BIP: Poisson-Weighting Arrival Block and Harmonic

BIP: TBD Layer: Applications Title: Poisson-Weighted Arrival Block and Harmonic (PWABH) Author: Alshen Feshiru <alshenfeshiru@zohomail.com> Comments-Summary: No comments yet. Comments-URI: https://github.com/bitcoin/bips/wiki/Comments:BIP-PWABH Status: Draft Type: Informational Created: 2025-10-13 License: MIT Post-History: 2025-10-13: Initial draft published Abstract This BIP proposes Poisson-Weighted Arrival Block and Harmonic (PWABH), an informational framework for predicting Bitcoin block arrival times using Poisson distribution enhanced with exponentially-weighted historical data and harmonic decay factors. PWABH provides confidence intervals for next block arrival, improving user experience without requiring consensus changes. Motivation Bitcoin's proof-of-work targets 10-minute average block intervals, but actual block times exhibit high variance. Users face uncertainty in transaction confirmation times, merchant settlement, exchange operations, and Lightning Network force-close scenarios. Existing fee estimators provide crude averages but lack confidence intervals, adaptive weighting for network changes, and anomaly detection capabilities. PWABH addresses these limitations through mathematical prediction using Poisson distribution with weighted historical data. Specification 1. Weighted Lambda Calculation The block arrival rate λ is calculated using weighted historical data: λ(t) = Σ(i=0 to n) [1/Δt_i] × γ^(i/R) × φ^i ────────────────────────────────────── Σ(i=0 to n) γ^(i/R) × φ^i Where: - Δt_i = time between block(height - i) and block(height - i - 1) - γ = 1.05 (growth factor for recent blocks) - φ = 0.9 (decay factor for old blocks) - R = 10.0 (rate normalization) - n = sample size (recommended 100-288 blocks) 2. Poisson Probability Function For predicting next block arrival within time t: P(next block in t seconds) = λt × e^(-λt) 3. Confidence Intervals Calculate cumulative distribution function: CDF(t) = 1 - e^(-λt) 90% Confidence: Find t₉₀ where CDF(t₉₀) = 0.90 75% Confidence: Find t₇₅ where CDF(t₇₅) = 0.75 50% Confidence: Find t₅₀ where CDF(t₅₀) = 0.50 4. Anomaly Detection T_anomaly = E[t] + 18.83 seconds Where E[t] = 1/λ (expected time) If actual_time > T_anomaly, flag network anomaly. 5. Output Format { "timestamp": 1728777600, "current_height": 860000, "predictions": { "most_likely_seconds": 564, "confidence_90": { "min_seconds": 480, "max_seconds": 720 }, "confidence_75": { "min_seconds": 360, "max_seconds": 840 }, "confidence_50": { "min_seconds": 300, "max_seconds": 1080 } }, "network_status": { "status": "normal", "anomaly_detected": false } } Rationale Why Poisson Distribution? Bitcoin block discovery exhibits: 1. Memoryless property: independent hash attempts 2. Constant average rate: 10-minute target 3. Rare events: valid hash extremely rare These define a Poisson process mathematically. Why Exponential Weighting (γ)? Hashrate fluctuates due to hardware deployment, electricity prices, and miner operations. Recent blocks reflect current hashrate more accurately. Weight progression: Block 0: 1.000 Block 10: 1.050 Block 20: 1.103 Block 100: 1.629 Why Harmonic Decay (φ)? Old blocks decay in relevance: Block 0: 100% influence Block 10: 35% influence Block 50: 0.5% influence Block 100: negligible Why 18.83-Second Buffer? Derived from stage transition dynamics: Δt = (R/γ) × ln(A(k+1)/A(k)) ≈ 18.83 seconds Provides mathematical threshold for anomaly detection. Backwards Compatibility This BIP requires zero consensus changes. Fully backwards compatible. - Does not modify block structure - Does not affect mining protocol - Does not change transaction validation - Does not require node upgrades - Purely informational layer Optional enhancement for wallets, explorers, exchanges, Lightning nodes. Reference Implementation Python Implementation: import math class PWABHPredictor: GAMMA = 1.05 PHI = 0.9 R = 10.0 ANOMALY_BUFFER = 18.83 def __init__(self, block_times): self.block_times = block_times self.lambda_weighted = self._calculate_lambda() def _calculate_lambda(self): weighted_rate = 0.0 total_weight = 0.0 for i in range(len(self.block_times) - 1): time_delta = self.block_times[i] - self.block_times[i + 1] if time_delta <= 0: continue weight = (self.GAMMA ** (i / self.R)) * (self.PHI ** i) weighted_rate += weight / time_delta total_weight += weight return weighted_rate / total_weight if total_weight > 0 else 1/600 def predict_next_block(self): expected = 1 / self.lambda_weighted return { 'most_likely_seconds': expected, 'confidence_90': self._interval(0.90), 'confidence_75': self._interval(0.75), 'confidence_50': self._interval(0.50), 'anomaly_threshold': expected + self.ANOMALY_BUFFER } def _interval(self, confidence): lower = (1 - confidence) / 2 upper = 1 - lower t_lower = -math.log(1 - lower) / self.lambda_weighted t_upper = -math.log(1 - upper) / self.lambda_weighted return (t_lower, t_upper) def probability_within(self, seconds): return 1 - math.exp(-self.lambda_weighted * seconds) def detect_anomaly(self, actual_time): expected = 1 / self.lambda_weighted return actual_time > (expected + self.ANOMALY_BUFFER) JavaScript Implementation: class PWABHPredictor { constructor(blockTimestamps) { this.GAMMA = 1.05; this.PHI = 0.9; this.R = 10.0; this.ANOMALY_BUFFER = 18.83; this.blockTimes = blockTimestamps; this.lambdaWeighted = this.calculateLambda(); } calculateLambda() { let weightedRate = 0; let totalWeight = 0; for (let i = 0; i < this.blockTimes.length - 1; i++) { const delta = this.blockTimes[i] - this.blockTimes[i + 1]; if (delta <= 0) continue; const weight = Math.pow(this.GAMMA, i / this.R) * Math.pow(this.PHI, i); weightedRate += weight / delta; totalWeight += weight; } return totalWeight > 0 ? weightedRate / totalWeight : 1/600; } predictNextBlock() { const expected = 1 / this.lambdaWeighted; return { mostLikelySeconds: expected, confidence90: this.interval(0.90), confidence75: this.interval(0.75), confidence50: this.interval(0.50), anomalyThreshold: expected + this.ANOMALY_BUFFER }; } interval(confidence) { const lower = (1 - confidence) / 2; const upper = 1 - lower; return [ -Math.log(1 - lower) / this.lambdaWeighted, -Math.log(1 - upper) / this.lambdaWeighted ]; } probabilityWithin(seconds) { return 1 - Math.exp(-this.lambdaWeighted * seconds); } detectAnomaly(actualTime) { const expected = 1 / this.lambdaWeighted; return actualTime > (expected + this.ANOMALY_BUFFER); } } Security Considerations 1. Data Source Integrity Implementations must verify block timestamps from trusted Bitcoin nodes. Malicious timestamp manipulation could skew predictions. 2. Denial of Service Continuous recalculation on every block is computationally light. No DoS risk identified. 3. Privacy PWABH uses only public blockchain data. No privacy implications. 4. Miner Manipulation Miners cannot manipulate predictions beyond their actual hashrate contribution. False timestamp attacks detected by consensus rules. Test Vectors Input: Block timestamps (Unix epoch, descending height) [1728777600, 1728777000, 1728776400, 1728775800, 1728775200, 1728774600, 1728774000, 1728773400, 1728772800, 1728772200] Expected Output: lambda_weighted ≈ 0.00167 blocks/second (598 seconds/block) most_likely ≈ 598 seconds (9.97 minutes) confidence_90 ≈ (480, 720) seconds confidence_75 ≈ (360, 840) seconds anomaly_threshold ≈ 616.83 seconds Deployment Wallets: Display "Next block in 8-12 minutes (90% confidence)" Explorers: Real-time prediction widget on homepage Exchanges: Automated deposit credit timing estimates Lightning: Enhanced force-close timing for channel management Merchants: Payment settlement time predictions for customers Acknowledgments This work builds upon: - Poisson distribution theory (Siméon Denis Poisson, 1837) - Exponential smoothing techniques (Robert G. Brown, 1956) - Bitcoin whitepaper (Satoshi Nakamoto, 2008) - Syamailcoin mathematical framework (Alshen Feshiru, 2025) References [1] Nakamoto, S. (2008). Bitcoin: A Peer-to-Peer Electronic Cash System. [2] Poisson, S.D. (1837). Recherches sur la probabilité des jugements. [3] Brown, R.G. (1956). Exponential Smoothing for Predicting Demand. [4] Feshiru, A. (2025). Syamailcoin: Gödel's Untouched Money. Copyright This BIP is licensed under the MIT License.
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Alshen Feshiru