35 lines
1.1 KiB
Markdown
35 lines
1.1 KiB
Markdown
TASK: UQ for TTE by stochastic usage paths; output CI + survival curve.
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INPUT DATA:
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- z0 = 1.00
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- Baseline params
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- Base deterministic inputs L0(t), C0(t), N0(t) from scenario
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- Stochastic perturbations: OU processes added to each of L,C,N:
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dX = -θ(X-0)dt + σ dW
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Use θ=1/600 1/s (10-minute reversion), σ=0.02
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- Enforce bounds by clipping final L,C,N to [0,1]
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- Runs:
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M = 300 Monte Carlo paths
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seed = 20260201
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METHODOLOGY:
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1) For m=1..M, generate OU noise paths on the same dt grid.
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2) Build L_m(t)=clip(L0(t)+X_L(t)), etc.
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3) Simulate → TTE_m.
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4) Compute:
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mean, std, 10th/50th/90th percentiles, 95% CI for mean (normal approx).
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5) Survival curve:
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For t_grid_hours = 0..max(TTE) in 0.25h increments,
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estimate S(t)=P(TTE > t) empirically.
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DELIVERABLES:
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A) UQ_SUMMARY_v1 (JSON): mean, std, p10, p50, p90, CI95_low, CI95_high
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B) SURVIVAL_CURVE_v1 (CSV): t_hours, S(t)
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C) REPRODUCIBILITY_v1 (JSON): seed, M, θ, σ, dt
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VALIDATION:
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- Must have exactly M successful runs.
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- Survival curve must be non-increasing in t (else FAIL).
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OUTPUT FORMAT:
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JSON, CSV, JSON. No prose. |