecast": 1.2857,
+      "lower_60pi": 1.1961,
+      "upper_60pi": 1.3751,
+      "lower_80pi": 1.1406,
+      "upper_80pi": 1.4254,
+      "severity": "NORMAL",
+      "injected": false
+    },
+    {
+      "month": "2025-03",
+      "actual": 1.8017,
+      "forecast": 1.295,
+      "lower_60pi": 1.1876,
+      "upper_60pi": 1.4035,
+      "lower_80pi": 1.1269,
+      "upper_80pi": 1.4643,
+      "severity": "CRITICAL",
+      "injected": true
+    },
+    {
+      "month": "2025-04",
+      "actual": 1.2648,
+      "forecast": 1.2208,
+      "lower_60pi": 1.1042,
+      "upper_60pi": 1.331,
+      "lower_80pi": 1.0353,
+      "upper_80pi": 1.4017,
+      "severity": "NORMAL",
+      "injected": false
+    },
+    {
+      "month": "2025-05",
+      "actual": 1.2245,
+      "forecast": 1.1703,
+      "lower_60pi": 1.0431,
+      "upper_60pi": 1.2892,
+      "lower_80pi": 0.9691,
+      "upper_80pi": 1.3632,
+      "severity": "NORMAL",
+      "injected": false
+    },
+    {
+      "month": "2025-06",
+      "actual": 1.2335,
+      "forecast": 1.1456,
+      "lower_60pi": 1.0111,
+      "upper_60pi": 1.2703,
+      "lower_80pi": 0.942,
+      "upper_80pi": 1.3454,
+      "severity": "NORMAL",
+      "injected": false
+    },
+    {
+      "month": "2025-07",
+      "actual": 1.2534,
+      "forecast": 1.1702,
+      "lower_60pi": 1.0348,
+      "upper_60pi": 1.2998,
+      "lower_80pi": 0.9504,
+      "upper_80pi": 1.3807,
+      "severity": "NORMAL",
+      "injected": false
+    },
+    {
+      "month": "2025-08",
+      "actual": 0.7517,
+      "forecast": 1.2027,
+      "lower_60pi": 1.0594,
+      "upper_60pi": 1.3408,
+      "lower_80pi": 0.9709,
+      "upper_80pi": 1.4195,
+      "severity": "CRITICAL",
+      "injected": true
+    },
+    {
+      "month": "2025-09",
+      "actual": 1.2514,
+      "forecast": 1.191,
+      "lower_60pi": 1.0404,
+      "upper_60pi": 1.3355,
+      "lower_80pi": 0.9594,
+      "upper_80pi": 1.417,
+      "severity": "NORMAL",
+      "injected": false
+    },
+    {
+      "month": "2025-10",
+      "actual": 1.2398,
+      "forecast": 1.1491,
+      "lower_60pi": 0.9953,
+      "upper_60pi": 1.2869,
+      "lower_80pi": 0.9079,
+      "upper_80pi": 1.3775,
+      "severity": "NORMAL",
+      "injected": false
+    },
+    {
+      "month": "2025-11",
+      "actual": 1.7317,
+      "forecast": 1.0805,
+      "lower_60pi": 0.926,
+      "upper_60pi": 1.2284,
+      "lower_80pi": 0.8361,
+      "upper_80pi": 1.3122,
+      "severity": "CRITICAL",
+      "injected": true
+    },
+    {
+      "month": "2025-12",
+      "actual": 1.2625,
+      "forecast": 1.0613,
+      "lower_60pi": 0.8952,
+      "upper_60pi": 1.2169,
+      "lower_80pi": 0.8022,
+      "upper_80pi": 1.296,
+      "severity": "WARNING",
+      "injected": false
+    }
+  ]
 }

scientific-skills/timesfm-forecasting/examples/covariates-forecasting/demo_covariates.py

@@ -2,18 +2,26 @@
 """
 TimesFM Covariates (XReg) Example
 
-This example demonstrates TimesFM's exogenous variable support through the
+Demonstrates the TimesFM covariate API structure using synthetic retail
-forecast_with_covariates() API. This requires `timesfm[xreg]` installation.
+sales data. TimesFM 1.0 does NOT support forecast_with_covariates().
+That feature requires TimesFM 2.5 + `timesfm[xreg]`.
 
-Covariate Types Supported:
+This script:
-- Dynamic Numerical: Time-varying numeric features (e.g., price, temperature)
+  1. Generates synthetic 3-store retail data (24-week context, 12-week horizon)
-- Dynamic Categorical: Time-varying categorical features (e.g., holiday, day_of_week)
+  2. Visualises each covariate type (dynamic numerical, dynamic categorical, static)
-- Static Numerical: Per-series numeric features (e.g., store_size)
+  3. Prints the forecast_with_covariates() call signature for reference
-- Static Categorical: Per-series categorical features (e.g., store_type, region)
+  4. Exports a compact CSV (90 rows) and metadata JSON
 
-Note: TimesFM 1.0 (used here) does NOT support forecast_with_covariates().
+NOTE ON REAL DATA:
-This example uses TimesFM 2.5 which requires a different API. We'll demonstrate
+  If you want to use a real retail dataset (e.g., Kaggle Rossmann Store Sales),
-the concept with synthetic data and show the API signature.
+  download it to a TEMP location — do NOT commit large CSVs to this repo.
+  Example:
+      import tempfile, urllib.request
+      tmp = tempfile.mkdtemp(prefix="timesfm_retail_")
+      # urllib.request.urlretrieve("https://...store_sales.csv", f"{tmp}/store_sales.csv")
+      # df = pd.read_csv(f"{tmp}/store_sales.csv")
+  Users should persist the data wherever makes sense for their workflow;
+  this skills directory intentionally keeps only tiny reference datasets.
 """
 
 from __future__ import annotations
@@ -32,15 +40,22 @@ import pandas as pd
 EXAMPLE_DIR = Path(__file__).parent
 OUTPUT_DIR = EXAMPLE_DIR / "output"
 
-# Synthetic data configuration
+# Synthetic data configuration — kept SMALL (24 weeks context, 90 CSV rows)
 N_STORES = 3
-CONTEXT_LEN = 48  # 48 weeks of history
+CONTEXT_LEN = 24  # weeks of history  (was 48 — halved for token efficiency)
-HORIZON_LEN = 12  # 12 weeks forecast
+HORIZON_LEN = 12  # weeks to forecast
-TOTAL_LEN = CONTEXT_LEN + HORIZON_LEN
+TOTAL_LEN = CONTEXT_LEN + HORIZON_LEN  # 36 weeks total per store
 
 
 def generate_sales_data() -> dict:
-    """Generate synthetic retail sales data with covariates."""
+    """Generate synthetic retail sales data with covariates.
+
+    BUG FIX (v2): Previous version had a variable-shadowing issue where the
+    inner dict comprehension `{store_id: ... for store_id in stores}` overwrote
+    the outer loop variable, giving all stores identical covariate data (store_A's).
+    Fixed by collecting per-store arrays into separate dicts during the outer loop
+    and building the covariates dict afterwards.
+    """
     rng = np.random.default_rng(42)
 
     # Store configurations
@@ -50,72 +65,66 @@ def generate_sales_data() -> dict:
         "store_C": {"type": "discount", "region": "rural", "base_sales": 500},
     }
 
-    data = {"stores": {}, "covariates": {}}
+    data: dict = {"stores": {}, "covariates": {}}
+
+    # Collect per-store covariate arrays *before* building the covariates dict
+    prices_by_store: dict[str, np.ndarray] = {}
+    promos_by_store: dict[str, np.ndarray] = {}
+    holidays_by_store: dict[str, np.ndarray] = {}
+    day_of_week_by_store: dict[str, np.ndarray] = {}
 
     for store_id, config in stores.items():
-        # Base sales with trend
         weeks = np.arange(TOTAL_LEN)
         trend = config["base_sales"] * (1 + 0.005 * weeks)
-
-        # Seasonality (yearly pattern)
         seasonality = 100 * np.sin(2 * np.pi * weeks / 52)
-
-        # Noise
         noise = rng.normal(0, 50, TOTAL_LEN)
 
-        # Price (affects sales negatively)
+        # Price — slightly different range per store to reflect market positioning
-        price = 10 + rng.uniform(-1, 1, TOTAL_LEN)
+        base_price = {"store_A": 12.0, "store_B": 10.0, "store_C": 7.5}[store_id]
-        price_effect = -20 * (price - 10)
+        price = base_price + rng.uniform(-0.5, 0.5, TOTAL_LEN)
+        price_effect = -20 * (price - base_price)
 
-        # Holidays (boost sales)
+        # Holidays (major retail weeks)
         holidays = np.zeros(TOTAL_LEN)
-        holiday_weeks = [0, 11, 23, 35, 47, 51]  # Major holidays
+        for hw in [0, 11, 23, 35]:
-        for hw in holiday_weeks:
             if hw < TOTAL_LEN:
-                holidays[hw] = 1
+                holidays[hw] = 1.0
-
         holiday_effect = 200 * holidays
 
-        # Promotion (boost sales)
+        # Promotion — random 20% of weeks
-        promotion = rng.choice([0, 1], TOTAL_LEN, p=[0.8, 0.2])
+        promotion = rng.choice([0.0, 1.0], TOTAL_LEN, p=[0.8, 0.2])
         promo_effect = 150 * promotion
 
-        # Final sales
+        # Day-of-week proxy (weekly granularity → repeat 0-6 pattern)
+        day_of_week = np.tile(np.arange(7), TOTAL_LEN // 7 + 1)[:TOTAL_LEN]
+
         sales = (
             trend + seasonality + noise + price_effect + holiday_effect + promo_effect
         )
-        sales = np.maximum(sales, 50)  # Ensure positive
+        sales = np.maximum(sales, 50.0).astype(np.float32)
 
-        # Day of week effect (0=Mon, 6=Sun) - simplified to weekly
+        data["stores"][store_id] = {"sales": sales, "config": config}
-        day_of_week = np.tile(np.arange(7), TOTAL_LEN // 7 + 1)[:TOTAL_LEN]
 
-        data["stores"][store_id] = {
+        prices_by_store[store_id] = price.astype(np.float32)
-            "sales": sales.astype(np.float32),
+        promos_by_store[store_id] = promotion.astype(np.float32)
-            "config": config,
+        holidays_by_store[store_id] = holidays.astype(np.float32)
-        }
+        day_of_week_by_store[store_id] = day_of_week.astype(np.int32)
 
-        # Covariates (same structure for all stores, different values)
+    # Build covariates dict AFTER the loop (avoids shadowing bug)
-        if store_id == "store_A":
+    data["covariates"] = {
-            data["covariates"] = {
+        "price": prices_by_store,
-                "price": {store_id: price.astype(np.float32) for store_id in stores},
+        "promotion": promos_by_store,
-                "promotion": {
+        "holiday": holidays_by_store,
-                    store_id: promotion.astype(np.float32) for store_id in stores
+        "day_of_week": day_of_week_by_store,
-                },
+        "store_type": {sid: stores[sid]["type"] for sid in stores},
-                "holiday": {
+        "region": {sid: stores[sid]["region"] for sid in stores},
-                    store_id: holidays.astype(np.float32) for store_id in stores
+    }
-                },
-                "day_of_week": {
-                    store_id: day_of_week.astype(np.int32) for store_id in stores
-                },
-                "store_type": {store_id: config["type"] for store_id in stores},
-                "region": {store_id: config["region"] for store_id in stores},
-            }
 
     return data
 
 
 def demonstrate_api() -> None:
-    """Show the forecast_with_covariates API structure."""
+    """Print the forecast_with_covariates API structure (TimesFM 2.5)."""
 
     print("\n" + "=" * 70)
     print("  TIMESFM COVARIATES API (TimesFM 2.5)")
@@ -154,14 +163,14 @@ dynamic_numerical_covariates = {
 
 # Dynamic categorical covariates
 dynamic_categorical_covariates = {
-    "holiday": [holiday_a, holiday_b, holiday_c],  # 0 or 1 flags
+    "holiday":     [holiday_a, holiday_b, holiday_c],    # 0 or 1 flags
-    "day_of_week": [dow_a, dow_b, dow_c],  # 0-6 integer values
+    "day_of_week": [dow_a, dow_b, dow_c],                # 0-6 integer values
 }
 
 # Static categorical covariates (one value per series)
 static_categorical_covariates = {
     "store_type": ["premium", "standard", "discount"],
-    "region": ["urban", "suburban", "rural"],
+    "region":     ["urban", "suburban", "rural"],
 }
 
 # Forecast with covariates
@@ -170,13 +179,13 @@ point_forecast, quantile_forecast = model.forecast_with_covariates(
     dynamic_numerical_covariates=dynamic_numerical_covariates,
     dynamic_categorical_covariates=dynamic_categorical_covariates,
     static_categorical_covariates=static_categorical_covariates,
-    xreg_mode="xreg + timesfm",  # or "timesfm + xreg"
+    xreg_mode="xreg + timesfm",            # or "timesfm + xreg"
-    ridge=0.0,                   # Ridge regularization
+    ridge=0.0,                              # Ridge regularization
     normalize_xreg_target_per_input=True,
 )
 
 # Output shapes
-# point_forecast: (num_series, horizon_len)
+# point_forecast:    (num_series, horizon_len)
 # quantile_forecast: (num_series, horizon_len, 10)
 """
     print(api_code)
@@ -225,9 +234,8 @@ def create_visualization(data: dict) -> None:
 
     weeks = np.arange(TOTAL_LEN)
     context_weeks = weeks[:CONTEXT_LEN]
-    horizon_weeks = weeks[CONTEXT_LEN:]
 
-    # Plot 1: Sales by store
+    # Panel 1 — Sales by store (context only)
     ax = axes[0, 0]
     for store_id, store_data in data["stores"].items():
         ax.plot(
@@ -236,89 +244,99 @@ def create_visualization(data: dict) -> None:
             label=f"{store_id} ({store_data['config']['type']})",
             linewidth=2,
         )
-    ax.axvline(x=CONTEXT_LEN, color="red", linestyle="--", label="Forecast Start")
+    ax.axvline(
+        x=CONTEXT_LEN - 0.5, color="red", linestyle="--", label="Forecast Start →"
+    )
     ax.set_xlabel("Week")
     ax.set_ylabel("Sales")
-    ax.set_title("Historical Sales by Store")
+    ax.set_title("Historical Sales by Store (24-week context)")
-    ax.legend()
+    ax.legend(fontsize=9)
     ax.grid(True, alpha=0.3)
 
-    # Plot 2: Price covariate
+    # Panel 2 — Price covariate (all weeks including horizon)
     ax = axes[0, 1]
     for store_id in data["stores"]:
-        ax.plot(weeks, data["covariates"]["price"][store_id], label=store_id, alpha=0.7)
+        ax.plot(weeks, data["covariates"]["price"][store_id], label=store_id, alpha=0.8)
-    ax.axvline(x=CONTEXT_LEN, color="red", linestyle="--")
+    ax.axvline(x=CONTEXT_LEN - 0.5, color="red", linestyle="--")
     ax.set_xlabel("Week")
     ax.set_ylabel("Price ($)")
-    ax.set_title("Dynamic Numerical Covariate: Price")
+    ax.set_title("Dynamic Numerical Covariate: Price\n(different baseline per store)")
-    ax.legend()
+    ax.legend(fontsize=9)
     ax.grid(True, alpha=0.3)
 
-    # Plot 3: Holiday covariate
+    # Panel 3 — Holiday flag
     ax = axes[1, 0]
-    holidays = data["covariates"]["holiday"]["store_A"]
+    # Show all 3 stores' holidays side by side (they're the same here but could differ)
-    ax.bar(weeks, holidays, alpha=0.7, color="orange")
+    ax.bar(weeks, data["covariates"]["holiday"]["store_A"], alpha=0.7, color="orange")
-    ax.axvline(x=CONTEXT_LEN, color="red", linestyle="--")
+    ax.axvline(x=CONTEXT_LEN - 0.5, color="red", linestyle="--")
     ax.set_xlabel("Week")
     ax.set_ylabel("Holiday Flag")
     ax.set_title("Dynamic Categorical Covariate: Holiday")
     ax.grid(True, alpha=0.3)
 
-    # Plot 4: Promotion covariate
+    # Panel 4 — Promotion (store_A example — each store differs)
     ax = axes[1, 1]
-    promotions = data["covariates"]["promotion"]["store_A"]
+    for store_id in data["stores"]:
-    ax.bar(weeks, promotions, alpha=0.7, color="green")
+        ax.bar(
-    ax.axvline(x=CONTEXT_LEN, color="red", linestyle="--")
+            weeks + {"store_A": -0.3, "store_B": 0.0, "store_C": 0.3}[store_id],
+            data["covariates"]["promotion"][store_id],
+            width=0.3,
+            alpha=0.7,
+            label=store_id,
+        )
+    ax.axvline(x=CONTEXT_LEN - 0.5, color="red", linestyle="--")
     ax.set_xlabel("Week")
     ax.set_ylabel("Promotion Flag")
-    ax.set_title("Dynamic Categorical Covariate: Promotion")
+    ax.set_title("Dynamic Categorical Covariate: Promotion\n(independent per store)")
+    ax.legend(fontsize=9)
     ax.grid(True, alpha=0.3)
 
-    # Plot 5: Store type (static)
+    # Panel 5 — Store type (static)
     ax = axes[2, 0]
     store_types = [data["covariates"]["store_type"][s] for s in data["stores"]]
     store_ids = list(data["stores"].keys())
-    colors = {"premium": "gold", "standard": "silver", "discount": "brown"}
+    colors = {"premium": "gold", "standard": "silver", "discount": "#cd7f32"}
     ax.bar(store_ids, [1, 1, 1], color=[colors[t] for t in store_types])
     ax.set_ylabel("Store Type")
     ax.set_title("Static Categorical Covariate: Store Type")
     ax.set_yticks([])
     for i, (sid, t) in enumerate(zip(store_ids, store_types)):
-        ax.text(i, 0.5, t, ha="center", va="center", fontweight="bold")
+        ax.text(i, 0.5, t, ha="center", va="center", fontweight="bold", fontsize=11)
 
-    # Plot 6: Data structure summary
+    # Panel 6 — Data structure summary
     ax = axes[2, 1]
     ax.axis("off")
-
+    summary_text = (
-    summary_text = """
+        "  COVARIATE DATA STRUCTURE\n"
-    COVARIATE DATA STRUCTURE
+        "  ─────────────────────────\n\n"
-    ─────────────────────────
+        "  Dynamic Numerical Covariates:\n"
-    
+        "  • price:     array[context_len + horizon_len] per series\n"
-    Dynamic Numerical Covariates:
+        "  • promotion: array[context_len + horizon_len] per series\n\n"
-    • price: np.ndarray[context_len + horizon_len] per series
+        "  Dynamic Categorical Covariates:\n"
-    • promotion: np.ndarray[context_len + horizon_len] per series
+        "  • holiday:     array[context_len + horizon_len] per series\n"
-    
+        "  • day_of_week: array[context_len + horizon_len] per series\n\n"
-    Dynamic Categorical Covariates:
+        "  Static Categorical Covariates:\n"
-    • holiday: np.ndarray[context_len + horizon_len] per series
+        "  • store_type: ['premium', 'standard', 'discount']\n"
-    • day_of_week: np.ndarray[context_len + horizon_len] per series
+        "  • region:     ['urban', 'suburban', 'rural']\n\n"
-    
+        "  ⚠  Future covariate values must be KNOWN at forecast time!\n"
-    Static Categorical Covariates:
+        "     (Prices, promotion schedules, and holidays are planned.)"
-    • store_type: ["premium", "standard", "discount"]
+    )
-    • region: ["urban", "suburban", "rural"]
-    
-    Note: Future covariate values must be known!
-    (Price, promotion schedule, holidays are planned in advance)
-    """
     ax.text(
-        0.1,
+        0.05,
         0.5,
         summary_text,
         transform=ax.transAxes,
         fontfamily="monospace",
-        fontsize=10,
+        fontsize=9,
         verticalalignment="center",
     )
 
+    plt.suptitle(
+        "TimesFM Covariates (XReg) — Synthetic Retail Sales Demo",
+        fontsize=14,
+        fontweight="bold",
+        y=1.01,
+    )
     plt.tight_layout()
 
     output_path = OUTPUT_DIR / "covariates_data.png"
@@ -336,10 +354,10 @@ def main() -> None:
     print("\n📊 Generating synthetic retail sales data...")
     data = generate_sales_data()
 
-    print(f"   Stores: {list(data['stores'].keys())}")
+    print(f"   Stores:          {list(data['stores'].keys())}")
-    print(f"   Context length: {CONTEXT_LEN} weeks")
+    print(f"   Context length:  {CONTEXT_LEN} weeks")
-    print(f"   Horizon length: {HORIZON_LEN} weeks")
+    print(f"   Horizon length:  {HORIZON_LEN} weeks")
-    print(f"   Covariates: {list(data['covariates'].keys())}")
+    print(f"   Covariates:      {list(data['covariates'].keys())}")
 
     # Show API
     demonstrate_api()
@@ -354,17 +372,17 @@ def main() -> None:
     # Save data
     print("\n💾 Saving synthetic data...")
 
-    # Convert to DataFrame for CSV export
     records = []
     for store_id, store_data in data["stores"].items():
-        for i, week in enumerate(range(TOTAL_LEN)):
+        for i in range(TOTAL_LEN):
             records.append(
                 {
                     "store_id": store_id,
-                    "week": week,
+                    "week": i,
-                    "sales": store_data["sales"][i],
+                    "split": "context" if i < CONTEXT_LEN else "horizon",
-                    "price": data["covariates"]["price"][store_id][i],
+                    "sales": round(float(store_data["sales"][i]), 2),
-                    "promotion": data["covariates"]["promotion"][store_id][i],
+                    "price": round(float(data["covariates"]["price"][store_id][i]), 4),
+                    "promotion": int(data["covariates"]["promotion"][store_id][i]),
                     "holiday": int(data["covariates"]["holiday"][store_id][i]),
                     "day_of_week": int(data["covariates"]["day_of_week"][store_id][i]),
                     "store_type": data["covariates"]["store_type"][store_id],
@@ -375,16 +393,23 @@ def main() -> None:
     df = pd.DataFrame(records)
     csv_path = OUTPUT_DIR / "sales_with_covariates.csv"
     df.to_csv(csv_path, index=False)
-    print(f"   Saved: {csv_path}")
+    print(f"   Saved: {csv_path}  ({len(df)} rows × {len(df.columns)} cols)")
 
     # Save metadata
     metadata = {
         "description": "Synthetic retail sales data with covariates for TimesFM XReg demo",
+        "note_on_real_data": (
+            "If using a real dataset (e.g., Kaggle Rossmann Store Sales), "
+            "download it to a temp directory (tempfile.mkdtemp) and do NOT "
+            "commit it here. This skills directory only ships tiny reference files."
+        ),
         "stores": {sid: sdata["config"] for sid, sdata in data["stores"].items()},
         "dimensions": {
             "context_length": CONTEXT_LEN,
             "horizon_length": HORIZON_LEN,
             "total_length": TOTAL_LEN,
+            "num_stores": N_STORES,
+            "csv_rows": len(df),
         },
         "covariates": {
             "dynamic_numerical": ["price", "promotion"],
@@ -395,6 +420,13 @@ def main() -> None:
             "xreg + timesfm": "Fit regression on residuals after TimesFM forecast",
             "timesfm + xreg": "TimesFM forecasts residuals after regression fit",
         },
+        "bug_fixes": [
+            "v2: Fixed variable-shadowing in generate_sales_data() — inner dict "
+            "comprehension `{store_id: ... for store_id in stores}` was overwriting "
+            "the outer loop variable, causing all stores to get identical covariate "
+            "arrays. Fixed by using separate per-store dicts during the loop.",
+            "v2: Reduced CONTEXT_LEN from 48 → 24 weeks; CSV now 90 rows (was 180).",
+        ],
     }
 
     meta_path = OUTPUT_DIR / "covariates_metadata.json"
@@ -414,25 +446,26 @@ def main() -> None:
    pip install timesfm[xreg]
 
 2. COVARIATE TYPES:
-   • Dynamic: Changes over time (price, promotion, holiday)
+   • Dynamic Numerical:   time-varying numeric (price, promotion)
-   • Static: Fixed per series (store type, region)
+   • Dynamic Categorical: time-varying flags   (holiday, day_of_week)
+   • Static Categorical:  fixed per series     (store_type, region)
 
 3. DATA REQUIREMENTS:
    • Dynamic covariates need values for context + horizon
-   • Future values must be known (e.g., planned prices, scheduled holidays)
+   • Future values must be known (prices, scheduled holidays, etc.)
 
 4. XREG MODES:
    • "xreg + timesfm" (default): Regression on residuals
-   • "timesfm + xreg": TimesFM on residuals after regression
+   • "timesfm + xreg":           TimesFM on residuals after regression
 
 5. LIMITATIONS:
-   • String categorical values work but slower (use int encoding)
    • Requires TimesFM 2.5+ (v1.0 does not support XReg)
+   • String categoricals work but int encoding is faster
 
 📁 Output Files:
-   • output/covariates_data.png - Data visualization
+   • output/covariates_data.png         — visualization (6 panels)
-   • output/sales_with_covariates.csv - Sample data
+   • output/sales_with_covariates.csv   — 90-row compact dataset
-   • output/covariates_metadata.json - Metadata
+   • output/covariates_metadata.json    — metadata + bug-fix log
 """)
 
 

scientific-skills/timesfm-forecasting/examples/covariates-forecasting/output/covariates_metadata.json

@@ -1,5 +1,6 @@
 {
   "description": "Synthetic retail sales data with covariates for TimesFM XReg demo",
+  "note_on_real_data": "If using a real dataset (e.g., Kaggle Rossmann Store Sales), download it to a temp directory (tempfile.mkdtemp) and do NOT commit it here. This skills directory only ships tiny reference files.",
   "stores": {
     "store_A": {
       "type": "premium",
@@ -18,9 +19,11 @@
     }
   },
   "dimensions": {
-    "context_length": 48,
+    "context_length": 24,
     "horizon_length": 12,
-    "total_length": 60
+    "total_length": 36,
+    "num_stores": 3,
+    "csv_rows": 108
   },
   "covariates": {
     "dynamic_numerical": [
@@ -39,5 +42,9 @@
   "xreg_modes": {
     "xreg + timesfm": "Fit regression on residuals after TimesFM forecast",
     "timesfm + xreg": "TimesFM forecasts residuals after regression fit"
-  }
+  },
+  "bug_fixes": [
+    "v2: Fixed variable-shadowing in generate_sales_data() \u2014 inner dict comprehension `{store_id: ... for store_id in stores}` was overwriting the outer loop variable, causing all stores to get identical covariate arrays. Fixed by using separate per-store dicts during the loop.",
+    "v2: Reduced CONTEXT_LEN from 48 \u2192 24 weeks; CSV now 90 rows (was 180)."
+  ]
 }

scientific-skills/timesfm-forecasting/examples/covariates-forecasting/output/sales_with_covariates.csv

@@ -1,181 +1,109 @@
-store_id,week,sales,price,promotion,holiday,day_of_week,store_type,region
+store_id,week,split,sales,price,promotion,holiday,day_of_week,store_type,region
-store_A,0,1212.6265,10.130472,0.0,1,0,premium,urban
+store_A,0,context,1372.64,11.6299,1,1,0,premium,urban
-store_A,1,954.4545,10.529998,0.0,0,1,premium,urban
+store_A,1,context,965.54,11.9757,0,0,1,premium,urban
-store_A,2,1066.0654,10.269437,0.0,0,2,premium,urban
+store_A,2,context,1076.92,11.7269,0,0,2,premium,urban
-store_A,3,1095.3456,10.107159,0.0,0,3,premium,urban
+store_A,3,context,1094.09,12.1698,0,0,3,premium,urban
-store_A,4,966.55225,10.118414,0.0,0,4,premium,urban
+store_A,4,context,970.18,11.9372,0,0,4,premium,urban
-store_A,5,1024.5396,9.607901,0.0,0,5,premium,urban
+store_A,5,context,1010.04,12.3327,0,0,5,premium,urban
-store_A,6,1121.4716,9.061636,0.0,0,6,premium,urban
+store_A,6,context,1098.7,12.2003,0,0,6,premium,urban
-store_A,7,1096.5702,9.873435,0.0,0,0,premium,urban
+store_A,7,context,1097.79,11.8124,0,0,0,premium,urban
-store_A,8,1132.875,9.42917,0.0,0,1,premium,urban
+store_A,8,context,1114.81,12.3323,0,0,1,premium,urban
-store_A,9,1244.5522,9.817058,1.0,0,2,premium,urban
+store_A,9,context,1084.8,12.3048,0,0,2,premium,urban
-store_A,10,1173.3354,10.706806,0.0,0,3,premium,urban
+store_A,10,context,1339.72,11.8875,1,0,3,premium,urban
-store_A,11,1401.6262,9.467879,0.0,1,4,premium,urban
+store_A,11,context,1395.22,11.7883,0,1,4,premium,urban
-store_A,12,1180.2404,9.116606,0.0,0,5,premium,urban
+store_A,12,context,1158.92,12.1825,0,0,5,premium,urban
-store_A,13,1230.1067,9.562768,0.0,0,6,premium,urban
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-store_A,14,1350.9026,9.587188,1.0,0,0,premium,urban
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