Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com> Assistant: claude-code Assistant-Model: opus Assistant-Process: 14913@bnt-lap001 Assistant-Session: add7ef69-b901-4756-9a67-34cf1125d96f
2.3 KiB
GADM-0.4: IMM regime filter on synthetic data
Generated by simulations/gadm02/matching.py --imm (ASSEMBLY-WP-0017-T02/T03/T04).
US calibrated state, sentiment anchored (BR-009 fix). Truth from a known candidate, optionally
switching at t 4; observed from t 2 to t 8. Indicators and noise: adoption biweekly (log sd 0.03),
investment quarterly (log sd 0.05), discovery channel Pd monthly (sd 0.01), sentiment twice a
year (sd 0.02). IMM filter, switch probability 0.1 per quarter. Flip: new best with weight
≥ 0.75 twice in a row, judged on anchor weights (summed over the loop state) and, for the
loop case, on loop weights (summed over anchors). False flips count both.
Acceptance (anchor regimes): anchor correct at the first evaluation in ≥ 5 of 6 no-switch runs, no false flips in 6 no-switch runs, and ≥ 4 of 6 anchor switches detected within 1.5 years. The loop switch is reported separately: with sentiment anchored, switching the loop on is invisible until perceived benefit moves.
| Truth | Seed | Best at start | Flips (t, from → to) | Verdict |
|---|---|---|---|---|
| B3/loop off | 1 | B3/loop off | none | anchor correct |
| B3/loop off | 2 | B3/loop off | none | anchor correct |
| B3/loop off | 3 | B3/loop off | none | anchor correct |
| B2/loop on | 1 | B2/loop off | none | anchor correct |
| B2/loop on | 2 | B2/loop off | none | anchor correct |
| B2/loop on | 3 | B2/loop off | none | anchor correct |
| B2/loop off → B4/loop off at t 4.0 | 1 | B2/loop off | 4.50: B2 → B4 | detected, delay 0.50 y |
| B2/loop off → B4/loop off at t 4.0 | 2 | B2/loop off | 4.50: B2 → B4 | detected, delay 0.50 y |
| B2/loop off → B4/loop off at t 4.0 | 3 | B2/loop off | 4.50: B2 → B4 | detected, delay 0.50 y |
| B3/loop off → B2/loop off at t 4.0 | 1 | B3/loop off | 4.50: B3 → B2 | detected, delay 0.50 y |
| B3/loop off → B2/loop off at t 4.0 | 2 | B3/loop off | 4.50: B3 → B2 | detected, delay 0.50 y |
| B3/loop off → B2/loop off at t 4.0 | 3 | B3/loop off | 4.50: B3 → B2 | detected, delay 0.50 y |
| B3/loop off → B3/loop on at t 4.0 | 1 | B3/loop off | none | missed |
| B3/loop off → B3/loop on at t 4.0 | 2 | B3/loop off | none | missed |
| B3/loop off → B3/loop on at t 4.0 | 3 | B3/loop off | none | missed |
Anchor correct at start 6/6, false flips 0/6, anchor switches detected 6/6, loop switches detected 0/3. Acceptance: passed.