heimdall / b2_ewma /MODEL_CARD.md
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# b2_ewma β€” model card
Auto-generated by `tools/generate_model_cards.py` on 2026-05-17.
## Default configuration (out-of-box hyperparameters)
_(no config.json schema; see trainer source)_
## Feature set (1 columns)
- `(univariate: imbalance_price_dkk_mwh_15min)`
## Frozen-seed results (5 seeds: 13, 42, 137, 1729, 31415)
| Metric | Value |
|---|---|
| Val pinball mean (DKK) | **344.51** |
| Raw [q10, q90] coverage | 86.34% |
| ACI marginal coverage (target 90%) | 89.91% |
| ACI mean width (DKK) | 3359.23 |
| Inference runtime (s) | β€” |
## Provenance
- Trained on `data/processed/dk1_panel_{train, val}.parquet` (FX-corrected 2026-05-16)
- Seeds: `[13, 42, 137, 1729, 31415]` (frozen project-wide)
- Train cutoff: 2025-02-28 UTC
- Val window: 2025-03-04 β†’ 2025-04-30 UTC (post-EAM regime)
- Per-seed artifacts at `models/forecaster/b2_ewma/seed-<n>/`:
- `model.pt` / `model.npz` β€” weights
- `stats.pkl` β€” train-stat normalization (mean/std/target stats)
- `val_preds.npz` β€” quantile predictions on val
- `metrics.json` β€” pinball / coverage / ACI numbers
- `aci_state.json` β€” final ACI state (Ξ±_t, buffer)