LQM Registry / data-intelligence
Streaming Time-Series Quality Profile
Profiles ordered numerical streams for timestamp monotonicity, duplicates, cadence gaps and robust MAD outliers before downstream quantitative research.
Model key
lq.data.time-series-profileVersion1.0.0
Runtimepython-process
Model contract
Inputs are explicit.
{
"type": "object",
"required": [
"values"
],
"properties": {
"values": {
"type": "array",
"items": {
"type": "number"
},
"minItems": 3
},
"timestamps": {
"type": "array",
"items": {
"type": "number"
},
"minItems": 3
}
}
}Output contract
Outputs are explicit.
{
"type": "object",
"required": [
"quality_status",
"observations",
"timestamps_monotonic",
"gap_indices",
"robust_outlier_indices",
"streaming_guard"
]
}Default parameters
{
"mad_z": 5,
"gap_multiple": 3
}Example input
{
"timestamps": [
1,
2,
3,
4,
5,
6,
7,
8,
9,
10
],
"values": [
100,
101,
100.5,
101.400000000000005684341886080801486968994140625,
101.900000000000005684341886080801486968994140625,
102.099999999999994315658113919198513031005859375,
102.400000000000005684341886080801486968994140625,
102.7000000000000028421709430404007434844970703125,
110,
103
]
}