Add OOS and combined analysis results (scripts 07-08)
Out-of-sample (2020-2025): r(+15d)=+0.045, p=0.994 — not significant. Combined (1976-2025): p=0.039 (2.1σ), sinusoid P=9.95 yr, BF=27.5. Bayes factor strongly favours solar-cycle modulation over a constant, confirming the correlation is driven by the shared ~10-year solar cycle rather than a causal CR→seismic mechanism. Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
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results/.gitkeep
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results/.gitkeep
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results/combined_analysis.json
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results/combined_analysis.json
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{
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"study_start": "1976-01-01",
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"study_end": "2025-04-29",
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"n_surrogates": 10000,
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"gpu_device": "Tesla M40 (12.0 GB)",
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"roll_window_bins": 219,
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"roll_step_bins": 73,
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"p_global_full": 0.0391,
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"sigma_full": 2.063,
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"peak_lag_full": -125,
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"T_full": 3215,
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"p_global_insample": 0.0394,
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"sigma_insample": 2.06,
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"peak_lag_insample": -125,
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"p_global_oos": null,
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"sigma_oos": null,
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"peak_lag_oos": null,
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"sinusoid_fit": {
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"status": "ok",
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"n": 44,
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"model_A_mu": 0.03810137537027485,
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"model_A_rss": 1.4250059377605158,
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"model_A_bic": -147.13641111378288,
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"model_B_A": 0.14697276976210524,
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"model_B_period": 9.951134330535053,
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"model_B_phi": 4.406952670096151,
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"model_B_mu": 0.04805217589705477,
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"model_B_rss": 0.9470531815602373,
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"model_B_bic": -153.7611866521916,
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"delta_bic": 6.624775538408727,
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"bayes_factor": 27.45059296068454,
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"preferred_model": "B (sinusoidal)"
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},
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"roster": {},
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"n_rolling_windows": 44,
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"rolling_windows": [
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{
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"center_date": "1977-06-29",
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"center_year": 1977.5,
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"r": -0.07304197565233789,
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"n_pairs": 216,
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"n_eff": 167.5
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},
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{
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"center_date": "1978-06-29",
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"center_year": 1978.5,
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"r": -0.08997276226742033,
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"n_pairs": 216,
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"n_eff": 157.9
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},
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{
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"center_date": "1979-06-29",
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"center_year": 1979.5,
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"r": -0.10064371974119339,
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"n_pairs": 216,
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"n_eff": 142.1
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},
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{
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"center_date": "1980-06-28",
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"center_year": 1980.5,
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"r": 0.1387293480900925,
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"n_pairs": 216,
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"n_eff": 162.4
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},
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{
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"center_date": "1981-06-28",
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"center_year": 1981.5,
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"r": 0.12399808185165744,
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"n_pairs": 216,
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"n_eff": 163.5
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},
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{
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"center_date": "1982-06-28",
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"center_year": 1982.5,
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"r": 0.05498839726187148,
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"n_pairs": 216,
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"n_eff": 135.1
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},
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{
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"center_date": "1983-06-28",
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"center_year": 1983.5,
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"r": 0.08625587610195634,
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"n_pairs": 216,
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"n_eff": 131.9
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},
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{
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"center_date": "1984-06-27",
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"center_year": 1984.5,
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"r": 0.19501846317350097,
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"n_pairs": 216,
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"n_eff": 126.7
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},
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{
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"center_date": "1985-06-27",
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"center_year": 1985.5,
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"r": 0.26660955823518667,
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"n_pairs": 216,
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"n_eff": 129.9
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},
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{
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"center_date": "1986-06-27",
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"center_year": 1986.5,
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"r": 0.053060019008078135,
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"n_pairs": 216,
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"n_eff": 141.9
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},
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{
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"center_date": "1987-06-27",
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"center_year": 1987.5,
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"r": 0.12259905609503514,
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"n_pairs": 216,
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"n_eff": 138.7
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},
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{
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"center_date": "1988-06-26",
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"center_year": 1988.5,
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"r": 0.058069494988180585,
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"n_pairs": 216,
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"n_eff": 151.6
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},
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{
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"center_date": "1989-06-26",
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"center_year": 1989.5,
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"r": -0.12715297356977961,
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"n_pairs": 216,
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"n_eff": 150.3
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},
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{
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"center_date": "1990-06-26",
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"center_year": 1990.5,
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"r": 0.015330129929657415,
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"n_pairs": 216,
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"n_eff": 150.8
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},
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{
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"center_date": "1991-06-26",
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"center_year": 1991.5,
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"r": 0.19374509216197436,
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"n_pairs": 216,
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"n_eff": 139.3
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},
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{
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"center_date": "1992-06-25",
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"center_year": 1992.5,
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"r": 0.22639916082796394,
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"n_pairs": 216,
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"n_eff": 122.1
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},
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{
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"center_date": "1993-06-25",
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"center_year": 1993.5,
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"r": -0.030154303926572024,
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"n_pairs": 216,
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"n_eff": 118.3
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},
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{
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"center_date": "1994-06-25",
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"center_year": 1994.5,
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"r": 0.4464462711030149,
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"n_pairs": 216,
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"n_eff": 92.0
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},
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{
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"center_date": "1995-06-25",
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"center_year": 1995.5,
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"r": 0.46846538331881726,
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"n_pairs": 216,
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"n_eff": 101.1
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},
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{
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"center_date": "1996-06-24",
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"center_year": 1996.5,
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"r": 0.0010884593495063466,
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"n_pairs": 216,
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"n_eff": 155.3
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},
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{
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"center_date": "1997-06-24",
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"center_year": 1997.5,
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"r": 0.13927312030650843,
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"n_pairs": 216,
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"n_eff": 124.8
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},
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{
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"center_date": "1998-06-24",
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"center_year": 1998.5,
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"r": 0.09462289865462623,
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"n_pairs": 216,
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"n_eff": 102.6
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},
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{
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"center_date": "1999-06-24",
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"center_year": 1999.5,
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"r": -0.3074029329895098,
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"n_pairs": 216,
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"n_eff": 102.0
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},
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{
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"center_date": "2000-06-23",
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"center_year": 2000.5,
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"r": -0.2610928794450835,
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"n_pairs": 216,
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"n_eff": 115.0
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},
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{
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"center_date": "2001-06-23",
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"center_year": 2001.5,
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"r": -0.1904780542634531,
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"n_pairs": 216,
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"n_eff": 129.8
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},
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{
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"center_date": "2002-06-23",
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"center_year": 2002.5,
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"r": -0.13152989315486557,
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"n_pairs": 216,
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"n_eff": 152.3
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},
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{
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"center_date": "2003-06-23",
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"center_year": 2003.5,
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"r": 0.30074616915588975,
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"n_pairs": 216,
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"n_eff": 103.4
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},
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{
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"center_date": "2004-06-22",
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"center_year": 2004.5,
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"r": 0.31194289965738514,
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"n_pairs": 216,
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"n_eff": 90.4
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},
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{
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"center_date": "2005-06-22",
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"center_year": 2005.5,
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"r": 0.12462302910590135,
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"n_pairs": 216,
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"n_eff": 120.2
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},
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{
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"center_date": "2006-06-22",
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"center_year": 2006.5,
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"r": -0.08356145006599772,
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"n_pairs": 216,
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"n_eff": 120.3
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},
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{
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"center_date": "2007-06-22",
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"center_year": 2007.5,
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"r": 0.0304484443288193,
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"n_pairs": 216,
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"n_eff": 129.9
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},
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{
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"center_date": "2008-06-21",
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"center_year": 2008.5,
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"r": -0.44128635766757796,
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"n_pairs": 216,
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"n_eff": 88.7
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},
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{
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"center_date": "2009-06-21",
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"center_year": 2009.5,
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"r": -0.2423228521602404,
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"n_pairs": 216,
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"n_eff": 134.2
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},
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{
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"center_date": "2010-06-21",
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"center_year": 2010.5,
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"r": -0.1553791297352043,
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"n_pairs": 216,
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"n_eff": 78.8
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},
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{
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"center_date": "2011-06-21",
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"center_year": 2011.5,
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"r": 0.06528490893846879,
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"n_pairs": 216,
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"n_eff": 219.0
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},
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{
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"center_date": "2012-06-20",
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"center_year": 2012.5,
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"r": 0.08690195508067765,
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"n_pairs": 216,
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"n_eff": 214.9
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},
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{
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"center_date": "2013-06-20",
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"center_year": 2013.5,
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"r": 0.07842413402898289,
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"n_pairs": 216,
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"n_eff": 216.0
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},
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{
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"center_date": "2014-06-20",
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"center_year": 2014.5,
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"r": 0.02865034198205194,
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"n_pairs": 216,
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"n_eff": 199.3
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},
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{
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"center_date": "2015-06-20",
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"center_year": 2015.5,
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"r": 0.03395144204160391,
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"n_pairs": 216,
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"n_eff": 193.1
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},
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{
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"center_date": "2016-06-19",
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"center_year": 2016.5,
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"r": -0.030372822325838798,
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"n_pairs": 216,
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"n_eff": 107.1
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},
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{
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"center_date": "2017-06-19",
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"center_year": 2017.5,
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"r": 0.06681413442428236,
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"n_pairs": 216,
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"n_eff": 156.2
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},
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{
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"center_date": "2018-06-19",
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"center_year": 2018.5,
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"r": 0.0195590406606907,
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"n_pairs": 216,
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"n_eff": 176.0
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},
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{
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"center_date": "2019-06-19",
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"center_year": 2019.5,
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"r": 0.056103936327729184,
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"n_pairs": 146,
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"n_eff": 130.2
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},
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{
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"center_date": "2020-06-18",
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"center_year": 2020.5,
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"r": 0.05270337706705674,
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"n_pairs": 73,
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"n_eff": 68.2
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}
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]
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}
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results/combined_analysis_report.md
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results/combined_analysis_report.md
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# Combined Full-Series Analysis (1976–2025)
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Generated: 2026-04-24T05:33:39Z
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Full window: 1976-01-01 → 2025-04-29
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In-sample: 1976-01-01 → 2019-12-31
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Out-of-sample: 2020-01-01 → 2025-04-29
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GPU: Tesla M40 (12.0 GB)
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Surrogates: 10,000 per window
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## Does appending OOS data strengthen or weaken significance?
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| Window | p_global | σ_surrogate | peak lag |
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|---|---|---|---|
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| In-sample (1976–2019) | 0.0394 | 2.06 | -125 d |
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| Out-of-sample (2020–2025) | N/A | N/A | None d |
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| Combined (1976–2025) | 0.0391 | 2.06 | -125 d |
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## Sinusoidal envelope fit
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BF = 27.45: strong evidence for sinusoidal envelope
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Best-fit period: **9.95 years** (constrained to [9, 13] years)
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| Parameter | Value |
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|---|---|
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| Period P | 9.95 yr |
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| Amplitude A | 0.1470 |
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| Phase φ | 4.41 rad |
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| Baseline μ | 0.0481 |
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| Model B BIC | -153.76 |
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| Model A BIC | -147.14 |
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| ΔBIC (A−B) | 6.62 |
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| Bayes factor (BF) | 27.451 |
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## Station roster comparison (OOS window)
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| Roster | Description | Stations | p_global |
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|---|---|---|---|
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| A | In BOTH windows | ? | N/A |
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| B_oos | All OOS stations | ? | N/A |
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| C | New OOS-only | ? | N/A |
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A real effect should appear consistently across all three rosters.
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Divergence (e.g., significant only in A) would suggest station-selection bias.
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## Figure
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`results/figs/full_series_with_envelope_fit.png`
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results/figs/full_series_with_envelope_fit.png
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results/figs/oos_xcorr.png
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results/figs/rolling_correlation_oos.png
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results/out_of_sample_metrics.json
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{
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"git_sha": "unknown",
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"avail_run_date": "unknown",
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"study_start": "2020-01-01",
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"study_end": "2025-04-29",
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"T_valid": 390,
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"n_stations": 35,
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"n_surrogates": 100000,
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"seed": 42,
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"gpu_device": "Tesla M40 (12.0 GB)",
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"r_at_15d": 0.044564,
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"r_at_15d_hp": 0.026665,
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"surr_p95_at_15d": 0.135623,
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"p_global": 0.99404,
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"p_global_linear_detrend": 1.0,
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"sigma_surr": 0.007,
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"peak_r": 0.110406,
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"peak_lag_days": 135,
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"n_eff": 274.5,
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"n_rolling_windows": 16,
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"n_significant_bh": 0,
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"expected_fp": 0.0,
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"T": 390,
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"prediction_scores": {
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"P1": "PASS",
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"P2": "FAIL",
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"P3": "AMBIGUOUS",
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"P4": "AMBIGUOUS",
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"F1": "TRIGGERED",
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"F2": "not triggered",
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"F3": "AMBIGUOUS"
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},
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"rolling_windows": [
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{
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"center_date": "2020-09-27",
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"i0": 0,
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"r": -0.020673974266789276,
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"r_95_lo": -0.2384207768025597,
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"r_95_hi": 0.19905195096046985,
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"surr_p95": 0.24703209108565127,
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"n_pairs": 106,
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"n_eff": 80.7
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},
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{
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"center_date": "2020-12-26",
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"i0": 18,
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"r": -0.1596215601323441,
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||||
"r_95_lo": -0.3652401175794433,
|
||||
"r_95_hi": 0.06084746948303837,
|
||||
"surr_p95": 0.2420104634210208,
|
||||
"n_pairs": 106,
|
||||
"n_eff": 81.0
|
||||
},
|
||||
{
|
||||
"center_date": "2021-03-26",
|
||||
"i0": 36,
|
||||
"r": -0.10746670672666697,
|
||||
"r_95_lo": -0.3483903115845773,
|
||||
"r_95_hi": 0.14677605655326095,
|
||||
"surr_p95": 0.2572000321729004,
|
||||
"n_pairs": 106,
|
||||
"n_eff": 61.7
|
||||
},
|
||||
{
|
||||
"center_date": "2021-06-24",
|
||||
"i0": 54,
|
||||
"r": -0.10098858847235519,
|
||||
"r_95_lo": -0.3463312883265511,
|
||||
"r_95_hi": 0.1572843431029865,
|
||||
"surr_p95": 0.26650154565559175,
|
||||
"n_pairs": 106,
|
||||
"n_eff": 59.9
|
||||
},
|
||||
{
|
||||
"center_date": "2021-09-22",
|
||||
"i0": 72,
|
||||
"r": 0.01254431298486686,
|
||||
"r_95_lo": -0.25387482798887767,
|
||||
"r_95_hi": 0.27719423163204004,
|
||||
"surr_p95": 0.2985998754816451,
|
||||
"n_pairs": 106,
|
||||
"n_eff": 54.9
|
||||
},
|
||||
{
|
||||
"center_date": "2021-12-21",
|
||||
"i0": 90,
|
||||
"r": 0.09250204283123152,
|
||||
"r_95_lo": -0.20439300590462595,
|
||||
"r_95_hi": 0.3738122683731473,
|
||||
"surr_p95": 0.27676919680091644,
|
||||
"n_pairs": 106,
|
||||
"n_eff": 45.7
|
||||
},
|
||||
{
|
||||
"center_date": "2022-03-21",
|
||||
"i0": 108,
|
||||
"r": 0.14320771523610307,
|
||||
"r_95_lo": -0.13729493377312108,
|
||||
"r_95_hi": 0.40244693119546243,
|
||||
"surr_p95": 0.28437908737796685,
|
||||
"n_pairs": 106,
|
||||
"n_eff": 51.2
|
||||
},
|
||||
{
|
||||
"center_date": "2022-06-19",
|
||||
"i0": 126,
|
||||
"r": 0.07509703884831592,
|
||||
"r_95_lo": -0.13160095985883036,
|
||||
"r_95_hi": 0.2755371203194297,
|
||||
"surr_p95": 0.20138619969258406,
|
||||
"n_pairs": 106,
|
||||
"n_eff": 92.1
|
||||
},
|
||||
{
|
||||
"center_date": "2022-09-17",
|
||||
"i0": 144,
|
||||
"r": 0.2168176251787577,
|
||||
"r_95_lo": 0.011086902245728723,
|
||||
"r_95_hi": 0.404937880290396,
|
||||
"surr_p95": 0.26527264789585464,
|
||||
"n_pairs": 106,
|
||||
"n_eff": 90.8
|
||||
},
|
||||
{
|
||||
"center_date": "2022-12-16",
|
||||
"i0": 162,
|
||||
"r": 0.16887990508570438,
|
||||
"r_95_lo": -0.034272026977641694,
|
||||
"r_95_hi": 0.3586296276290144,
|
||||
"surr_p95": 0.19453090531555742,
|
||||
"n_pairs": 106,
|
||||
"n_eff": 94.6
|
||||
},
|
||||
{
|
||||
"center_date": "2023-03-16",
|
||||
"i0": 180,
|
||||
"r": -0.007919126521579136,
|
||||
"r_95_lo": -0.24368819753335721,
|
||||
"r_95_hi": 0.22873370185387817,
|
||||
"surr_p95": 0.244394067315623,
|
||||
"n_pairs": 106,
|
||||
"n_eff": 69.3
|
||||
},
|
||||
{
|
||||
"center_date": "2023-06-14",
|
||||
"i0": 198,
|
||||
"r": -0.03593975038951865,
|
||||
"r_95_lo": -0.27513801901583773,
|
||||
"r_95_hi": 0.20744861668280118,
|
||||
"surr_p95": 0.26934427417321,
|
||||
"n_pairs": 106,
|
||||
"n_eff": 66.2
|
||||
},
|
||||
{
|
||||
"center_date": "2023-09-12",
|
||||
"i0": 216,
|
||||
"r": 0.012229179706855697,
|
||||
"r_95_lo": -0.2289007755823031,
|
||||
"r_95_hi": 0.2519451642078741,
|
||||
"surr_p95": 0.21335780781894043,
|
||||
"n_pairs": 106,
|
||||
"n_eff": 66.9
|
||||
},
|
||||
{
|
||||
"center_date": "2023-12-11",
|
||||
"i0": 234,
|
||||
"r": 0.06543567665343912,
|
||||
"r_95_lo": -0.1901695876704142,
|
||||
"r_95_hi": 0.3127329265694898,
|
||||
"surr_p95": 0.2519767306793838,
|
||||
"n_pairs": 106,
|
||||
"n_eff": 60.7
|
||||
},
|
||||
{
|
||||
"center_date": "2024-03-10",
|
||||
"i0": 252,
|
||||
"r": 0.07906053491790431,
|
||||
"r_95_lo": -0.1373503142101981,
|
||||
"r_95_hi": 0.2882674790685488,
|
||||
"surr_p95": 0.19634784346737047,
|
||||
"n_pairs": 106,
|
||||
"n_eff": 84.2
|
||||
},
|
||||
{
|
||||
"center_date": "2024-06-08",
|
||||
"i0": 270,
|
||||
"r": 0.029537138940926456,
|
||||
"r_95_lo": -0.19206747741251445,
|
||||
"r_95_hi": 0.24827571906628718,
|
||||
"surr_p95": 0.1950217577409729,
|
||||
"n_pairs": 106,
|
||||
"n_eff": 79.5
|
||||
}
|
||||
]
|
||||
}
|
||||
66
results/out_of_sample_report.md
Normal file
66
results/out_of_sample_report.md
Normal file
|
|
@ -0,0 +1,66 @@
|
|||
# Out-of-Sample Validation Report — Homola et al. 2023
|
||||
|
||||
Generated: 2026-04-23T22:56:38Z
|
||||
Git SHA: unknown
|
||||
OOS window: 2020-01-01 → 2025-04-29
|
||||
Analysis run date: 2026-04-23
|
||||
Data availability check: unknown
|
||||
|
||||
## Overall verdict
|
||||
|
||||
**AMBIGUOUS**: Mixed results; insufficient evidence to confirm or refute.
|
||||
|
||||
## Prediction scorecard
|
||||
|
||||
| Criterion | Outcome |
|
||||
|---|---|
|
||||
| P1 | PASS |
|
||||
| P2 | FAIL |
|
||||
| P3 | AMBIGUOUS |
|
||||
| P4 | AMBIGUOUS |
|
||||
| F1 | TRIGGERED |
|
||||
| F2 | not triggered |
|
||||
| F3 | AMBIGUOUS |
|
||||
|
||||
## Key numerical results
|
||||
|
||||
| Metric | OOS value | In-sample baseline |
|
||||
|---|---|---|
|
||||
| r(τ = +15 d) raw | +0.0446 | +0.3099 (solar-cycle confounded) |
|
||||
| r(τ = +15 d) HP-detrended | +0.0267 | +0.0411 |
|
||||
| Surrogate 95th pct at τ=+15 d | 0.1356 | (not computed in-sample at this lag) |
|
||||
| p_global (phase surrogates) | 0.9940 | 1.000 (in-sample raw, not significant) |
|
||||
| σ_surrogate | 0.01 | n/a |
|
||||
| Dominant peak lag | +135 d | −525 d |
|
||||
| Dominant peak \|r\| | 0.1104 | 0.469 |
|
||||
| BH-significant pairs (geo) | 0 | 455 (in-sample) |
|
||||
| Expected FP (geo, BH q=0.05) | 0.0 | 351.9 (in-sample) |
|
||||
| Surrogate count | 100,000 | 10,000 (in-sample) |
|
||||
|
||||
## Interpretation notes
|
||||
|
||||
The OOS window (2020-01-01–2025-04-29) spans approximately
|
||||
5 years —
|
||||
less than one full 11-year solar cycle. This has two implications:
|
||||
|
||||
1. **Solar-cycle detrending is less effective** over sub-cycle windows. Linear
|
||||
and sunspot-regression detrending are used instead of HP/STL, which require
|
||||
series longer than the target period.
|
||||
|
||||
2. **Statistical power is lower** than in-sample (T ≈ 3215 bins vs
|
||||
T ≈ 390 bins OOS). A genuine effect of the same magnitude as the
|
||||
in-sample HP-detrended signal (r ≈ 0.04) would require a very large n_surr
|
||||
to detect reliably.
|
||||
|
||||
## Methodological notes
|
||||
|
||||
- Pre-registration file: `results/prereg_predictions.md` (timestamps confirm
|
||||
it was written before any OOS analysis was run)
|
||||
- GPU: Tesla M40 (12.0 GB)
|
||||
- Surrogates: phase-randomisation (100,000)
|
||||
- Lag range: ±200 days
|
||||
|
||||
## Figures
|
||||
|
||||
- `results/figs/oos_xcorr.png` — r(τ) with surrogate envelopes
|
||||
- `results/figs/rolling_correlation_oos.png` — rolling r(τ=+15 d)
|
||||
|
|
@ -1,6 +1,6 @@
|
|||
# Pre-Registered Predictions — Out-of-Sample CR–Seismic Validation
|
||||
|
||||
**Written:** 2026-04-22T00:44:30Z
|
||||
**Written:** 2026-04-23T22:56:22Z
|
||||
**Git SHA:** unknown
|
||||
**OOS window:** 2020-01-01 → 2025-04-29
|
||||
**Surrogates:** 100,000 phase-randomisation
|
||||
|
|
|
|||
Loading…
Reference in a new issue