addedOutput schema / properties
Added value: +{
+ "alignment": {
+ "additionalProperties": false,
+ "description": "Alignment diagnostics; mismatch counts are absent when early gates stop alignment.",
+ "properties": {
+ "aligned_points": {
+ "description": "Aligned contiguous intervals.",
+ "minimum": 0,
+ "type": "integer"
+ },
+ "discarded_common_intervals": {
+ "description": "Common intervals before the last mismatch.",
+ "minimum": 0,
+ "type": "integer"
+ },
+ "filled_points": {
+ "description": "Always zero; data are never filled.",
+ "minimum": 0,
+ "type": "integer"
+ },
+ "first_observation_sets_interval_start": {
+ "const": true,
+ "description": "First observation sets the first interval start.",
+ "type": "boolean"
+ },
+ "method": {
+ "const": "common_contiguous_interval_suffix",
+ "description": "Alignment method.",
+ "type": "string"
+ },
+ "unmatched_intervals": {
+ "description": "Union intervals absent from at least one member.",
+ "minimum": 0,
+ "type": "integer"
+ }
+ },
+ "required": [
+ "method",
+ "aligned_points",
+ "first_observation_sets_interval_start",
+ "filled_points"
+ ],
+ "type": "object"
+ },
+ "as_of": {
+ "description": "Caller cutoff.",
+ "type": "string"
+ },
+ "coverage": {
+ "additionalProperties": false,
+ "description": "Supplied-panel coverage only.",
+ "properties": {
+ "complete_for_supplied_series": {
+ "description": "All returned windows assessed for the entire supplied panel.",
+ "type": "boolean"
+ },
+ "market_universe_complete": {
+ "const": false,
+ "description": "No claim of market-wide completeness.",
+ "type": "boolean"
+ },
+ "requested_series": {
+ "description": "Requested panel members.",
+ "minimum": 0,
+ "type": "integer"
+ }
+ },
+ "required": [
+ "requested_series",
+ "complete_for_supplied_series",
+ "market_universe_complete"
+ ],
+ "type": "object"
+ },
+ "dynamics": {
+ "description": "Only pairs of assessed windows are compared.",
+ "items": {
+ "additionalProperties": false,
+ "description": "Adjacent assessed-window comparison.",
+ "properties": {
+ "calibrated_regime_change": {
+ "const": false,
+ "description": "No calibrated change decision.",
+ "type": "boolean"
+ },
+ "correlation_rms_change": {
+ "description": "RMS matrix-entry difference.",
+ "type": "number"
+ },
+ "eigenvalue_rms_change": {
+ "description": "RMS eigenvalue difference.",
+ "type": "number"
+ },
+ "from": {
+ "description": "Previous window-end timestamp.",
+ "type": "string"
+ },
+ "leading_variance_share_change": {
+ "description": "Current minus previous leading variance share.",
+ "type": "number"
+ },
+ "leading_vector_comparison": {
+ "description": "Whether vector overlap is resolved.",
+ "enum": [
+ "descriptive",
+ "unresolved_degenerate_mode"
+ ],
+ "type": "string"
+ },
+ "leading_vector_squared_overlap": {
+ "anyOf": [
+ {
+ "description": "Squared overlap; null when the leading mode is degenerate.",
+ "type": "number"
+ },
+ {
+ "type": "null"
+ }
+ ],
+ "description": "Squared overlap; null when the leading mode is degenerate. Null means unavailable or not applicable, never zero."
+ },
+ "to": {
+ "description": "Current window-end timestamp.",
+ "type": "string"
+ }
+ },
+ "required": [
+ "from",
+ "to",
+ "leading_variance_share_change",
+ "eigenvalue_rms_change",
+ "correlation_rms_change",
+ "leading_vector_squared_overlap",
+ "leading_vector_comparison",
+ "calibrated_regime_change"
+ ],
+ "type": "object"
+ },
+ "type": "array"
+ },
+ "error": {
+ "description": "Validation or computation failure message; inspect MCP isError or the HTTP status.",
+ "type": "string"
+ },
+ "execution_authority": {
+ "const": false,
+ "description": "No trading authority.",
+ "type": "boolean"
+ },
+ "guarantee": {
+ "description": "No statistical or market-performance guarantee is made.",
+ "type": "null"
+ },
+ "is_e_value": {
+ "const": false,
+ "description": "No calibrated e-value.",
+ "type": "boolean"
+ },
+ "latest": {
+ "anyOf": [
+ {
+ "additionalProperties": false,
+ "allOf": [
+ {
+ "if": {
+ "properties": {
+ "status": {
+ "const": "assessed"
+ }
+ }
+ },
+ "then": {
+ "required": [
+ "correlation",
+ "eigenvalues",
+ "leading_variance_share",
+ "participation_ratio",
+ "effective_rank",
+ "numerical_rank",
+ "leading_eigengap",
+ "leading_loadings",
+ "lag_one_correlations",
+ "reference",
+ "shrinkage_candidate"
+ ]
+ }
+ }
+ ],
+ "description": "Window with all metrics absent when a series is constant or numerically unresolved.",
+ "properties": {
+ "correlation": {
+ "description": "Rows of a matrix in the declared series order.",
+ "items": {
+ "description": "Numeric values in the documented order.",
+ "items": {
+ "description": "One finite numeric value.",
+ "type": "number"
+ },
+ "type": "array"
+ },
+ "type": "array"
+ },
+ "effective_rank": {
+ "description": "Exponential entropy of normalized positive eigenvalues.",
+ "type": "number"
+ },
+ "eigenvalues": {
+ "description": "Numeric values in the documented order.",
+ "items": {
+ "description": "One finite numeric value.",
+ "type": "number"
+ },
+ "type": "array"
+ },
+ "lag_one_correlations": {
+ "description": "Lag diagnostics in series order.",
+ "items": {
+ "additionalProperties": false,
+ "description": "One series lag diagnostic.",
+ "properties": {
+ "correlation": {
+ "anyOf": [
+ {
+ "description": "Lag-one correlation, when estimable.",
+ "type": "number"
+ },
+ {
+ "type": "null"
+ }
+ ],
+ "description": "Lag-one correlation, when estimable. Null means unavailable or not applicable, never zero."
+ },
+ "id": {
+ "description": "Series id.",
+ "type": "string"
+ }
+ },
+ "required": [
+ "id",
+ "correlation"
+ ],
+ "type": "object"
+ },
+ "type": "array"
+ },
+ "leading_eigengap": {
+ "description": "First minus second eigenvalue.",
+ "type": "number"
+ },
+ "leading_loadings": {
+ "additionalProperties": {
+ "description": "Eigenvector component.",
+ "type": "number"
+ },
+ "description": "Leading eigenvector components keyed by caller series ids; sign is normalized, not an economic factor label.",
+ "type": "object"
+ },
+ "leading_variance_share": {
+ "description": "Largest eigenvalue divided by trace.",
+ "type": "number"
+ },
+ "numerical_rank": {
+ "description": "Eigenvalues above 1e-10.",
+ "minimum": 0,
+ "type": "integer"
+ },
+ "observations": {
+ "description": "Aligned intervals in this window.",
+ "minimum": 0,
+ "type": "integer"
+ },
+ "participation_ratio": {
+ "description": "Squared trace divided by sum of squared eigenvalues.",
+ "type": "number"
+ },
+ "reasons": {
+ "description": "Ordered statements or identifiers.",
+ "items": {
+ "description": "One retained statement or identifier.",
+ "type": "string"
+ },
+ "type": "array"
+ },
+ "reference": {
+ "additionalProperties": false,
+ "description": "Idealized reference, not evidence of alpha or certified factors.",
+ "properties": {
+ "above_upper_count": {
+ "description": "Eigenvalues above upper edge.",
+ "minimum": 0,
+ "type": "integer"
+ },
+ "below_lower_count": {
+ "description": "Eigenvalues below lower edge.",
+ "minimum": 0,
+ "type": "integer"
+ },
+ "finite_sample_calibrated": {
+ "const": false,
+ "description": "Not a finite-sample significance test.",
+ "type": "boolean"
+ },
+ "in_band_count": {
+ "description": "Eigenvalues inside the reference band.",
+ "minimum": 0,
+ "type": "integer"
+ },
+ "is_e_value": {
+ "const": false,
+ "description": "Not an e-value.",
+ "type": "boolean"
+ },
+ "lower_edge": {
+ "description": "Asymptotic lower reference edge.",
+ "type": "number"
+ },
+ "name": {
+ "const": "marchenko_pastur_iid_unit_variance",
+ "description": "Reference model.",
+ "type": "string"
+ },
+ "p_value": {
+ "description": "No calibrated p-value.",
+ "type": "null"
+ },
+ "q": {
+ "description": "Series count divided by sample degrees of freedom.",
+ "type": "number"
+ },
+ "sample_degrees_of_freedom": {
+ "description": "Window observations minus one.",
+ "minimum": 0,
+ "type": "integer"
+ },
+ "upper_edge": {
+ "description": "Asymptotic upper reference edge.",
+ "type": "number"
+ }
+ },
+ "required": [
+ "name",
+ "q",
+ "sample_degrees_of_freedom",
+ "lower_edge",
+ "upper_edge",
+ "above_upper_count",
+ "below_lower_count",
+ "in_band_count",
+ "finite_sample_calibrated",
+ "p_value",
+ "is_e_value"
+ ],
+ "type": "object"
+ },
+ "series_ids": {
+ "description": "Ordered statements or identifiers.",
+ "items": {
+ "description": "One retained statement or identifier.",
+ "type": "string"
+ },
+ "type": "array"
+ },
+ "shrinkage_candidate": {
+ "additionalProperties": false,
+ "description": "Experimental correlation candidate, not a validated risk model.",
+ "properties": {
+ "correlation": {
+ "description": "Rows of a matrix in the declared series order.",
+ "items": {
+ "description": "Numeric values in the documented order.",
+ "items": {
+ "description": "One finite numeric value.",
+ "type": "number"
+ },
+ "type": "array"
+ },
+ "type": "array"
+ },
+ "low_and_high_outliers_preserved_before_diagonal_normalization": {
+ "const": true,
+ "description": "Outliers retained before diagonal normalization.",
+ "type": "boolean"
+ },
+ "method": {
+ "const": "equalize_in_band_eigenvalues_then_restore_unit_diagonal",
+ "description": "Construction.",
+ "type": "string"
+ },
+ "out_of_sample_validated": {
+ "const": false,
+ "description": "No held-out validation.",
+ "type": "boolean"
+ },
+ "positive_definite_guaranteed": {
+ "const": false,
+ "description": "Singular candidates remain possible.",
+ "type": "boolean"
+ },
+ "status": {
+ "const": "experimental",
+ "description": "Candidate maturity.",
+ "type": "string"
+ }
+ },
+ "required": [
+ "status",
+ "correlation",
+ "method",
+ "low_and_high_outliers_preserved_before_diagonal_normalization",
+ "positive_definite_guaranteed",
+ "out_of_sample_validated"
+ ],
+ "type": "object"
+ },
+ "status": {
+ "description": "Window assessment state.",
+ "enum": [
+ "assessed",
+ "insufficient_visibility"
+ ],
+ "type": "string"
+ },
+ "window_end": {
+ "description": "Last interval end in UTC.",
+ "type": "string"
+ },
+ "window_start": {
+ "description": "First interval start in UTC.",
+ "type": "string"
+ }
+ },
+ "required": [
+ "window_start",
+ "window_end",
+ "observations",
+ "series_ids",
+ "status",
+ "reasons"
+ ],
+ "type": "object"
+ },
+ {
+ "type": "null"
+ }
+ ],
+ "description": "Window with all metrics absent when a series is constant or numerically unresolved. Null means unavailable or not applicable, never zero."
+ },
+ "limits": {
+ "description": "Ordered statements or identifiers.",
+ "items": {
+ "description": "One retained statement or identifier.",
+ "type": "string"
+ },
+ "type": "array"
+ },
+ "maturity": {
+ "const": "research",
+ "description": "Research maturity.",
+ "type": "string"
+ },
+ "policy": {
+ "additionalProperties": false,
+ "description": "Fully applied rolling policy.",
+ "properties": {
+ "max_windows": {
+ "description": "Maximum returned windows.",
+ "minimum": 0,
+ "type": "integer"
+ },
+ "step_points": {
+ "description": "Intervals between window ends.",
+ "minimum": 0,
+ "type": "integer"
+ },
+ "window_points": {
+ "description": "Aligned intervals per window.",
+ "minimum": 0,
+ "type": "integer"
+ }
+ },
+ "required": [
+ "window_points",
+ "step_points",
+ "max_windows"
+ ],
+ "type": "object"
+ },
+ "policy_sha256": {
+ "description": "SHA-256 of the canonicalized submitted request or applied policy.",
+ "pattern": "^[0-9a-f]{64}$",
+ "type": "string"
+ },
+ "reasons": {
+ "description": "Ordered statements or identifiers.",
+ "items": {
+ "description": "One retained statement or identifier.",
+ "type": "string"
+ },
+ "type": "array"
+ },
+ "request_sha256": {
+ "description": "SHA-256 of the canonicalized submitted request or applied policy.",
+ "pattern": "^[0-9a-f]{64}$",
+ "type": "string"
+ },
+ "schema": {
+ "const": "noisefloor.spectral-assessment.v1",
+ "description": "Result contract identifier.",
+ "type": "string"
+ },
+ "series": {
+ "description": "All requested series sorted by id.",
+ "items": {
+ "additionalProperties": false,
+ "description": "Panel member retained even when its source or history is ineligible.",
+ "properties": {
+ "age_seconds": {
+ "anyOf": [
+ {
+ "description": "Cutoff minus last observation timestamp in seconds; may be negative for future data.",
+ "type": "number"
+ },
+ {
+ "type": "null"
+ }
+ ],
+ "description": "Cutoff minus last observation timestamp in seconds; may be negative for future data. Null means unavailable or not applicable, never zero."
+ },
+ "as_published_history_verified": {
+ "const": false,
+ "description": "Caller timestamps do not verify historical availability.",
+ "type": "boolean"
+ },
+ "availability_timestamps_complete": {
+ "description": "Every supplied observation declares availability and the series is nonempty.",
+ "type": "boolean"
+ },
+ "available_at": {
+ "anyOf": [
+ {
+ "description": "Last supplied availability timestamp, if present.",
+ "type": "string"
+ },
+ {
+ "type": "null"
+ }
+ ],
+ "description": "Last supplied availability timestamp, if present. Null means unavailable or not applicable, never zero."
+ },
+ "contiguous_intervals": {
+ "description": "Transformed eligible intervals; zero when source gates fail.",
+ "minimum": 0,
+ "type": "integer"
+ },
+ "gap_indices": {
+ "description": "Declared-calendar gap positions.",
+ "items": {
+ "description": "Zero-based observation index.",
+ "minimum": 0,
+ "type": "integer"
+ },
+ "type": "array"
+ },
+ "group": {
+ "description": "Declared group, defaulting to series id.",
+ "type": "string"
+ },
+ "id": {
+ "description": "Caller-supplied series identifier.",
+ "type": "string"
+ },
+ "kind": {
+ "description": "Caller-declared measurement kind.",
+ "type": "string"
+ },
+ "measurement_coverage": {
+ "additionalProperties": false,
+ "description": "Caller-declared measurement coverage.",
+ "properties": {
+ "declared_points": {
+ "description": "Non-null declared denominators.",
+ "minimum": 0,
+ "type": "integer"
+ },
+ "maximum": {
+ "anyOf": [
+ {
+ "description": "Maximum declared denominator.",
+ "type": "number"
+ },
+ {
+ "type": "null"
+ }
+ ],
+ "description": "Maximum declared denominator. Null means unavailable or not applicable, never zero."
+ },
+ "minimum": {
+ "anyOf": [
+ {
+ "description": "Minimum declared denominator.",
+ "type": "number"
+ },
+ {
+ "type": "null"
+ }
+ ],
+ "description": "Minimum declared denominator. Null means unavailable or not applicable, never zero."
+ },
+ "sampling_adjustment_applied": {
+ "const": false,
+ "description": "No adjustment is made.",
+ "type": "boolean"
+ },
+ "status": {
+ "description": "Declared denominator state.",
+ "enum": [
+ "not_supplied",
+ "incomplete",
+ "variable",
+ "constant_declared_count"
+ ],
+ "type": "string"
+ },
+ "tail_points": {
+ "description": "Contiguous tail observations.",
+ "minimum": 0,
+ "type": "integer"
+ }
+ },
+ "required": [
+ "status",
+ "declared_points",
+ "tail_points",
+ "minimum",
+ "maximum",
+ "sampling_adjustment_applied"
+ ],
+ "type": "object"
+ },
+ "missing_points": {
+ "description": "Null-valued observations.",
+ "minimum": 0,
+ "type": "integer"
+ },
+ "observed_at": {
+ "anyOf": [
+ {
+ "description": "Last supplied observation timestamp; null for no observations.",
+ "type": "string"
+ },
+ {
+ "type": "null"
+ }
+ ],
+ "description": "Last supplied observation timestamp; null for no observations. Null means unavailable or not applicable, never zero."
+ },
+ "reasons": {
+ "description": "Ordered statements or identifiers.",
+ "items": {
+ "description": "One retained statement or identifier.",
+ "type": "string"
+ },
+ "type": "array"
+ },
+ "source": {
+ "additionalProperties": false,
+ "properties": {
+ "id": {
+ "description": "Caller-defined source identifier retained in results, for example synthetic-demo or a licensed provider name.",
+ "maxLength": 128,
+ "minLength": 1,
+ "type": "string"
+ },
+ "rights": {
+ "description": "Caller's source-use declaration. Only permitted permits numerical assessment; unknown and restricted remain explicit visibility gaps. The server does not grant or verify rights.",
+ "enum": [
+ "permitted",
+ "unknown",
+ "restricted"
+ ],
+ "type": "string"
+ },
+ "url": {
+ "description": "Optional source or evidence URL retained for attribution; no URL is fetched or independently verified.",
+ "maxLength": 2048,
+ "minLength": 1,
+ "type": "string"
+ }
+ },
+ "required": [
+ "id",
+ "rights"
+ ],
+ "type": "object"
+ },
+ "transform": {
+ "description": "Transformation applied to the contiguous tail.",
+ "enum": [
+ "log_return",
+ "identity_return",
+ "first_difference"
+ ],
+ "type": "string"
+ },
+ "unit": {
+ "description": "Caller-declared input unit.",
+ "type": "string"
+ },
+ "warnings": {
+ "description": "Ordered statements or identifiers.",
+ "items": {
+ "description": "One retained statement or identifier.",
+ "type": "string"
+ },
+ "type": "array"
+ }
+ },
+ "required": [
+ "id",
+ "kind",
+ "unit",
+ "source",
+ "group",
+ "reasons",
+ "warnings",
+ "observed_at",
+ "available_at",
+ "age_seconds",
+ "gap_indices",
+ "missing_points",
+ "availability_timestamps_complete",
+ "as_published_history_verified",
+ "transform",
+ "measurement_coverage",
+ "contiguous_intervals"
+ ],
+ "type": "object"
+ },
+ "type": "array"
+ },
+ "status": {
+ "description": "Window/visibility result.",
+ "enum": [
+ "insufficient_visibility",
+ "assessed",
+ "partial"
+ ],
+ "type": "string"
+ },
+ "validity": {
+ "const": "descriptive",
+ "description": "Descriptive assessment, not a probability or statistical certificate.",
+ "type": "string"
+ },
+ "windows": {
+ "description": "Complete recent windows in chronological order.",
+ "items": {
+ "additionalProperties": false,
+ "allOf": [
+ {
+ "if": {
+ "properties": {
+ "status": {
+ "const": "assessed"
+ }
+ }
+ },
+ "then": {
+ "required": [
+ "correlation",
+ "eigenvalues",
+ "leading_variance_share",
+ "participation_ratio",
+ "effective_rank",
+ "numerical_rank",
+ "leading_eigengap",
+ "leading_loadings",
+ "lag_one_correlations",
+ "reference",
+ "shrinkage_candidate"
+ ]
+ }
+ }
+ ],
+ "description": "Window with all metrics absent when a series is constant or numerically unresolved.",
+ "properties": {
+ "correlation": {
+ "description": "Rows of a matrix in the declared series order.",
+ "items": {
+ "description": "Numeric values in the documented order.",
+ "items": {
+ "description": "One finite numeric value.",
+ "type": "number"
+ },
+ "type": "array"
+ },
+ "type": "array"
+ },
+ "effective_rank": {
+ "description": "Exponential entropy of normalized positive eigenvalues.",
+ "type": "number"
+ },
+ "eigenvalues": {
+ "description": "Numeric values in the documented order.",
+ "items": {
+ "description": "One finite numeric value.",
+ "type": "number"
+ },
+ "type": "array"
+ },
+ "lag_one_correlations": {
+ "description": "Lag diagnostics in series order.",
+ "items": {
+ "additionalProperties": false,
+ "description": "One series lag diagnostic.",
+ "properties": {
+ "correlation": {
+ "anyOf": [
+ {
+ "description": "Lag-one correlation, when estimable.",
+ "type": "number"
+ },
+ {
+ "type": "null"
+ }
+ ],
+ "description": "Lag-one correlation, when estimable. Null means unavailable or not applicable, never zero."
+ },
+ "id": {
+ "description": "Series id.",
+ "type": "string"
+ }
+ },
+ "required": [
+ "id",
+ "correlation"
+ ],
+ "type": "object"
+ },
+ "type": "array"
+ },
+ "leading_eigengap": {
+ "description": "First minus second eigenvalue.",
+ "type": "number"
+ },
+ "leading_loadings": {
+ "additionalProperties": {
+ "description": "Eigenvector component.",
+ "type": "number"
+ },
+ "description": "Leading eigenvector components keyed by caller series ids; sign is normalized, not an economic factor label.",
+ "type": "object"
+ },
+ "leading_variance_share": {
+ "description": "Largest eigenvalue divided by trace.",
+ "type": "number"
+ },
+ "numerical_rank": {
+ "description": "Eigenvalues above 1e-10.",
+ "minimum": 0,
+ "type": "integer"
+ },
+ "observations": {
+ "description": "Aligned intervals in this window.",
+ "minimum": 0,
+ "type": "integer"
+ },
+ "participation_ratio": {
+ "description": "Squared trace divided by sum of squared eigenvalues.",
+ "type": "number"
+ },
+ "reasons": {
+ "description": "Ordered statements or identifiers.",
+ "items": {
+ "description": "One retained statement or identifier.",
+ "type": "string"
+ },
+ "type": "array"
+ },
+ "reference": {
+ "additionalProperties": false,
+ "description": "Idealized reference, not evidence of alpha or certified factors.",
+ "properties": {
+ "above_upper_count": {
+ "description": "Eigenvalues above upper edge.",
+ "minimum": 0,
+ "type": "integer"
+ },
+ "below_lower_count": {
+ "description": "Eigenvalues below lower edge.",
+ "minimum": 0,
+ "type": "integer"
+ },
+ "finite_sample_calibrated": {
+ "const": false,
+ "description": "Not a finite-sample significance test.",
+ "type": "boolean"
+ },
+ "in_band_count": {
+ "description": "Eigenvalues inside the reference band.",
+ "minimum": 0,
+ "type": "integer"
+ },
+ "is_e_value": {
+ "const": false,
+ "description": "Not an e-value.",
+ "type": "boolean"
+ },
+ "lower_edge": {
+ "description": "Asymptotic lower reference edge.",
+ "type": "number"
+ },
+ "name": {
+ "const": "marchenko_pastur_iid_unit_variance",
+ "description": "Reference model.",
+ "type": "string"
+ },
+ "p_value": {
+ "description": "No calibrated p-value.",
+ "type": "null"
+ },
+ "q": {
+ "description": "Series count divided by sample degrees of freedom.",
+ "type": "number"
+ },
+ "sample_degrees_of_freedom": {
+ "description": "Window observations minus one.",
+ "minimum": 0,
+ "type": "integer"
+ },
+ "upper_edge": {
+ "description": "Asymptotic upper reference edge.",
+ "type": "number"
+ }
+ },
+ "required": [
+ "name",
+ "q",
+ "sample_degrees_of_freedom",
+ "lower_edge",
+ "upper_edge",
+ "above_upper_count",
+ "below_lower_count",
+ "in_band_count",
+ "finite_sample_calibrated",
+ "p_value",
+ "is_e_value"
+ ],
+ "type": "object"
+ },
+ "series_ids": {
+ "description": "Ordered statements or identifiers.",
+ "items": {
+ "description": "One retained statement or identifier.",
+ "type": "string"
+ },
+ "type": "array"
+ },
+ "shrinkage_candidate": {
+ "additionalProperties": false,
+ "description": "Experimental correlation candidate, not a validated risk model.",
+ "properties": {
+ "correlation": {
+ "description": "Rows of a matrix in the declared series order.",
+ "items": {
+ "description": "Numeric values in the documented order.",
+ "items": {
+ "description": "One finite numeric value.",
+ "type": "number"
+ },
+ "type": "array"
+ },
+ "type": "array"
+ },
+ "low_and_high_outliers_preserved_before_diagonal_normalization": {
+ "const": true,
+ "description": "Outliers retained before diagonal normalization.",
+ "type": "boolean"
+ },
+ "method": {
+ "const": "equalize_in_band_eigenvalues_then_restore_unit_diagonal",
+ "description": "Construction.",
+ "type": "string"
+ },
+ "out_of_sample_validated": {
+ "const": false,
+ "description": "No held-out validation.",
+ "type": "boolean"
+ },
+ "positive_definite_guaranteed": {
+ "const": false,
+ "description": "Singular candidates remain possible.",
+ "type": "boolean"
+ },
+ "status": {
+ "const": "experimental",
+ "description": "Candidate maturity.",
+ "type": "string"
+ }
+ },
+ "required": [
+ "status",
+ "correlation",
+ "method",
+ "low_and_high_outliers_preserved_before_diagonal_normalization",
+ "positive_definite_guaranteed",
+ "out_of_sample_validated"
+ ],
+ "type": "object"
+ },
+ "status": {
+ "description": "Window assessment state.",
+ "enum": [
+ "assessed",
+ "insufficient_visibility"
+ ],
+ "type": "string"
+ },
+ "window_end": {
+ "description": "Last interval end in UTC.",
+ "type": "string"
+ },
+ "window_start": {
+ "description": "First interval start in UTC.",
+ "type": "string"
+ }
+ },
+ "required": [
+ "window_start",
+ "window_end",
+ "observations",
+ "series_ids",
+ "status",
+ "reasons"
+ ],
+ "type": "object"
+ },
+ "type": "array"
+ }
+}
