Performance optimizations - #42
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Verifies that get_initial_mean(offsets) == F^i @ initial_mean for each group's offset, covering integer and datetime offsets, multiple groups, and with/without decay. Tests pass against both the original iterative implementation and the new closed-form one. Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
Season.get_initial_mean previously stepped through O(period) matrix multiplications on every forward pass to rotate the initial state to each group's starting phase. For day_in_year (period=8766h) this was ~8767 matmuls per forward call. The new implementation decomposes each 2x2 block of F into its rotation angle and magnitude, then applies F^i = decay^i * R(i * lam) analytically in a single vectorised op. Also changed MeasurementModel.nonlinear_processes from @Property to @cached_property, eliminating a list-comprehension rebuild on every timestep (~124K calls per 5-epoch benchmark run). Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
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Season.get_initial_meanMeasurementModel.nonlinear_processesnow acached_propertyinstead ofproperty