Update docs with latest architecture and results
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@@ -16,3 +16,8 @@ Tools:
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- `example/run_all_full.py` for one-command full pipeline + diagnostics.
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Notes:
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- If `use_quantile_transform` is enabled, run `prepare_data.py` with `full_stats: true` to build quantile tables.
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Current status (high level):
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- Two-stage pipeline (GRU trend + diffusion residuals).
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- Quantile transform + post-hoc calibration enabled for continuous features.
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- Latest metrics (2026-01-27 21:22): avg_ks ~0.405 / avg_jsd ~0.038 / avg_lag1_diff ~0.145.
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@@ -71,3 +71,10 @@
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- `example/export_samples.py`
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- `example/prepare_data.py`
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- `example/config.json`
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## 2026-01-27 — Full quantile stats in preparation
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- **Decision**: Enable full statistics when quantile transform is active.
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- **Why**: Stabilize quantile tables and reduce CDF mismatch.
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- **Files**:
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- `example/prepare_data.py`
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- `example/config.json`
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@@ -27,3 +27,8 @@ YYYY-MM-DD
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- Config: `example/config.json` (two-stage residual diffusion; user run on Windows)
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- Result: 0.7096230 / 0.0331810 / 0.1898416
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- Notes: slight KS improvement, lag-1 improves; still distribution/temporal trade-off.
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## 2026-01-27
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- Config: `example/config.json` (quantile transform + calibration, full stats)
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- Result: 0.4046 / 0.0376 / 0.1449
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- Notes: KS and lag-1 improved significantly; JSD regressed vs best discrete run.
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@@ -11,3 +11,6 @@
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## Two-stage training with curriculum
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- Hypothesis: train diffusion on residuals only after temporal GRU converges to low error.
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## Discrete calibration
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- Hypothesis: post-hoc calibration on discrete marginals can reduce JSD without harming KS.
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