struktura 1.8.7

Time-series anomaly detection with no training data: detrended fluctuation analysis (DFA, Hurst exponent), a self-calibrating streaming monitor for sensors and telemetry, and C99 code generation for embedded and flight software. no_std.
Documentation
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
444
445
446
447
448
449
450
451
452
453
454
455
456
457
458
459
460
461
462
463
464
465
466
467
468
469
470
471
472
473
474
475
476
477
478
479
480
481
482
483
484
485
486
487
488
489
490
491
492
493
494
495
496
497
498
499
500
501
502
503
504
505
506
507
508
509
510
511
512
513
514
515
516
517
518
519
520
521
522
523
524
525
526
527
528
529
530
531
532
533
534
535
536
537
538
539
540
541
542
543
544
545
546
547
548
549
550
551
552
553
554
555
556
557
558
559
560
561
562
563
564
565
566
567
568
569
570
571
572
573
574
575
576
577
578
579
580
581
582
583
584
585
586
587
588
589
590
591
592
593
594
595
596
597
598
599
600
601
602
603
604
605
606
607
608
609
610
611
612
613
614
615
616
617
618
619
620
621
622
623
624
625
626
627
628
629
630
631
632
633
634
635
636
637
638
639
640
641
642
643
644
645
646
647
648
649
650
651
652
653
654
655
656
657
658
659
660
661
662
663
664
665
666
667
668
669
670
671
672
673
674
675
676
677
678
679
680
681
682
683
684
685
686
687
688
689
690
691
692
693
694
695
696
697
698
699
700
701
702
703
704
705
706
707
708
709
710
711
712
713
714
715
716
717
718
719
720
721
722
723
724
725
726
727
728
729
730
731
732
733
734
735
736
737
738
739
740
741
742
743
744
745
746
747
748
749
750
751
752
753
754
755
756
757
758
759
760
761
762
763
764
765
766
767
768
769
770
771
772
773
774
775
776
777
778
779
780
781
782
783
784
785
786
787
788
789
790
791
792
793
794
795
796
797
798
799
800
801
802
803
804
805
806
807
808
809
810
811
812
813
814
815
816
817
818
819
820
821
822
823
824
825
826
827
828
829
830
831
832
833
834
835
836
837
838
839
840
841
842
843
844
845
846
847
848
849
850
851
852
853
854
855
856
857
858
859
860
861
862
863
864
865
866
867
868
869
870
871
872
873
874
875
876
877
878
879
880
881
882
883
884
885
886
887
888
889
890
891
892
893
894
895
896
897
898
899
900
901
902
903
904
905
906
907
908
909
910
911
912
913
914
915
916
917
918
919
920
921
922
923
924
925
926
927
928
929
930
931
932
933
934
935
936
937
938
939
940
941
942
943
944
945
946
947
948
949
950
951
952
953
954
955
956
957
958
959
960
961
962
963
964
965
966
967
968
969
970
971
972
973
974
975
976
977
978
979
980
981
982
983
984
985
986
987
988
989
990
991
992
993
994
995
996
997
998
999
1000
1001
1002
1003
1004
1005
1006
1007
1008
1009
1010
1011
1012
1013
1014
1015
1016
1017
1018
1019
1020
1021
1022
1023
1024
1025
1026
1027
1028
1029
1030
1031
1032
1033
1034
1035
//! Coupled-spacecraft telemetry benchmark comparing DFA to the standard
//! telemetry fault taxonomy (packet loss, spike, stuck, drift, regime shift, mixed).
//!
//! The simulator reproduces the coupled power/thermal/wheel/pointing/payload
//! dynamics used in telemetry-assurance benchmarks: 6 channels driven by a
//! shared orbit cycle, eclipse flag, payload duty cycle, and slew schedule.
//! Faults are injected with the same parameters those benchmarks use
//! (fault start at 58% of the sequence, duration 12%, per-channel targets,
//! sigma-scaled magnitudes).
//!
//! Detection methodology: for each seed, DFA α is measured per channel on a
//! clean calibration sequence and on the faulted test sequence. The null
//! distribution comes from clean-vs-clean α shifts across seeds; a fault is
//! detected when any channel's shift exceeds that channel's 95th-percentile
//! null shift (false positive rate ≤ 5% per channel).

#[cfg(not(feature = "std"))]
use alloc::vec::Vec;
#[cfg(not(feature = "std"))]
use alloc::vec;
#[cfg(not(feature = "std"))]
use alloc::string::String;

use crate::dfa;

pub const CHANNELS: usize = 6;
pub const CHANNEL_NAMES: [&str; CHANNELS] = [
    "soc", "bus_voltage", "temp", "wheel", "pointing", "payload_current",
];

/// Simple deterministic Gaussian RNG (xorshift64* + Box-Muller).
/// Not numpy-bit-exact, but statistically equivalent dynamics.
pub struct GaussRng {
    state: u64,
    spare: Option<f64>,
}

impl GaussRng {
    pub fn new(seed: u64) -> Self {
        GaussRng { state: seed.max(1).wrapping_mul(0x9E3779B97F4A7C15), spare: None }
    }

    fn next_u64(&mut self) -> u64 {
        let mut x = self.state;
        x ^= x >> 12;
        x ^= x << 25;
        x ^= x >> 27;
        self.state = x;
        x.wrapping_mul(0x2545F4914F6CDD1D)
    }

    /// Uniform in (0, 1).
    pub fn uniform(&mut self) -> f64 {
        ((self.next_u64() >> 11) as f64 + 0.5) / (1u64 << 53) as f64
    }

    /// Standard normal via Box-Muller.
    pub fn normal(&mut self, mean: f64, std: f64) -> f64 {
        if let Some(z) = self.spare.take() {
            return mean + std * z;
        }
        let u1 = self.uniform();
        let u2 = self.uniform();
        let r = (-2.0 * u1.ln()).sqrt();
        let theta = 2.0 * core::f64::consts::PI * u2;
        self.spare = Some(r * theta.sin());
        mean + std * r * theta.cos()
    }
}

/// Generate coupled 6-channel spacecraft telemetry.
/// Channels: [soc, bus_voltage, temp, wheel, pointing, payload_current].
pub fn synth_spacecraft(length: usize, seed: u64) -> Vec<Vec<f64>> {
    let mut rng = GaussRng::new(seed);

    let mut sun = vec![0.0f64; length];
    let mut eclipse = vec![0.0f64; length];
    let mut payload = vec![0.0f64; length];
    let mut slew = vec![0.0f64; length];
    let mut orbit = vec![0.0f64; length];
    for i in 0..length {
        let t = i as f64;
        orbit[i] = 2.0 * core::f64::consts::PI * t / 96.0;
        let s = orbit[i].sin();
        sun[i] = if s > 0.0 { s } else { 0.0 };
        eclipse[i] = if sun[i] < 0.08 { 1.0 } else { 0.0 };
        payload[i] = if (i / 64) % 4 == 1 { 1.0 } else { 0.0 };
        let ph = i % 120;
        slew[i] = if ph > 88 && ph < 101 { 1.0 } else { 0.0 };
    }

    let mut soc = vec![0.0f64; length];
    let mut temp = vec![0.0f64; length];
    let mut wheel = vec![0.0f64; length];
    soc[0] = 0.72;
    temp[0] = 18.0;
    wheel[0] = 2200.0;
    for i in 1..length {
        let charge = 0.006 * sun[i] - 0.0028 - 0.002 * payload[i] - 0.0012 * slew[i];
        soc[i] = (soc[i - 1] + charge + rng.normal(0.0, 0.0007)).clamp(0.2, 0.98);
        let target_temp = 13.0 + 10.0 * sun[i] + 5.0 * payload[i] + 2.0 * slew[i];
        temp[i] = temp[i - 1] + 0.075 * (target_temp - temp[i - 1]) + rng.normal(0.0, 0.12);
        let wheel_target = 2100.0 + 950.0 * slew[i] + 130.0 * (orbit[i] * 0.5).sin();
        wheel[i] = wheel[i - 1] + 0.16 * (wheel_target - wheel[i - 1]) + rng.normal(0.0, 20.0);
    }

    let mut out = vec![vec![0.0f64; length]; CHANNELS];
    for i in 0..length {
        out[0][i] = soc[i];
        out[1][i] = 26.5 + 3.4 * soc[i] - 0.25 * eclipse[i] - 0.38 * payload[i]
            + rng.normal(0.0, 0.045);
        out[2][i] = temp[i];
        out[3][i] = wheel[i];
        out[4][i] = 0.015 + 0.000025 * (wheel[i] - 2200.0).abs() + 0.11 * slew[i]
            + rng.normal(0.0, 0.004);
        out[5][i] = 0.65 + 1.9 * payload[i] + 0.22 * sun[i] + 0.35 * slew[i]
            + rng.normal(0.0, 0.045);
    }
    out
}

fn channel_std(v: &[f64]) -> f64 {
    let n = v.len() as f64;
    let mean = v.iter().sum::<f64>() / n;
    (v.iter().map(|x| (x - mean).powi(2)).sum::<f64>() / n).sqrt()
}

/// The standard telemetry fault taxonomy, plus `correlation_change` (the
/// structural fault class the taxonomy is missing).
pub const FAULT_TYPES: [&str; 7] = [
    "packet_loss", "spike", "stuck", "drift", "regime_shift", "mixed",
    "correlation_change",
];

/// Inject a fault into 6-channel telemetry.
/// Fault window: start = 58% of length, duration = 12% (min 8 samples).
/// Packet-loss NaNs are forward-filled (as a value-only detector would see them).
pub fn inject_fault(clean: &[Vec<f64>], fault: &str, seed: u64) -> Vec<Vec<f64>> {
    let length = clean[0].len();
    let channels = clean.len();
    let start = (length as f64 * 0.58) as usize;
    let duration = ((length as f64 * 0.12) as usize).max(8);
    let stop = (start + duration).min(length);
    let mut observed: Vec<Vec<f64>> = clean.iter().map(|c| c.clone()).collect();
    let mut rng = GaussRng::new(seed ^ 0xFA17);

    match fault {
        "packet_loss" => {
            // every 2nd sample missing on ch1 → forward-filled
            let ch = 1;
            let mut i = start;
            while i < stop {
                observed[ch][i] = observed[ch][i.saturating_sub(1)];
                i += 2;
            }
        }
        "spike" => {
            let ch = 4.min(channels - 1);
            let spike_stop = (start + (duration / 5).max(5)).min(length);
            let scale = channel_std(&clean[ch]) + 1e-6;
            for i in start..spike_stop {
                observed[ch][i] += 6.0 * scale;
            }
        }
        "stuck" => {
            let ch = 2;
            let v = observed[ch][start];
            for i in start..stop {
                observed[ch][i] = v;
            }
        }
        "drift" => {
            let ch = 0;
            let scale = channel_std(&clean[ch]) + 1e-6;
            let n = (stop - start) as f64;
            for (k, i) in (start..stop).enumerate() {
                observed[ch][i] += 3.5 * scale * (k as f64) / (n - 1.0).max(1.0);
            }
        }
        "regime_shift" => {
            for ch in 0..channels {
                let frac = if channels > 1 { ch as f64 / (channels - 1) as f64 } else { 0.0 };
                let shift = (0.6 + 0.8 * frac) * channel_std(&clean[ch]);
                for i in start..stop {
                    observed[ch][i] += shift;
                }
            }
        }
        "mixed" => {
            let ch = 1;
            let second = start + duration / 3;
            let third = start + (2 * duration) / 3;
            let mut i = start;
            while i < second {
                observed[ch][i] = observed[ch][i.saturating_sub(1)];
                i += 2;
            }
            let spike_ch = 4.min(channels - 1);
            let sscale = channel_std(&clean[spike_ch]) + 1e-6;
            for i in second..third {
                observed[spike_ch][i] += 4.5 * sscale;
            }
            let dscale = channel_std(&clean[0]) + 1e-6;
            let n = (stop - third) as f64;
            for (k, i) in (third..stop).enumerate() {
                observed[0][i] += 3.0 * dscale * (k as f64) / (n - 1.0).max(1.0);
            }
        }
        "correlation_change" => {
            // Structural fault: same mean, same amplitude, destroyed temporal
            // correlation (the fault class the additive taxonomy can't express).
            let ch = 0;
            let seg = &clean[ch][start..stop];
            let mean = seg.iter().sum::<f64>() / seg.len() as f64;
            let std = channel_std(seg);
            for i in start..stop {
                observed[ch][i] = rng.normal(mean, std);
            }
        }
        _ => {}
    }
    observed
}

/// Validity masks matching [`inject_fault`]'s forward-filled gaps: false
/// where the injected fault replaced a real measurement with a fill
/// (packet_loss every 2nd sample on ch1; mixed's first third likewise).
/// All-true for every other fault type.
pub fn inject_fault_validity(fault: &str, length: usize) -> Vec<Vec<bool>> {
    let start = (length as f64 * 0.58) as usize;
    let duration = ((length as f64 * 0.12) as usize).max(8);
    let stop = (start + duration).min(length);
    let mut valid = vec![vec![true; length]; CHANNELS];
    match fault {
        "packet_loss" => {
            let mut i = start;
            while i < stop {
                valid[1][i] = false;
                i += 2;
            }
        }
        "mixed" => {
            let second = start + duration / 3;
            let mut i = start;
            while i < second {
                valid[1][i] = false;
                i += 2;
            }
        }
        _ => {}
    }
    valid
}

/// Per-channel DFA α for a multi-channel signal.
pub fn channel_alphas(signal: &[Vec<f64>]) -> Vec<f64> {
    signal.iter().map(|c| dfa(c).alpha).collect()
}

/// Result of the statistical telemetry benchmark for one fault type.
#[derive(Debug, Clone)]
pub struct FaultDetectResult {
    pub fault: String,
    pub detect_rate: f64,
    pub mean_max_shift: f64,
    pub best_channel: usize,
}

/// Everything the statistical benchmark produced, including the validation
/// checks: the Bonferroni-corrected thresholds and the EMPIRICAL family-wise
/// false-positive rate measured on held-out clean pairs.
#[derive(Debug, Clone)]
pub struct BenchmarkReport {
    pub thresholds: Vec<f64>,
    pub empirical_fpr: f64,
    pub results: Vec<FaultDetectResult>,
}

/// Run the full statistical benchmark.
///
/// Detection = ANY of the 6 channels' |Δα| (calibration vs test) exceeds
/// that channel's threshold. Because 6 comparisons are made per decision,
/// per-channel thresholds use the Bonferroni-corrected quantile
/// (1 - 0.05/6 ≈ 99.17th percentile of the null) so the FAMILY-WISE false
/// positive rate is ≤ 5%, not per-channel.
///
/// The null distribution uses `n_null` clean-vs-clean seed pairs (disjoint
/// from evaluation seeds). The achieved family-wise FPR is then MEASURED on
/// a further `n_seeds` held-out clean pairs and reported, not assumed.
pub fn run_benchmark(length: usize, n_seeds: u64, n_null: u64) -> BenchmarkReport {
    // Null distribution per channel (seeds disjoint from eval seeds below)
    let mut null_shifts: Vec<Vec<f64>> = vec![Vec::new(); CHANNELS];
    for seed in 1..=n_null {
        let s = seed * 104729 + 1_000_000_007;
        let calib = synth_spacecraft(length, s + 100);
        let test = synth_spacecraft(length, s + 200);
        let a_calib = channel_alphas(&calib);
        let a_test = channel_alphas(&test);
        for ch in 0..CHANNELS {
            null_shifts[ch].push((a_test[ch] - a_calib[ch]).abs());
        }
    }
    // Bonferroni: family alpha 0.05 over 6 channels → per-channel 1 - 0.05/6
    let q = 1.0 - 0.05 / CHANNELS as f64;
    let thresholds: Vec<f64> = null_shifts
        .iter()
        .map(|shifts| {
            let mut s = shifts.clone();
            s.sort_by(|a, b| a.partial_cmp(b).unwrap());
            let idx = ((s.len() as f64 * q) as usize).min(s.len() - 1);
            s[idx]
        })
        .collect();

    let decide = |a_calib: &[f64], a_test: &[f64]| -> (bool, f64, Option<usize>) {
        let mut detected = false;
        let mut max_shift = 0.0f64;
        let mut hit_channel = None;
        for ch in 0..CHANNELS {
            let shift = (a_test[ch] - a_calib[ch]).abs();
            if shift > max_shift {
                max_shift = shift;
            }
            if shift > thresholds[ch] && hit_channel.is_none() {
                detected = true;
                hit_channel = Some(ch);
            }
        }
        (detected, max_shift, hit_channel)
    };

    // Empirical family-wise FPR on held-out clean pairs (eval seed range)
    let mut false_positives = 0usize;
    for seed in 1..=n_seeds {
        let s = seed * 7919;
        let calib = synth_spacecraft(length, s + 100);
        let test = synth_spacecraft(length, s + 200);
        let (fp, _, _) = decide(&channel_alphas(&calib), &channel_alphas(&test));
        if fp {
            false_positives += 1;
        }
    }
    let empirical_fpr = false_positives as f64 / n_seeds as f64;

    let mut results = Vec::new();
    for fault in FAULT_TYPES.iter() {
        let mut detections = 0usize;
        let mut max_shifts = Vec::new();
        let mut channel_hits = vec![0usize; CHANNELS];
        for seed in 1..=n_seeds {
            let s = seed * 7919;
            let calib = synth_spacecraft(length, s + 100);
            let test_clean = synth_spacecraft(length, s + 200);
            let test_faulted = inject_fault(&test_clean, fault, s);
            let (detected, max_shift, hit) =
                decide(&channel_alphas(&calib), &channel_alphas(&test_faulted));
            if detected {
                detections += 1;
                if let Some(ch) = hit {
                    channel_hits[ch] += 1;
                }
            }
            max_shifts.push(max_shift);
        }
        let best_channel = channel_hits
            .iter()
            .enumerate()
            .max_by_key(|(_, &c)| c)
            .map(|(i, _)| i)
            .unwrap_or(0);
        results.push(FaultDetectResult {
            fault: String::from(*fault),
            detect_rate: detections as f64 / n_seeds as f64,
            mean_max_shift: max_shifts.iter().sum::<f64>() / max_shifts.len() as f64,
            best_channel,
        });
    }
    BenchmarkReport { thresholds, empirical_fpr, results }
}

/// Inject a correlation_change fault with a custom duration fraction.
/// Same mean/amplitude preservation as the standard injector.
pub fn inject_correlation_change(
    clean: &[Vec<f64>],
    seed: u64,
    duration_frac: f64,
) -> Vec<Vec<f64>> {
    let length = clean[0].len();
    let start = (length as f64 * 0.58) as usize;
    let duration = ((length as f64 * duration_frac) as usize).max(8);
    let stop = (start + duration).min(length);
    let mut observed: Vec<Vec<f64>> = clean.iter().map(|c| c.clone()).collect();
    let mut rng = GaussRng::new(seed ^ 0xFA17);
    let ch = 0;
    let seg = &clean[ch][start..stop];
    let mean = seg.iter().sum::<f64>() / seg.len() as f64;
    let std = channel_std(seg);
    for i in start..stop {
        observed[ch][i] = rng.normal(mean, std);
    }
    observed
}

/// Detection-rate curve for correlation_change as fault duration grows.
/// Returns (duration_frac, detect_rate) pairs using the same Bonferroni
/// thresholds and disjoint-seed methodology as `run_benchmark`.
pub fn correlation_resolution_curve(
    length: usize,
    n_seeds: u64,
    n_null: u64,
    duration_fracs: &[f64],
) -> Vec<(f64, f64)> {
    // Same null-threshold construction as run_benchmark
    let mut null_shifts: Vec<Vec<f64>> = vec![Vec::new(); CHANNELS];
    for seed in 1..=n_null {
        let s = seed * 104729 + 1_000_000_007;
        let calib = synth_spacecraft(length, s + 100);
        let test = synth_spacecraft(length, s + 200);
        let a_calib = channel_alphas(&calib);
        let a_test = channel_alphas(&test);
        for ch in 0..CHANNELS {
            null_shifts[ch].push((a_test[ch] - a_calib[ch]).abs());
        }
    }
    let q = 1.0 - 0.05 / CHANNELS as f64;
    let thresholds: Vec<f64> = null_shifts
        .iter()
        .map(|shifts| {
            let mut s = shifts.clone();
            s.sort_by(|a, b| a.partial_cmp(b).unwrap());
            let idx = ((s.len() as f64 * q) as usize).min(s.len() - 1);
            s[idx]
        })
        .collect();

    duration_fracs
        .iter()
        .map(|&frac| {
            let mut detections = 0usize;
            for seed in 1..=n_seeds {
                let s = seed * 7919;
                let calib = synth_spacecraft(length, s + 100);
                let test_clean = synth_spacecraft(length, s + 200);
                let faulted = inject_correlation_change(&test_clean, s, frac);
                let a_calib = channel_alphas(&calib);
                let a_test = channel_alphas(&faulted);
                let detected = (0..CHANNELS).any(|ch| {
                    (a_test[ch] - a_calib[ch]).abs() > thresholds[ch]
                });
                if detected {
                    detections += 1;
                }
            }
            (frac, detections as f64 / n_seeds as f64)
        })
        .collect()
}

/// Per-timestep F1 for one fault type, mirroring the residual-detector
/// evaluation protocol exactly:
///
/// 1. Calibration: sliding trailing-window DFA α per channel on a clean
///    sequence; per-channel mean/std of α over calibration windows.
/// 2. Score(t) = max over channels of |α_ch(t) - calib_mean_ch| / calib_std_ch
///    (trailing window ending at t; scores start at t = window).
/// 3. Threshold = 99th quantile of the calibration sequence's own scores
///    (identical rule to residual-detector calibration).
/// 4. Per-timestep predictions vs the fault-mask ground truth
///    (fault window = 58%..70% of the sequence) → precision/recall/F1.
#[derive(Debug, Clone)]
pub struct TimestepF1 {
    pub fault: String,
    pub precision: f64,
    pub recall: f64,
    pub f1: f64,
    pub false_alarm_rate: f64,
    /// Fraction of seeds where at least one flag lands inside
    /// [fault_start, fault_stop + window]: event-level detection
    /// (NAB-style), which credits detections that arrive with latency.
    pub event_detect_rate: f64,
    /// Mean samples from fault start to first flag, over detected events.
    pub mean_latency: f64,
}

fn window_alphas_trailing(signal: &[f64], window: usize, step: usize) -> Vec<(usize, f64)> {
    // Returns (end_timestep, alpha) for each trailing window.
    let mut out = Vec::new();
    let mut end = window;
    while end <= signal.len() {
        let a = dfa(&signal[end - window..end]).alpha;
        out.push((end - 1, a));
        end += step;
    }
    out
}

pub fn timestep_f1_benchmark(
    length: usize,
    n_seeds: u64,
    window: usize,
    step: usize,
) -> Vec<TimestepF1> {
    let fault_start = (length as f64 * 0.58) as usize;
    let fault_stop = (fault_start + ((length as f64 * 0.12) as usize).max(8)).min(length);

    let mut totals: Vec<(usize, usize, usize, usize)> =
        vec![(0, 0, 0, 0); FAULT_TYPES.len()]; // tp, fp, fn, tn per fault
    let mut events: Vec<(usize, f64)> = vec![(0, 0.0); FAULT_TYPES.len()]; // detected count, latency sum

    for seed in 1..=n_seeds {
        let s = seed * 7919;
        let calib = synth_spacecraft(length, s + 100);
        let test_clean = synth_spacecraft(length, s + 200);

        // Per-channel calibration statistics over trailing windows
        let calib_windows: Vec<Vec<(usize, f64)>> = calib
            .iter()
            .map(|c| window_alphas_trailing(c, window, step))
            .collect();
        let calib_stats: Vec<(f64, f64)> = calib_windows
            .iter()
            .map(|ws| {
                let n = ws.len() as f64;
                let mean = ws.iter().map(|(_, a)| a).sum::<f64>() / n;
                let var = ws.iter().map(|(_, a)| (a - mean).powi(2)).sum::<f64>() / n;
                (mean, var.sqrt().max(1e-6))
            })
            .collect();

        // Calibration scores → threshold at 99th quantile (his exact rule)
        let n_windows = calib_windows[0].len();
        let mut calib_scores = Vec::with_capacity(n_windows);
        for w in 0..n_windows {
            let mut max_z = 0.0f64;
            for ch in 0..CHANNELS {
                let (m, sd) = calib_stats[ch];
                let z = (calib_windows[ch][w].1 - m).abs() / sd;
                if z > max_z {
                    max_z = z;
                }
            }
            calib_scores.push(max_z);
        }
        let mut sorted = calib_scores.clone();
        sorted.sort_by(|a, b| a.partial_cmp(b).unwrap());
        let idx = ((sorted.len() as f64 * 0.99) as usize).min(sorted.len() - 1);
        let threshold = sorted[idx];

        for (fi, fault) in FAULT_TYPES.iter().enumerate() {
            let faulted = inject_fault(&test_clean, fault, s);
            let test_windows: Vec<Vec<(usize, f64)>> = faulted
                .iter()
                .map(|c| window_alphas_trailing(c, window, step))
                .collect();
            let nw = test_windows[0].len();
            let event_window_end = (fault_stop + window).min(length);
            let mut first_flag: Option<usize> = None;
            for w in 0..nw {
                let t = test_windows[0][w].0;
                let mut max_z = 0.0f64;
                for ch in 0..CHANNELS {
                    let (m, sd) = calib_stats[ch];
                    let z = (test_windows[ch][w].1 - m).abs() / sd;
                    if z > max_z {
                        max_z = z;
                    }
                }
                let pred = max_z > threshold;
                let label = t >= fault_start && t < fault_stop;
                if pred && first_flag.is_none() && t >= fault_start && t < event_window_end {
                    first_flag = Some(t);
                }
                let e = &mut totals[fi];
                match (label, pred) {
                    (true, true) => e.0 += 1,
                    (false, true) => e.1 += 1,
                    (true, false) => e.2 += 1,
                    (false, false) => e.3 += 1,
                }
            }
            if let Some(t) = first_flag {
                events[fi].0 += 1;
                events[fi].1 += (t - fault_start) as f64;
            }
        }
    }

    FAULT_TYPES
        .iter()
        .zip(totals.iter().zip(events.iter()))
        .map(|(fault, (&(tp, fp, fn_, tn), &(ev_count, lat_sum)))| {
            let precision = if tp + fp > 0 { tp as f64 / (tp + fp) as f64 } else { 0.0 };
            let recall = if tp + fn_ > 0 { tp as f64 / (tp + fn_) as f64 } else { 0.0 };
            let f1 = if precision + recall > 0.0 {
                2.0 * precision * recall / (precision + recall)
            } else {
                0.0
            };
            let far = if fp + tn > 0 { fp as f64 / (fp + tn) as f64 } else { 0.0 };
            TimestepF1 {
                fault: String::from(*fault),
                precision,
                recall,
                f1,
                false_alarm_rate: far,
                event_detect_rate: ev_count as f64 / n_seeds as f64,
                mean_latency: if ev_count > 0 { lat_sum / ev_count as f64 } else { 0.0 },
            }
        })
        .collect()
}

// Hybrid monitor: residual + repeated-value + DFA
//
// Three orthogonal detectors, each calibrated on the clean calibration
// sequence, fused by OR:
//   1. Residual: per-channel AR(1) one-step predictor fitted by least
//      squares on calibration; score = max-channel standardized residual;
//      threshold at the 99.9th pct of calibration scores. Catches spikes
//      and step changes instantly.
//   2. Repeated-value: a run of >= `REPEAT_RUN` bit-identical values on a
//      noisy channel is practically impossible in clean telemetry; catches
//      stuck sensors and forward-filled packet loss.
//   3. DFA: trailing-window structural z-score (as in timestep_f1_benchmark);
//      catches slow drift, regime and correlation changes with latency.

const REPEAT_RUN: usize = 4;

/// Per-fault result of the hybrid benchmark.
#[derive(Debug, Clone)]
pub struct HybridResult {
    pub fault: String,
    pub event_detect_rate: f64,
    pub mean_latency: f64,
    /// Which detector fired first, as counts over detected events:
    /// (residual, repeated, dfa, cusum)
    pub first_detector: (usize, usize, usize, usize),
}

struct Ar1 {
    a: f64,
    b: f64,
    sd: f64,
}

fn fit_ar1(series: &[f64]) -> Ar1 {
    let n = series.len() - 1;
    let x = &series[..n];
    let y = &series[1..];
    let mx = x.iter().sum::<f64>() / n as f64;
    let my = y.iter().sum::<f64>() / n as f64;
    let mut cov = 0.0;
    let mut var = 0.0;
    for i in 0..n {
        cov += (x[i] - mx) * (y[i] - my);
        var += (x[i] - mx) * (x[i] - mx);
    }
    let b = if var > 1e-12 { cov / var } else { 0.0 };
    let a = my - b * mx;
    let mut ss = 0.0;
    for i in 0..n {
        let r = y[i] - (a + b * x[i]);
        ss += r * r;
    }
    Ar1 { a, b, sd: (ss / n as f64).sqrt().max(1e-9) }
}

/// Run the hybrid monitor over all fault types plus clean sequences.
/// Returns (per-fault results, event-level false-alarm rate on clean).
pub fn hybrid_benchmark(
    length: usize,
    n_seeds: u64,
    window: usize,
    step: usize,
) -> (Vec<HybridResult>, f64) {
    let fault_start = (length as f64 * 0.58) as usize;
    let fault_stop = (fault_start + ((length as f64 * 0.12) as usize).max(8)).min(length);

    let mut per_fault: Vec<(usize, f64, (usize, usize, usize, usize))> =
        vec![(0, 0.0, (0, 0, 0, 0)); FAULT_TYPES.len()];
    let mut clean_false_alarms = 0usize;

    for seed in 1..=n_seeds {
        let s = seed * 7919;
        let calib = synth_spacecraft(length, s + 100);
        let test_clean = synth_spacecraft(length, s + 200);

        // Calibrate detector 1: AR(1) residuals
        let ar: Vec<Ar1> = calib.iter().map(|c| fit_ar1(c)).collect();
        let mut calib_res_scores = Vec::with_capacity(length - 1);
        for t in 1..length {
            let mut mz = 0.0f64;
            for ch in 0..CHANNELS {
                let pred = ar[ch].a + ar[ch].b * calib[ch][t - 1];
                let z = (calib[ch][t] - pred).abs() / ar[ch].sd;
                if z > mz {
                    mz = z;
                }
            }
            calib_res_scores.push(mz);
        }
        // Sequence-level FAR control: threshold = calibration max with a
        // safety margin, and require persistence (2 consecutive exceedances).
        let res_thr = calib_res_scores
            .iter()
            .cloned()
            .fold(0.0f64, f64::max)
            * 1.1;

        // Repeated-value runs must also be calibrated: channels that ride a
        // physical clamp (e.g. SOC at its limit) legitimately repeat.
        let mut calib_max_run = [1usize; CHANNELS];
        for ch in 0..CHANNELS {
            let mut run = 1usize;
            for t in 1..length {
                if calib[ch][t] == calib[ch][t - 1] {
                    run += 1;
                    if run > calib_max_run[ch] {
                        calib_max_run[ch] = run;
                    }
                } else {
                    run = 1;
                }
            }
        }

        // Calibrate detector 3: DFA windowed z
        let calib_windows: Vec<Vec<(usize, f64)>> = calib
            .iter()
            .map(|c| window_alphas_trailing(c, window, step))
            .collect();
        let calib_stats: Vec<(f64, f64)> = calib_windows
            .iter()
            .map(|ws| {
                let n = ws.len() as f64;
                let mean = ws.iter().map(|(_, a)| a).sum::<f64>() / n;
                let var = ws.iter().map(|(_, a)| (a - mean).powi(2)).sum::<f64>() / n;
                (mean, var.sqrt().max(1e-6))
            })
            .collect();
        let n_windows = calib_windows[0].len();
        let mut calib_dfa_scores = Vec::with_capacity(n_windows);
        for w in 0..n_windows {
            let mut mz = 0.0f64;
            for ch in 0..CHANNELS {
                let (m, sd) = calib_stats[ch];
                let z = (calib_windows[ch][w].1 - m).abs() / sd;
                if z > mz {
                    mz = z;
                }
            }
            calib_dfa_scores.push(mz);
        }
        let dfa_thr = calib_dfa_scores
            .iter()
            .cloned()
            .fold(0.0f64, f64::max)
            * 1.02;

        // Calibrate detector 4: rolling-mean level shift
        // The dominant periodic driver (orbit) has period 96, so a 96-sample
        // rolling mean cancels it; a sustained level shift moves the rolling
        // mean where periodic dynamics cannot. Threshold = the max deviation
        // the calibration sequence's own rolling mean reaches, ×1.1.
        const ROLL: usize = 96;
        let rolling_dev = |c: &[f64], mean: f64| -> Vec<f64> {
            let mut out = Vec::with_capacity(c.len());
            let mut sum = 0.0f64;
            for (t, &v) in c.iter().enumerate() {
                sum += v;
                if t >= ROLL {
                    sum -= c[t - ROLL];
                    out.push(sum / ROLL as f64 - mean);
                } else {
                    out.push(0.0);
                }
            }
            out
        };
        let roll_stats: Vec<(f64, f64)> = calib
            .iter()
            .map(|c| {
                let m = c.iter().sum::<f64>() / c.len() as f64;
                let devs = rolling_dev(c, m);
                let max_dev = devs.iter().map(|d| d.abs()).fold(0.0f64, f64::max);
                (m, max_dev.max(1e-9))
            })
            .collect();

        // Evaluate a sequence: first flag time + which detector
        let evaluate = |signal: &[Vec<f64>]| -> Option<(usize, usize)> {
            // detector 3 precompute
            let test_windows: Vec<Vec<(usize, f64)>> = signal
                .iter()
                .map(|c| window_alphas_trailing(c, window, step))
                .collect();
            // DFA scores are piecewise-constant between window ends (stride
            // `step`); forward-fill each window's flag until the next window
            // end so streak counting sees a continuous per-timestep stream.
            let mut dfa_flag_at = vec![false; length];
            let mut current = false;
            let mut next_w = 0usize;
            for (t, slot) in dfa_flag_at.iter_mut().enumerate() {
                if next_w < test_windows[0].len() && test_windows[0][next_w].0 == t {
                    current = (0..CHANNELS).any(|ch| {
                        let (m, sd) = calib_stats[ch];
                        (test_windows[ch][next_w].1 - m).abs() / sd > dfa_thr
                    });
                    next_w += 1;
                }
                *slot = current;
            }
            let mut runs = [1usize; CHANNELS];
            let mut res_hits: Vec<usize> = Vec::new();
            let mut dfa_streak = 0usize;
            let mut roll_sums = [0.0f64; CHANNELS];
            for ch in 0..CHANNELS {
                roll_sums[ch] = signal[ch][0];
            }
            let mut roll_streak = 0usize;
            for t in 1..length {
                // detector 1: residual. Persistence = 2 exceedances within a
                // trailing 20-step window (catches step faults, whose big
                // residuals appear only at entry and exit).
                let mut res_hit = false;
                for ch in 0..CHANNELS {
                    let pred = ar[ch].a + ar[ch].b * signal[ch][t - 1];
                    if (signal[ch][t] - pred).abs() / ar[ch].sd > res_thr {
                        res_hit = true;
                        break;
                    }
                }
                if res_hit {
                    res_hits.push(t);
                    let recent = res_hits.iter().filter(|&&h| t - h < 20).count();
                    if recent >= 2 {
                        return Some((t, 0));
                    }
                }
                // detector 2: repeated value (calibrated per-channel run limit)
                for ch in 0..CHANNELS {
                    if signal[ch][t] == signal[ch][t - 1] {
                        runs[ch] += 1;
                        if runs[ch] >= calib_max_run[ch] + REPEAT_RUN {
                            return Some((t, 1));
                        }
                    } else {
                        runs[ch] = 1;
                    }
                }
                // detector 3: DFA (persistence: 5 consecutive flagged steps)
                dfa_streak = if dfa_flag_at[t] { dfa_streak + 1 } else { 0 };
                if dfa_streak >= 5 {
                    return Some((t, 2));
                }
                // detector 4: rolling-mean level shift (orbit-cancelling).
                // Margin ×2 over the calibration max plus 10-step persistence:
                // random-walk channels (SOC) wander naturally between
                // sequences, so a tight margin false-alarms.
                let mut roll_hit = false;
                for ch in 0..CHANNELS {
                    roll_sums[ch] += signal[ch][t];
                    if t >= ROLL {
                        roll_sums[ch] -= signal[ch][t - ROLL];
                        let (m, max_dev) = roll_stats[ch];
                        let dev = (roll_sums[ch] / ROLL as f64 - m).abs();
                        if dev > max_dev * 2.0 {
                            roll_hit = true;
                        }
                    }
                }
                roll_streak = if roll_hit { roll_streak + 1 } else { 0 };
                if roll_streak >= 10 {
                    return Some((t, 3));
                }
            }
            None
        };

        // Clean false-alarm check
        if evaluate(&test_clean).is_some() {
            clean_false_alarms += 1;
        }

        // Faulted sequences: flag counts only within the event window
        for (fi, fault) in FAULT_TYPES.iter().enumerate() {
            let faulted = inject_fault(&test_clean, fault, s);
            if let Some((t, det)) = evaluate(&faulted) {
                let event_end = (fault_stop + window).min(length);
                if t >= fault_start && t < event_end {
                    let e = &mut per_fault[fi];
                    e.0 += 1;
                    e.1 += (t - fault_start) as f64;
                    match det {
                        0 => e.2 .0 += 1,
                        1 => e.2 .1 += 1,
                        2 => e.2 .2 += 1,
                        _ => e.2 .3 += 1,
                    }
                }
                // a flag before fault_start on a faulted sequence would be a
                // false alarm, but those are already measured on clean pairs
            }
        }
    }

    let results = FAULT_TYPES
        .iter()
        .zip(per_fault.iter())
        .map(|(fault, &(count, lat_sum, first))| HybridResult {
            fault: String::from(*fault),
            event_detect_rate: count as f64 / n_seeds as f64,
            mean_latency: if count > 0 { lat_sum / count as f64 } else { 0.0 },
            first_detector: first,
        })
        .collect();
    (results, clean_false_alarms as f64 / n_seeds as f64)
}

#[cfg(test)]
mod tests {
    use super::*;

    #[test]
    fn spacecraft_sim_produces_six_channels() {
        let sig = synth_spacecraft(700, 42);
        assert_eq!(sig.len(), CHANNELS);
        assert_eq!(sig[0].len(), 700);
        // SOC stays in physical bounds
        assert!(sig[0].iter().all(|&v| (0.2..=0.98).contains(&v)));
        // Bus voltage near 26.5-30V range
        assert!(sig[1].iter().all(|&v| (20.0..35.0).contains(&v)));
    }

    #[test]
    fn spacecraft_sim_is_deterministic() {
        let a = synth_spacecraft(300, 7);
        let b = synth_spacecraft(300, 7);
        assert_eq!(a[3], b[3]);
    }

    #[test]
    fn inject_fault_changes_only_fault_window() {
        let clean = synth_spacecraft(700, 42);
        let faulted = inject_fault(&clean, "stuck", 42);
        let start = (700.0 * 0.58) as usize;
        // before fault window: unchanged
        assert_eq!(clean[2][..start], faulted[2][..start]);
        // inside fault window: stuck at one value
        let stop = start + (700.0 * 0.12) as usize;
        assert!(faulted[2][start..stop].iter().all(|&v| v == faulted[2][start]));
    }

    #[test]
    fn correlation_change_preserves_mean() {
        let clean = synth_spacecraft(700, 42);
        let faulted = inject_fault(&clean, "correlation_change", 42);
        let start = (700.0 * 0.58) as usize;
        let stop = start + (700.0 * 0.12) as usize;
        let clean_mean: f64 =
            clean[0][start..stop].iter().sum::<f64>() / (stop - start) as f64;
        let fault_mean: f64 =
            faulted[0][start..stop].iter().sum::<f64>() / (stop - start) as f64;
        // mean preserved within half a sigma of the segment
        let std = {
            let seg = &clean[0][start..stop];
            let m = clean_mean;
            (seg.iter().map(|x| (x - m).powi(2)).sum::<f64>() / seg.len() as f64).sqrt()
        };
        assert!((clean_mean - fault_mean).abs() < 0.5 * std + 1e-9);
    }

    #[test]
    fn gauss_rng_mean_and_std() {
        let mut rng = GaussRng::new(1234);
        let samples: Vec<f64> = (0..20000).map(|_| rng.normal(5.0, 2.0)).collect();
        let mean = samples.iter().sum::<f64>() / samples.len() as f64;
        let var = samples.iter().map(|x| (x - mean).powi(2)).sum::<f64>()
            / samples.len() as f64;
        assert!((mean - 5.0).abs() < 0.1, "mean {mean}");
        assert!((var.sqrt() - 2.0).abs() < 0.1, "std {}", var.sqrt());
    }
}

#[cfg(test)]
mod debug_tests {
    use super::*;

    #[test]
    fn debug_timestep_scores() {
        let length = 700;
        let s = 7919u64;
        let calib = synth_spacecraft(length, s + 100);
        let test_clean = synth_spacecraft(length, s + 200);
        let window = 64;
        let step = 2;

        let calib_windows: Vec<Vec<(usize, f64)>> = calib.iter()
            .map(|c| window_alphas_trailing(c, window, step)).collect();
        let calib_stats: Vec<(f64, f64)> = calib_windows.iter().map(|ws| {
            let n = ws.len() as f64;
            let mean = ws.iter().map(|(_, a)| a).sum::<f64>() / n;
            let var = ws.iter().map(|(_, a)| (a - mean).powi(2)).sum::<f64>() / n;
            (mean, var.sqrt().max(1e-6))
        }).collect();
        for ch in 0..CHANNELS {
            println!("ch {} calib alpha mean {:.3} sd {:.3}", ch, calib_stats[ch].0, calib_stats[ch].1);
        }
        // calib max-z distribution
        let n_windows = calib_windows[0].len();
        let mut calib_scores = Vec::new();
        for w in 0..n_windows {
            let mut mz = 0.0f64;
            for ch in 0..CHANNELS {
                let (m, sd) = calib_stats[ch];
                let z = (calib_windows[ch][w].1 - m).abs() / sd;
                if z > mz { mz = z; }
            }
            calib_scores.push(mz);
        }
        let mut sorted = calib_scores.clone();
        sorted.sort_by(|a, b| a.partial_cmp(b).unwrap());
        println!("calib max-z: median {:.2} p99 {:.2} max {:.2}",
            sorted[sorted.len()/2], sorted[(sorted.len() as f64*0.99) as usize], sorted[sorted.len()-1]);

        // drift test z on soc channel in fault zone
        let faulted = inject_fault(&test_clean, "drift", s);
        let tw = window_alphas_trailing(&faulted[0], window, step);
        let (m, sd) = calib_stats[0];
        let in_fault: Vec<f64> = tw.iter().filter(|(t, _)| *t >= 406 && *t < 490)
            .map(|(_, a)| (a - m).abs() / sd).collect();
        let max_in_fault = in_fault.iter().cloned().fold(0.0f64, f64::max);
        println!("drift soc z in fault window: max {:.2} count {}", max_in_fault, in_fault.len());
    }
}