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README.md
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---
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license: mit
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---
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| 1 |
---
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license: mit
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+
language:
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+
- en
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tags:
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- fractal
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- fractal-dimension
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- box-counting
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- hurst-exponent
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- self-affine
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- time-series
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- signal-processing
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- benchmark
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- ground-truth
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- synthetic
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- roughness
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- estimator-validation
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pretty_name: Fractal Dimension Benchmark — synthetic signals with exactly known dimension
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size_categories:
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- n<1K
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configs:
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- config_name: default
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data_files: data/signals.parquet
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- config_name: index
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data_files: data/signals_index.csv
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---
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# Fractal Dimension Benchmark
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**Ground truth for fractal dimension estimators.** 76 synthetic time series whose box-counting
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dimension is known exactly — in closed form, per file, not in expectation.
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If you are building or testing a **fractal dimension estimator**, a **Hurst exponent
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estimator**, a **roughness measure**, a box-counting implementation, a variogram or
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detrended-fluctuation method, this is a test set where you already know every answer.
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Dimensions span **1.05 to 1.95** in steps of 0.05, at 19,684 samples each. Deterministic and
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reproducible bit for bit.
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Companion tool and derivation: [10.5281/zenodo.22052384](https://doi.org/10.5281/zenodo.22052384)
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---
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## Why fBm is not enough
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The usual test signal for a dimension estimator is **fractional Brownian motion**. Its box
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dimension is `2 − H`, which is correct **on average**. But any single realization you hand
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someone deviates from that by an unknown amount, so when your estimator reads 1.47 on a signal
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labelled 1.50, you cannot tell whether your estimator is off, or the realization is.
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You are checking a ruler against a stick that is roughly a metre, usually.
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These signals are deterministic. Given the file, the true value is a closed-form expression.
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Given the seed, the file regenerates bit for bit on any machine.
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---
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## The construction
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Each signal is a *closed-leg recursion*: replace a segment with three legs whose signed heights
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sum to one, then replace each leg with a scaled copy of the whole figure, repeatedly. With
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equal durations the box dimension is exactly
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```
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D = 1 + log₃( |d₁| + |d₂| + |d₃| )
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```
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so to hit a target `D` you solve `Σ|dᵢ| = 3^(D−1)` subject to `Σdᵢ = 1`. The balanced solution
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```
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b = (3^(D−1) − 1) / 2 , s = 1 + b , legs = ( s/2 , −b , s/2 )
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```
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keeps every leg under 1 in magnitude across the whole range, which is the condition for the
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limit curve to exist.
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This is Barnsley's affine fractal interpolation function (1986). The dimension formula is
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classical. Nothing here is claimed as new mathematics — what is offered is the test set.
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---
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## Two kinds of signal, and the difference matters
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**`shuffled_*` — 57 signals, 3 seeds at each dimension.**
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The leg *order* is shuffled at every subdivision. Because addition does not care about order,
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`Σ|dᵢ|` is untouched and the box dimension is **still exactly** the stated value. What changes
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is that the curve is no longer exactly self-similar, only statistically so — which averages
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away multifractality and makes these the right target for a plain single-number estimator.
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**`fixed_*` — 19 signals, one at each dimension.**
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The same legs in fixed order. Identical exact box dimension, but genuinely **multifractal**:
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roughness varies from point to point, so an increment-based estimator will legitimately
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disagree with the box dimension. These test whether your estimator *notices* that one number is
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not enough.
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An estimator that scores well on `fixed_*` without flagging the disagreement is not measuring
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what it claims to measure.
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---
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## Contents
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```
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data/signals.parquet all 76 signals, 1,495,984 rows, long format:
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signal_id, kind, target_dimension, true_dimension,
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seed, t, value
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data/signals_index.csv 76 rows, one per signal, with the leg coefficients
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```
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Dimensions run from **1.05 to 1.95** in steps of 0.05, at 19,684 samples per signal. The `t`
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column is the sample index; samples are evenly spaced by construction, so there is no clock
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time. Sort by `t` within a `signal_id` before measuring.
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---
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## Loading it
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```python
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from datasets import load_dataset
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import numpy as np, pandas as pd
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ds = load_dataset("Trackertracker2/closed-leg-benchmark", split="train")
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df = ds.to_pandas()
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# one signal
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g = df[df.signal_id == "shuffled_D1.50_s1"]
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y = g.value.to_numpy()
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print(g.true_dimension.iloc[0]) # 1.500000000000
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```
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Scoring your estimator across the whole shuffled set:
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```python
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errs = []
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for sid, g in df[df.kind == "shuffled"].groupby("signal_id"):
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y = g.sort_values("t").value.to_numpy().astype(float)
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errs.append(your_estimator(y) - g.true_dimension.iloc[0])
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errs = np.abs(errs)
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print(f"mean |error| {errs.mean():.4f} worst {errs.max():.4f}")
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```
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Straight from parquet, without the `datasets` library:
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```python
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df = pd.read_parquet("https://huggingface.co/datasets/Trackertracker2/"
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"closed-leg-benchmark/resolve/main/data/signals.parquet")
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```
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---
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## A reference score
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The estimator in the companion deposit — three variogram-of-order-*p* estimators at
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*p* = ½, 1, 2, taking the median — scores:
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| set | mean abs. error | worst |
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|---|---|---|
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| `shuffled_*` | **0.021** | 0.093 |
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| `fixed_*` | 0.088 | 0.164 |
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Its accuracy is **not uniform**. Errors are smallest around *D* = 1.6 and grow toward the top of
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the range, reaching about 0.09 near *D* = 1.95.
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That degradation is a property of the estimator, not of the benchmark, and surfacing it is the
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point. An estimator that does well at 1.5 and poorly at 1.9 is worth knowing about before you
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trust it on data whose answer you do not have.
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---
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## Caveats, stated plainly
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- These are **self-affine graphs**, not general rough signals. An estimator tuned to them may
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still behave differently on physical data. This benchmark tests correctness against known
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ground truth; it does not certify performance in the field.
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- **19,684 points** is a moderate record length. Estimators needing longer series will be
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penalised. That is fair, but it should be said.
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- Large errors on `fixed_*` are **expected**, not failures — those signals are multifractal by
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construction. Read them alongside whatever multifractality diagnostic your tool provides.
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- The signals occupy a **narrow structural class**. Good scores here are necessary for trusting
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an estimator, not sufficient.
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---
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## Citation
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The full tool, specification and derivation:
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- Roughness — a validated measure of texture for ordered signals.
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[10.5281/zenodo.22052384](https://doi.org/10.5281/zenodo.22052384)
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- The Closed-Leg Atlas — a browser for self-affine and self-similar curves.
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[10.5281/zenodo.22040679](https://doi.org/10.5281/zenodo.22040679)
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```bibtex
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@software{koch_roughness_2026,
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author = {Koch, W. A.},
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title = {Roughness: a validated measure of texture for ordered signals},
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year = {2026},
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doi = {10.5281/zenodo.22052384},
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url = {https://doi.org/10.5281/zenodo.22052384}
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}
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```
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W. A. Koch · [ORCID 0009-0001-1341-7871](https://orcid.org/0009-0001-1341-7871)
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Prepared with AI assistance for numerical verification and code. Every value in the answer key
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is a closed-form expression, independently recomputed.
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data/signals.parquet
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version https://git-lfs.github.com/spec/v1
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oid sha256:dae13d8ed2d9907f17e7f83334166756be0090b5ffc930c4c00c53722ff3cdf9
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size 9170926
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data/signals_index.csv
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signal_id,kind,target_dimension,true_dimension,seed,n_points,leg_1,leg_2,leg_3
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shuffled_D1.05_s1,shuffled,1.05,1.050000000000,1,19684,0.514116827137,-0.028233654275,0.514116827137
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shuffled_D1.05_s2,shuffled,1.05,1.050000000000,2,19684,0.514116827137,-0.028233654275,0.514116827137
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shuffled_D1.05_s3,shuffled,1.05,1.050000000000,3,19684,0.514116827137,-0.028233654275,0.514116827137
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fixed_D1.05,fixed,1.05,1.050000000000,,19684,0.514116827137,-0.028233654275,0.514116827137
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shuffled_D1.10_s1,shuffled,1.10,1.100000000000,1,19684,0.529030793508,-0.058061587017,0.529030793508
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shuffled_D1.10_s2,shuffled,1.10,1.100000000000,2,19684,0.529030793508,-0.058061587017,0.529030793508
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shuffled_D1.10_s3,shuffled,1.10,1.100000000000,3,19684,0.529030793508,-0.058061587017,0.529030793508
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fixed_D1.10,fixed,1.10,1.100000000000,,19684,0.529030793508,-0.058061587017,0.529030793508
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shuffled_D1.15_s1,shuffled,1.15,1.150000000000,1,19684,0.544786911420,-0.089573822841,0.544786911420
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shuffled_D1.15_s2,shuffled,1.15,1.150000000000,2,19684,0.544786911420,-0.089573822841,0.544786911420
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shuffled_D1.15_s3,shuffled,1.15,1.150000000000,3,19684,0.544786911420,-0.089573822841,0.544786911420
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fixed_D1.15,fixed,1.15,1.150000000000,,19684,0.544786911420,-0.089573822841,0.544786911420
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+
shuffled_D1.20_s1,shuffled,1.20,1.200000000000,1,19684,0.561432734904,-0.122865469808,0.561432734904
|
| 15 |
+
shuffled_D1.20_s2,shuffled,1.20,1.200000000000,2,19684,0.561432734904,-0.122865469808,0.561432734904
|
| 16 |
+
shuffled_D1.20_s3,shuffled,1.20,1.200000000000,3,19684,0.561432734904,-0.122865469808,0.561432734904
|
| 17 |
+
fixed_D1.20,fixed,1.20,1.200000000000,,19684,0.561432734904,-0.122865469808,0.561432734904
|
| 18 |
+
shuffled_D1.25_s1,shuffled,1.25,1.250000000000,1,19684,0.579018503238,-0.158037006476,0.579018503238
|
| 19 |
+
shuffled_D1.25_s2,shuffled,1.25,1.250000000000,2,19684,0.579018503238,-0.158037006476,0.579018503238
|
| 20 |
+
shuffled_D1.25_s3,shuffled,1.25,1.250000000000,3,19684,0.579018503238,-0.158037006476,0.579018503238
|
| 21 |
+
fixed_D1.25,fixed,1.25,1.250000000000,,19684,0.579018503238,-0.158037006476,0.579018503238
|
| 22 |
+
shuffled_D1.30_s1,shuffled,1.30,1.300000000000,1,19684,0.597597292579,-0.195194585158,0.597597292579
|
| 23 |
+
shuffled_D1.30_s2,shuffled,1.30,1.300000000000,2,19684,0.597597292579,-0.195194585158,0.597597292579
|
| 24 |
+
shuffled_D1.30_s3,shuffled,1.30,1.300000000000,3,19684,0.597597292579,-0.195194585158,0.597597292579
|
| 25 |
+
fixed_D1.30,fixed,1.30,1.300000000000,,19684,0.597597292579,-0.195194585158,0.597597292579
|
| 26 |
+
shuffled_D1.35_s1,shuffled,1.35,1.350000000000,1,19684,0.617225176150,-0.234450352300,0.617225176150
|
| 27 |
+
shuffled_D1.35_s2,shuffled,1.35,1.350000000000,2,19684,0.617225176150,-0.234450352300,0.617225176150
|
| 28 |
+
shuffled_D1.35_s3,shuffled,1.35,1.350000000000,3,19684,0.617225176150,-0.234450352300,0.617225176150
|
| 29 |
+
fixed_D1.35,fixed,1.35,1.350000000000,,19684,0.617225176150,-0.234450352300,0.617225176150
|
| 30 |
+
shuffled_D1.40_s1,shuffled,1.40,1.400000000000,1,19684,0.637961393479,-0.275922786958,0.637961393479
|
| 31 |
+
shuffled_D1.40_s2,shuffled,1.40,1.400000000000,2,19684,0.637961393479,-0.275922786958,0.637961393479
|
| 32 |
+
shuffled_D1.40_s3,shuffled,1.40,1.400000000000,3,19684,0.637961393479,-0.275922786958,0.637961393479
|
| 33 |
+
fixed_D1.40,fixed,1.40,1.400000000000,,19684,0.637961393479,-0.275922786958,0.637961393479
|
| 34 |
+
shuffled_D1.45_s1,shuffled,1.45,1.450000000000,1,19684,0.659868529190,-0.319737058379,0.659868529190
|
| 35 |
+
shuffled_D1.45_s2,shuffled,1.45,1.450000000000,2,19684,0.659868529190,-0.319737058379,0.659868529190
|
| 36 |
+
shuffled_D1.45_s3,shuffled,1.45,1.450000000000,3,19684,0.659868529190,-0.319737058379,0.659868529190
|
| 37 |
+
fixed_D1.45,fixed,1.45,1.450000000000,,19684,0.659868529190,-0.319737058379,0.659868529190
|
| 38 |
+
shuffled_D1.50_s1,shuffled,1.50,1.500000000000,1,19684,0.683012701892,-0.366025403784,0.683012701892
|
| 39 |
+
shuffled_D1.50_s2,shuffled,1.50,1.500000000000,2,19684,0.683012701892,-0.366025403784,0.683012701892
|
| 40 |
+
shuffled_D1.50_s3,shuffled,1.50,1.500000000000,3,19684,0.683012701892,-0.366025403784,0.683012701892
|
| 41 |
+
fixed_D1.50,fixed,1.50,1.500000000000,,19684,0.683012701892,-0.366025403784,0.683012701892
|
| 42 |
+
shuffled_D1.55_s1,shuffled,1.55,1.550000000000,1,19684,0.707463763736,-0.414927527472,0.707463763736
|
| 43 |
+
shuffled_D1.55_s2,shuffled,1.55,1.550000000000,2,19684,0.707463763736,-0.414927527472,0.707463763736
|
| 44 |
+
shuffled_D1.55_s3,shuffled,1.55,1.550000000000,3,19684,0.707463763736,-0.414927527472,0.707463763736
|
| 45 |
+
fixed_D1.55,fixed,1.55,1.550000000000,,19684,0.707463763736,-0.414927527472,0.707463763736
|
| 46 |
+
shuffled_D1.60_s1,shuffled,1.60,1.600000000000,1,19684,0.733295511233,-0.466591022466,0.733295511233
|
| 47 |
+
shuffled_D1.60_s2,shuffled,1.60,1.600000000000,2,19684,0.733295511233,-0.466591022466,0.733295511233
|
| 48 |
+
shuffled_D1.60_s3,shuffled,1.60,1.600000000000,3,19684,0.733295511233,-0.466591022466,0.733295511233
|
| 49 |
+
fixed_D1.60,fixed,1.60,1.600000000000,,19684,0.733295511233,-0.466591022466,0.733295511233
|
| 50 |
+
shuffled_D1.65_s1,shuffled,1.65,1.650000000000,1,19684,0.760585907986,-0.521171815973,0.760585907986
|
| 51 |
+
shuffled_D1.65_s2,shuffled,1.65,1.650000000000,2,19684,0.760585907986,-0.521171815973,0.760585907986
|
| 52 |
+
shuffled_D1.65_s3,shuffled,1.65,1.650000000000,3,19684,0.760585907986,-0.521171815973,0.760585907986
|
| 53 |
+
fixed_D1.65,fixed,1.65,1.650000000000,,19684,0.760585907986,-0.521171815973,0.760585907986
|
| 54 |
+
shuffled_D1.70_s1,shuffled,1.70,1.700000000000,1,19684,0.789417319994,-0.578834639987,0.789417319994
|
| 55 |
+
shuffled_D1.70_s2,shuffled,1.70,1.700000000000,2,19684,0.789417319994,-0.578834639987,0.789417319994
|
| 56 |
+
shuffled_D1.70_s3,shuffled,1.70,1.700000000000,3,19684,0.789417319994,-0.578834639987,0.789417319994
|
| 57 |
+
fixed_D1.70,fixed,1.70,1.700000000000,,19684,0.789417319994,-0.578834639987,0.789417319994
|
| 58 |
+
shuffled_D1.75_s1,shuffled,1.75,1.750000000000,1,19684,0.819876764239,-0.639753528477,0.819876764239
|
| 59 |
+
shuffled_D1.75_s2,shuffled,1.75,1.750000000000,2,19684,0.819876764239,-0.639753528477,0.819876764239
|
| 60 |
+
shuffled_D1.75_s3,shuffled,1.75,1.750000000000,3,19684,0.819876764239,-0.639753528477,0.819876764239
|
| 61 |
+
fixed_D1.75,fixed,1.75,1.750000000000,,19684,0.819876764239,-0.639753528477,0.819876764239
|
| 62 |
+
shuffled_D1.80_s1,shuffled,1.80,1.800000000000,1,19684,0.852056171320,-0.704112342640,0.852056171320
|
| 63 |
+
shuffled_D1.80_s2,shuffled,1.80,1.800000000000,2,19684,0.852056171320,-0.704112342640,0.852056171320
|
| 64 |
+
shuffled_D1.80_s3,shuffled,1.80,1.800000000000,3,19684,0.852056171320,-0.704112342640,0.852056171320
|
| 65 |
+
fixed_D1.80,fixed,1.80,1.800000000000,,19684,0.852056171320,-0.704112342640,0.852056171320
|
| 66 |
+
shuffled_D1.85_s1,shuffled,1.85,1.850000000000,1,19684,0.886052662910,-0.772105325821,0.886052662910
|
| 67 |
+
shuffled_D1.85_s2,shuffled,1.85,1.850000000000,2,19684,0.886052662910,-0.772105325821,0.886052662910
|
| 68 |
+
shuffled_D1.85_s3,shuffled,1.85,1.850000000000,3,19684,0.886052662910,-0.772105325821,0.886052662910
|
| 69 |
+
fixed_D1.85,fixed,1.85,1.850000000000,,19684,0.886052662910,-0.772105325821,0.886052662910
|
| 70 |
+
shuffled_D1.90_s1,shuffled,1.90,1.900000000000,1,19684,0.921968844881,-0.843937689761,0.921968844881
|
| 71 |
+
shuffled_D1.90_s2,shuffled,1.90,1.900000000000,2,19684,0.921968844881,-0.843937689761,0.921968844881
|
| 72 |
+
shuffled_D1.90_s3,shuffled,1.90,1.900000000000,3,19684,0.921968844881,-0.843937689761,0.921968844881
|
| 73 |
+
fixed_D1.90,fixed,1.90,1.900000000000,,19684,0.921968844881,-0.843937689761,0.921968844881
|
| 74 |
+
shuffled_D1.95_s1,shuffled,1.95,1.950000000000,1,19684,0.959913116980,-0.919826233960,0.959913116980
|
| 75 |
+
shuffled_D1.95_s2,shuffled,1.95,1.950000000000,2,19684,0.959913116980,-0.919826233960,0.959913116980
|
| 76 |
+
shuffled_D1.95_s3,shuffled,1.95,1.950000000000,3,19684,0.959913116980,-0.919826233960,0.959913116980
|
| 77 |
+
fixed_D1.95,fixed,1.95,1.950000000000,,19684,0.959913116980,-0.919826233960,0.959913116980
|