| # f4_mc_dropout — 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) | **268.96 ± 3.49** | |
| | Raw [q10, q90] coverage | 61.16 ± 3.31% | |
| | ACI marginal coverage (target 90%) | 89.75 ± 0.05% | |
| | ACI mean width (DKK) | 2581.53 ± 251.35 | |
| | Inference runtime (s) | — | |
|
|
| ## 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 → 2025-04-30 UTC (post-EAM regime) |
| - Per-seed artifacts at `models/forecaster/f4_mc_dropout/seed-<n>/`: |
| - `model.pt` / `model.npz` — weights |
| - `stats.pkl` — train-stat normalization (mean/std/target stats) |
| - `val_preds.npz` — quantile predictions on val |
| - `metrics.json` — pinball / coverage / ACI numbers |
| - `aci_state.json` — final ACI state (α_t, buffer) |
| |