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