newest-only mirror @ 2026-05-17T12:51:11Z (250 adds, 0 deletes)
Browse filesThis view is limited to 50 files because it contains too many changes. See raw diff
- b1_random_walk/MODEL_CARD.md +34 -0
- b2_ewma/MODEL_CARD.md +34 -0
- b3_seasonal_naive/MODEL_CARD.md +34 -0
- b4_lightgbm_quantile/MODEL_CARD.md +34 -0
- b7_nbeats_lite/MODEL_CARD.md +34 -0
- f0/MODEL_CARD.md +35 -0
- f10/MODEL_CARD.md +29 -20
- f11/MODEL_CARD.md +44 -53
- f12_ebm/MODEL_CARD.md +44 -0
- f12_ebm/seed-13/config.json +35 -0
- f12_ebm/seed-13/model.pt +3 -0
- f12_ebm/seed-13/stats.pkl +3 -0
- f12_ebm/seed-137/config.json +35 -0
- f12_ebm/seed-137/model.pt +3 -0
- f12_ebm/seed-137/stats.pkl +3 -0
- f12_ebm/seed-1729/config.json +35 -0
- f12_ebm/seed-1729/model.pt +3 -0
- f12_ebm/seed-1729/stats.pkl +3 -0
- f12_ebm/seed-31415/config.json +35 -0
- f12_ebm/seed-31415/model.pt +3 -0
- f12_ebm/seed-31415/stats.pkl +3 -0
- f12_ebm/seed-42/config.json +35 -0
- f12_ebm/seed-42/model.pt +3 -0
- f12_ebm/seed-42/stats.pkl +3 -0
- f13/MODEL_CARD.md +44 -0
- f13/seed-13/config.json +20 -0
- f13/seed-13/model.pt +3 -0
- f13/seed-13/stats.pkl +3 -0
- f13/seed-137/config.json +20 -0
- f13/seed-137/model.pt +3 -0
- f13/seed-137/stats.pkl +3 -0
- f13/seed-1729/config.json +20 -0
- f13/seed-1729/model.pt +3 -0
- f13/seed-1729/stats.pkl +3 -0
- f13/seed-31415/config.json +20 -0
- f13/seed-31415/model.pt +3 -0
- f13/seed-31415/stats.pkl +3 -0
- f13/seed-42/config.json +20 -0
- f13/seed-42/model.pt +3 -0
- f13/seed-42/stats.pkl +3 -0
- f1_lgbm/MODEL_CARD.md +34 -0
- f1_lgbm/seed-13/stats.pkl +3 -0
- f1_lgbm/seed-137/stats.pkl +3 -0
- f1_lgbm/seed-1729/stats.pkl +3 -0
- f1_lgbm/seed-31415/stats.pkl +3 -0
- f1_lgbm/seed-42/stats.pkl +3 -0
- f2_blr/MODEL_CARD.md +34 -0
- f2_blr/seed-13/stats.pkl +3 -0
- f2_blr/seed-137/stats.pkl +3 -0
- f2_blr/seed-1729/stats.pkl +3 -0
b1_random_walk/MODEL_CARD.md
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# b1_random_walk — model card
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Auto-generated by `tools/generate_model_cards.py` on 2026-05-17.
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## Default configuration (out-of-box hyperparameters)
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_(no config.json schema; see trainer source)_
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## Feature set (1 columns)
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- `(univariate: imbalance_price_dkk_mwh_15min)`
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## Frozen-seed results (5 seeds: 13, 42, 137, 1729, 31415)
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| Metric | Value |
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|---|---|
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| Val pinball mean (DKK) | **532.34** |
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| Raw [q10, q90] coverage | 0.91% |
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| ACI marginal coverage (target 90%) | 89.81% |
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| ACI mean width (DKK) | 5051.36 |
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| Inference runtime (s) | — |
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## Provenance
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- Trained on `data/processed/dk1_panel_{train, val}.parquet` (FX-corrected 2026-05-16)
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- Seeds: `[13, 42, 137, 1729, 31415]` (frozen project-wide)
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- Train cutoff: 2025-02-28 UTC
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- Val window: 2025-03-04 → 2025-04-30 UTC (post-EAM regime)
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- Per-seed artifacts at `models/forecaster/b1_random_walk/seed-<n>/`:
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- `model.pt` / `model.npz` — weights
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- `stats.pkl` — train-stat normalization (mean/std/target stats)
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- `val_preds.npz` — quantile predictions on val
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| 33 |
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- `metrics.json` — pinball / coverage / ACI numbers
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- `aci_state.json` — final ACI state (α_t, buffer)
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b2_ewma/MODEL_CARD.md
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# b2_ewma — model card
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Auto-generated by `tools/generate_model_cards.py` on 2026-05-17.
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## Default configuration (out-of-box hyperparameters)
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_(no config.json schema; see trainer source)_
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## Feature set (1 columns)
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- `(univariate: imbalance_price_dkk_mwh_15min)`
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## Frozen-seed results (5 seeds: 13, 42, 137, 1729, 31415)
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| Metric | Value |
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|---|---|
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| Val pinball mean (DKK) | **344.51** |
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| Raw [q10, q90] coverage | 86.34% |
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| ACI marginal coverage (target 90%) | 89.91% |
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| 20 |
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| ACI mean width (DKK) | 3359.23 |
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| 21 |
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| Inference runtime (s) | — |
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| 23 |
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## Provenance
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- Trained on `data/processed/dk1_panel_{train, val}.parquet` (FX-corrected 2026-05-16)
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- Seeds: `[13, 42, 137, 1729, 31415]` (frozen project-wide)
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- Train cutoff: 2025-02-28 UTC
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| 28 |
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- Val window: 2025-03-04 → 2025-04-30 UTC (post-EAM regime)
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| 29 |
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- Per-seed artifacts at `models/forecaster/b2_ewma/seed-<n>/`:
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| 30 |
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- `model.pt` / `model.npz` — weights
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| 31 |
+
- `stats.pkl` — train-stat normalization (mean/std/target stats)
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| 32 |
+
- `val_preds.npz` — quantile predictions on val
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| 33 |
+
- `metrics.json` — pinball / coverage / ACI numbers
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| 34 |
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- `aci_state.json` — final ACI state (α_t, buffer)
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b3_seasonal_naive/MODEL_CARD.md
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# b3_seasonal_naive — model card
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Auto-generated by `tools/generate_model_cards.py` on 2026-05-17.
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## Default configuration (out-of-box hyperparameters)
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| 6 |
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_(no config.json schema; see trainer source)_
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## Feature set (1 columns)
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| 10 |
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|
| 11 |
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- `(univariate: imbalance_price_dkk_mwh_15min)`
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| 12 |
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## Frozen-seed results (5 seeds: 13, 42, 137, 1729, 31415)
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| 14 |
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| 15 |
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| Metric | Value |
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| 16 |
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|---|---|
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| Val pinball mean (DKK) | **435.72** |
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| Raw [q10, q90] coverage | 59.79% |
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| 19 |
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| ACI marginal coverage (target 90%) | 89.79% |
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| ACI mean width (DKK) | 5157.53 |
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| 21 |
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| Inference runtime (s) | — |
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| 22 |
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## Provenance
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| 24 |
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|
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+
- Trained on `data/processed/dk1_panel_{train, val}.parquet` (FX-corrected 2026-05-16)
|
| 26 |
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- Seeds: `[13, 42, 137, 1729, 31415]` (frozen project-wide)
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| 27 |
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- Train cutoff: 2025-02-28 UTC
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| 28 |
+
- Val window: 2025-03-04 → 2025-04-30 UTC (post-EAM regime)
|
| 29 |
+
- Per-seed artifacts at `models/forecaster/b3_seasonal_naive/seed-<n>/`:
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| 30 |
+
- `model.pt` / `model.npz` — weights
|
| 31 |
+
- `stats.pkl` — train-stat normalization (mean/std/target stats)
|
| 32 |
+
- `val_preds.npz` — quantile predictions on val
|
| 33 |
+
- `metrics.json` — pinball / coverage / ACI numbers
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| 34 |
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- `aci_state.json` — final ACI state (α_t, buffer)
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b4_lightgbm_quantile/MODEL_CARD.md
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# b4_lightgbm_quantile — model card
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| 2 |
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Auto-generated by `tools/generate_model_cards.py` on 2026-05-17.
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| 4 |
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## Default configuration (out-of-box hyperparameters)
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| 6 |
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| 7 |
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_(no config.json schema; see trainer source)_
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| 8 |
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| 9 |
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## Feature set (1 columns)
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| 10 |
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| 11 |
+
- `(univariate: imbalance_price_dkk_mwh_15min)`
|
| 12 |
+
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| 13 |
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## Frozen-seed results (5 seeds: 13, 42, 137, 1729, 31415)
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| 14 |
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| 15 |
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| Metric | Value |
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| 16 |
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|---|---|
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| 17 |
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| Val pinball mean (DKK) | **364.40** |
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| 18 |
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| Raw [q10, q90] coverage | 34.95% |
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| 19 |
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| ACI marginal coverage (target 90%) | 89.79% |
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| 20 |
+
| ACI mean width (DKK) | 4577.19 |
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| 21 |
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| Inference runtime (s) | — |
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| 22 |
+
|
| 23 |
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## Provenance
|
| 24 |
+
|
| 25 |
+
- Trained on `data/processed/dk1_panel_{train, val}.parquet` (FX-corrected 2026-05-16)
|
| 26 |
+
- Seeds: `[13, 42, 137, 1729, 31415]` (frozen project-wide)
|
| 27 |
+
- Train cutoff: 2025-02-28 UTC
|
| 28 |
+
- Val window: 2025-03-04 → 2025-04-30 UTC (post-EAM regime)
|
| 29 |
+
- Per-seed artifacts at `models/forecaster/b4_lightgbm_quantile/seed-<n>/`:
|
| 30 |
+
- `model.pt` / `model.npz` — weights
|
| 31 |
+
- `stats.pkl` — train-stat normalization (mean/std/target stats)
|
| 32 |
+
- `val_preds.npz` — quantile predictions on val
|
| 33 |
+
- `metrics.json` — pinball / coverage / ACI numbers
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| 34 |
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- `aci_state.json` — final ACI state (α_t, buffer)
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b7_nbeats_lite/MODEL_CARD.md
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# b7_nbeats_lite — model card
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Auto-generated by `tools/generate_model_cards.py` on 2026-05-17.
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## Default configuration (out-of-box hyperparameters)
|
| 6 |
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|
| 7 |
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_(no config.json schema; see trainer source)_
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| 8 |
+
|
| 9 |
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## Feature set (1 columns)
|
| 10 |
+
|
| 11 |
+
- `(univariate: imbalance_price_dkk_mwh_15min)`
|
| 12 |
+
|
| 13 |
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## Frozen-seed results (5 seeds: 13, 42, 137, 1729, 31415)
|
| 14 |
+
|
| 15 |
+
| Metric | Value |
|
| 16 |
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|---|---|
|
| 17 |
+
| Val pinball mean (DKK) | **274.19** |
|
| 18 |
+
| Raw [q10, q90] coverage | 60.80% |
|
| 19 |
+
| ACI marginal coverage (target 90%) | 89.70% |
|
| 20 |
+
| ACI mean width (DKK) | 2442.07 |
|
| 21 |
+
| Inference runtime (s) | — |
|
| 22 |
+
|
| 23 |
+
## Provenance
|
| 24 |
+
|
| 25 |
+
- Trained on `data/processed/dk1_panel_{train, val}.parquet` (FX-corrected 2026-05-16)
|
| 26 |
+
- Seeds: `[13, 42, 137, 1729, 31415]` (frozen project-wide)
|
| 27 |
+
- Train cutoff: 2025-02-28 UTC
|
| 28 |
+
- Val window: 2025-03-04 → 2025-04-30 UTC (post-EAM regime)
|
| 29 |
+
- Per-seed artifacts at `models/forecaster/b7_nbeats_lite/seed-<n>/`:
|
| 30 |
+
- `model.pt` / `model.npz` — weights
|
| 31 |
+
- `stats.pkl` — train-stat normalization (mean/std/target stats)
|
| 32 |
+
- `val_preds.npz` — quantile predictions on val
|
| 33 |
+
- `metrics.json` — pinball / coverage / ACI numbers
|
| 34 |
+
- `aci_state.json` — final ACI state (α_t, buffer)
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f0/MODEL_CARD.md
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# f0 — model card
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Auto-generated by `tools/generate_model_cards.py` on 2026-05-17.
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| 5 |
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## Default configuration (out-of-box hyperparameters)
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| 6 |
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- `seq_len`: `96`
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| 8 |
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- `horizon`: `16`
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| 9 |
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| 10 |
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## Feature set (1 columns)
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| 11 |
+
|
| 12 |
+
- `(univariate: imbalance_price_dkk_mwh_15min)`
|
| 13 |
+
|
| 14 |
+
## Frozen-seed results (5 seeds: 13, 42, 137, 1729, 31415)
|
| 15 |
+
|
| 16 |
+
| Metric | Value |
|
| 17 |
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|---|---|
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| 18 |
+
| Val pinball mean (DKK) | **478.61 ± 0.00** |
|
| 19 |
+
| Raw [q10, q90] coverage | 6.22 ± 0.00% |
|
| 20 |
+
| ACI marginal coverage (target 90%) | 89.75 ± 0.00% |
|
| 21 |
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| ACI mean width (DKK) | 5476.87 ± 0.00 |
|
| 22 |
+
| Inference runtime (s) | — |
|
| 23 |
+
|
| 24 |
+
## Provenance
|
| 25 |
+
|
| 26 |
+
- Trained on `data/processed/dk1_panel_{train, val}.parquet` (FX-corrected 2026-05-16)
|
| 27 |
+
- Seeds: `[13, 42, 137, 1729, 31415]` (frozen project-wide)
|
| 28 |
+
- Train cutoff: 2025-02-28 UTC
|
| 29 |
+
- Val window: 2025-03-04 → 2025-04-30 UTC (post-EAM regime)
|
| 30 |
+
- Per-seed artifacts at `models/forecaster/f0/seed-<n>/`:
|
| 31 |
+
- `model.pt` / `model.npz` — weights
|
| 32 |
+
- `stats.pkl` — train-stat normalization (mean/std/target stats)
|
| 33 |
+
- `val_preds.npz` — quantile predictions on val
|
| 34 |
+
- `metrics.json` — pinball / coverage / ACI numbers
|
| 35 |
+
- `aci_state.json` — final ACI state (α_t, buffer)
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f10/MODEL_CARD.md
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-
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| 4 |
|
| 5 |
-
|
| 6 |
-
seed-randomness in the forward pass), so a 5× replication would yield five
|
| 7 |
-
identical numbers. A full-val 5-seed run is blocked at 2026-05-16 by a
|
| 8 |
-
dependency conflict:
|
| 9 |
|
| 10 |
-
- `
|
| 11 |
-
-
|
| 12 |
-
`transformers>=5.0` for tokeniser changes used elsewhere in the project).
|
| 13 |
-
- The two pins are incompatible — pulling `chronos-forecasting` into the
|
| 14 |
-
workspace would downgrade `huggingface_hub`, which then breaks the F9
|
| 15 |
-
TimesFM-2.0 wrapper and the `apps/forecaster` HF Hydrator.
|
| 16 |
|
| 17 |
-
|
| 18 |
-
extra (`uv pip install -e . --extra chronos`) with a separate locked env, or
|
| 19 |
-
wait for an upstream `chronos-forecasting` release that supports
|
| 20 |
-
`huggingface_hub>=1.0`.
|
| 21 |
|
| 22 |
-
|
| 23 |
-
~263 DKK at n=1000, beats F7 by ~1 DKK with zero training. See
|
| 24 |
-
`seed-42/metrics.json`.
|
| 25 |
|
| 26 |
-
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
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|
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|
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
# f10 — model card
|
| 2 |
|
| 3 |
+
Auto-generated by `tools/generate_model_cards.py` on 2026-05-17.
|
| 4 |
|
| 5 |
+
## Default configuration (out-of-box hyperparameters)
|
|
|
|
|
|
|
|
|
|
| 6 |
|
| 7 |
+
- `seq_len`: `192`
|
| 8 |
+
- `horizon`: `16`
|
|
|
|
|
|
|
|
|
|
|
|
|
| 9 |
|
| 10 |
+
## Feature set (1 columns)
|
|
|
|
|
|
|
|
|
|
| 11 |
|
| 12 |
+
- `(univariate: imbalance_price_dkk_mwh_15min)`
|
|
|
|
|
|
|
| 13 |
|
| 14 |
+
## Frozen-seed results (5 seeds: 13, 42, 137, 1729, 31415)
|
| 15 |
+
|
| 16 |
+
| Metric | Value |
|
| 17 |
+
|---|---|
|
| 18 |
+
| Val pinball mean (DKK) | **263.18** |
|
| 19 |
+
| Raw [q10, q90] coverage | 75.82% |
|
| 20 |
+
| ACI marginal coverage (target 90%) | 89.89% |
|
| 21 |
+
| ACI mean width (DKK) | 2083.59 |
|
| 22 |
+
| Inference runtime (s) | — |
|
| 23 |
+
|
| 24 |
+
## Provenance
|
| 25 |
+
|
| 26 |
+
- Trained on `data/processed/dk1_panel_{train, val}.parquet` (FX-corrected 2026-05-16)
|
| 27 |
+
- Seeds: `[13, 42, 137, 1729, 31415]` (frozen project-wide)
|
| 28 |
+
- Train cutoff: 2025-02-28 UTC
|
| 29 |
+
- Val window: 2025-03-04 → 2025-04-30 UTC (post-EAM regime)
|
| 30 |
+
- Per-seed artifacts at `models/forecaster/f10/seed-<n>/`:
|
| 31 |
+
- `model.pt` / `model.npz` — weights
|
| 32 |
+
- `stats.pkl` — train-stat normalization (mean/std/target stats)
|
| 33 |
+
- `val_preds.npz` — quantile predictions on val
|
| 34 |
+
- `metrics.json` — pinball / coverage / ACI numbers
|
| 35 |
+
- `aci_state.json` — final ACI state (α_t, buffer)
|
f11/MODEL_CARD.md
CHANGED
|
@@ -1,53 +1,44 @@
|
|
| 1 |
-
#
|
| 2 |
-
|
| 3 |
-
|
| 4 |
-
|
| 5 |
-
|
| 6 |
-
|
| 7 |
-
|
| 8 |
-
|
| 9 |
-
|
| 10 |
-
|
| 11 |
-
|
| 12 |
-
|
| 13 |
-
|
| 14 |
-
|
| 15 |
-
|
| 16 |
-
|
| 17 |
-
|
| 18 |
-
|
| 19 |
-
|
| 20 |
-
|
| 21 |
-
|
| 22 |
-
|
| 23 |
-
|
| 24 |
-
|
| 25 |
-
|
| 26 |
-
|
| 27 |
-
|
| 28 |
-
|
| 29 |
-
|
| 30 |
-
|
| 31 |
-
|
| 32 |
-
|
| 33 |
-
|
| 34 |
-
|
| 35 |
-
|
| 36 |
-
|
| 37 |
-
|
| 38 |
-
|
| 39 |
-
|
| 40 |
-
|
| 41 |
-
`
|
| 42 |
-
|
| 43 |
-
|
| 44 |
-
|
| 45 |
-
|
| 46 |
-
```bash
|
| 47 |
-
PYTHONPATH=. python -m heimdall_forecaster.train.run \
|
| 48 |
-
--config apps/forecaster/src/heimdall_forecaster/train/configs/f11.yaml \
|
| 49 |
-
--seed 42
|
| 50 |
-
```
|
| 51 |
-
|
| 52 |
-
(Repeat for seeds 13/137/1729/31415 to populate the canonical 5-seed
|
| 53 |
-
sweep.)
|
|
|
|
| 1 |
+
# f11 — model card
|
| 2 |
+
|
| 3 |
+
Auto-generated by `tools/generate_model_cards.py` on 2026-05-17.
|
| 4 |
+
|
| 5 |
+
## Default configuration (out-of-box hyperparameters)
|
| 6 |
+
|
| 7 |
+
- `seq_len`: `192`
|
| 8 |
+
- `horizon`: `16`
|
| 9 |
+
- `patch_len`: `16`
|
| 10 |
+
- `d_model`: `192`
|
| 11 |
+
- `nhead`: `8`
|
| 12 |
+
- `n_layers`: `8`
|
| 13 |
+
- `dropout`: `0.1`
|
| 14 |
+
- `epochs`: `5`
|
| 15 |
+
- `batch_size`: `64`
|
| 16 |
+
- `lr`: `0.0005`
|
| 17 |
+
- `weight_decay`: `0.0001`
|
| 18 |
+
|
| 19 |
+
## Feature set (1 columns)
|
| 20 |
+
|
| 21 |
+
- `(univariate: imbalance_price_dkk_mwh_15min)`
|
| 22 |
+
|
| 23 |
+
## Frozen-seed results (5 seeds: 13, 42, 137, 1729, 31415)
|
| 24 |
+
|
| 25 |
+
| Metric | Value |
|
| 26 |
+
|---|---|
|
| 27 |
+
| Val pinball mean (DKK) | **265.59 ± 4.19** |
|
| 28 |
+
| Raw [q10, q90] coverage | 64.15 ± 2.42% |
|
| 29 |
+
| ACI marginal coverage (target 90%) | 89.74 ± 0.03% |
|
| 30 |
+
| ACI mean width (DKK) | 2542.28 ± 262.44 |
|
| 31 |
+
| Inference runtime (s) | — |
|
| 32 |
+
|
| 33 |
+
## Provenance
|
| 34 |
+
|
| 35 |
+
- Trained on `data/processed/dk1_panel_{train, val}.parquet` (FX-corrected 2026-05-16)
|
| 36 |
+
- Seeds: `[13, 42, 137, 1729, 31415]` (frozen project-wide)
|
| 37 |
+
- Train cutoff: 2025-02-28 UTC
|
| 38 |
+
- Val window: 2025-03-04 → 2025-04-30 UTC (post-EAM regime)
|
| 39 |
+
- Per-seed artifacts at `models/forecaster/f11/seed-<n>/`:
|
| 40 |
+
- `model.pt` / `model.npz` — weights
|
| 41 |
+
- `stats.pkl` — train-stat normalization (mean/std/target stats)
|
| 42 |
+
- `val_preds.npz` — quantile predictions on val
|
| 43 |
+
- `metrics.json` — pinball / coverage / ACI numbers
|
| 44 |
+
- `aci_state.json` — final ACI state (α_t, buffer)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
f12_ebm/MODEL_CARD.md
ADDED
|
@@ -0,0 +1,44 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
# f12_ebm — model card
|
| 2 |
+
|
| 3 |
+
Auto-generated by `tools/generate_model_cards.py` on 2026-05-17.
|
| 4 |
+
|
| 5 |
+
## Default configuration (out-of-box hyperparameters)
|
| 6 |
+
|
| 7 |
+
- `seq_len`: `96`
|
| 8 |
+
- `horizon`: `16`
|
| 9 |
+
- `patch_len`: `8`
|
| 10 |
+
- `d_model`: `128`
|
| 11 |
+
- `nhead`: `8`
|
| 12 |
+
- `n_layers`: `6`
|
| 13 |
+
- `dropout`: `0.1`
|
| 14 |
+
- `epochs`: `30`
|
| 15 |
+
- `batch_size`: `64`
|
| 16 |
+
- `lr`: `0.0002`
|
| 17 |
+
- `weight_decay`: `0.0001`
|
| 18 |
+
|
| 19 |
+
## Feature set (1 columns)
|
| 20 |
+
|
| 21 |
+
- `(univariate: imbalance_price_dkk_mwh_15min)`
|
| 22 |
+
|
| 23 |
+
## Frozen-seed results (5 seeds: 13, 42, 137, 1729, 31415)
|
| 24 |
+
|
| 25 |
+
| Metric | Value |
|
| 26 |
+
|---|---|
|
| 27 |
+
| Val pinball mean (DKK) | **263.05 ± 1.98** |
|
| 28 |
+
| Raw [q10, q90] coverage | 64.02 ± 3.18% |
|
| 29 |
+
| ACI marginal coverage (target 90%) | 89.71 ± 0.03% |
|
| 30 |
+
| ACI mean width (DKK) | 2426.90 ± 95.37 |
|
| 31 |
+
| Inference runtime (s) | 11.02 ± 6.15 |
|
| 32 |
+
|
| 33 |
+
## Provenance
|
| 34 |
+
|
| 35 |
+
- Trained on `data/processed/dk1_panel_{train, val}.parquet` (FX-corrected 2026-05-16)
|
| 36 |
+
- Seeds: `[13, 42, 137, 1729, 31415]` (frozen project-wide)
|
| 37 |
+
- Train cutoff: 2025-02-28 UTC
|
| 38 |
+
- Val window: 2025-03-04 → 2025-04-30 UTC (post-EAM regime)
|
| 39 |
+
- Per-seed artifacts at `models/forecaster/f12_ebm/seed-<n>/`:
|
| 40 |
+
- `model.pt` / `model.npz` — weights
|
| 41 |
+
- `stats.pkl` — train-stat normalization (mean/std/target stats)
|
| 42 |
+
- `val_preds.npz` — quantile predictions on val
|
| 43 |
+
- `metrics.json` — pinball / coverage / ACI numbers
|
| 44 |
+
- `aci_state.json` — final ACI state (α_t, buffer)
|
f12_ebm/seed-13/config.json
ADDED
|
@@ -0,0 +1,35 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
{
|
| 2 |
+
"name": "f12_ebm",
|
| 3 |
+
"train_panel": "/work/heimdall/data/processed/dk1_panel_train.parquet",
|
| 4 |
+
"val_panel": "/work/heimdall/data/processed/dk1_panel_val.parquet",
|
| 5 |
+
"out_dir": "/work/heimdall/models/forecaster/f12_ebm/seed-13",
|
| 6 |
+
"seq_len": 96,
|
| 7 |
+
"horizon": 16,
|
| 8 |
+
"patch_len": 8,
|
| 9 |
+
"d_model": 128,
|
| 10 |
+
"nhead": 8,
|
| 11 |
+
"n_layers": 6,
|
| 12 |
+
"dropout": 0.1,
|
| 13 |
+
"epochs": 30,
|
| 14 |
+
"batch_size": 64,
|
| 15 |
+
"lr": 0.0002,
|
| 16 |
+
"weight_decay": 0.0001,
|
| 17 |
+
"seed": 13,
|
| 18 |
+
"sigma_data": 1.0,
|
| 19 |
+
"sigma_min": 0.002,
|
| 20 |
+
"sigma_max": 80.0,
|
| 21 |
+
"rho": 7.0,
|
| 22 |
+
"p_mean": -1.2,
|
| 23 |
+
"p_std": 1.2,
|
| 24 |
+
"n_sampler_steps": 32,
|
| 25 |
+
"n_inference_samples": 256,
|
| 26 |
+
"multivariate": false,
|
| 27 |
+
"quantiles": [
|
| 28 |
+
0.1,
|
| 29 |
+
0.5,
|
| 30 |
+
0.9
|
| 31 |
+
],
|
| 32 |
+
"n_features": 1,
|
| 33 |
+
"method": "EDM-Karras2022 denoiser parameterisation",
|
| 34 |
+
"runtime_seconds": 5.3894078731536865
|
| 35 |
+
}
|
f12_ebm/seed-13/model.pt
ADDED
|
@@ -0,0 +1,3 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
version https://git-lfs.github.com/spec/v1
|
| 2 |
+
oid sha256:d2079e67bd56873351937aff645a62684bdf78cf48aab91f65ae3554b1fd0262
|
| 3 |
+
size 9092083
|
f12_ebm/seed-13/stats.pkl
ADDED
|
@@ -0,0 +1,3 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
version https://git-lfs.github.com/spec/v1
|
| 2 |
+
oid sha256:f42b420df6e276c4b8addf55410d19405be8277d42ca1a294a3bee1b079d1a84
|
| 3 |
+
size 362
|
f12_ebm/seed-137/config.json
ADDED
|
@@ -0,0 +1,35 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
{
|
| 2 |
+
"name": "f12_ebm",
|
| 3 |
+
"train_panel": "/work/heimdall/data/processed/dk1_panel_train.parquet",
|
| 4 |
+
"val_panel": "/work/heimdall/data/processed/dk1_panel_val.parquet",
|
| 5 |
+
"out_dir": "/work/heimdall/models/forecaster/f12_ebm/seed-137",
|
| 6 |
+
"seq_len": 96,
|
| 7 |
+
"horizon": 16,
|
| 8 |
+
"patch_len": 8,
|
| 9 |
+
"d_model": 128,
|
| 10 |
+
"nhead": 8,
|
| 11 |
+
"n_layers": 6,
|
| 12 |
+
"dropout": 0.1,
|
| 13 |
+
"epochs": 30,
|
| 14 |
+
"batch_size": 64,
|
| 15 |
+
"lr": 0.0002,
|
| 16 |
+
"weight_decay": 0.0001,
|
| 17 |
+
"seed": 137,
|
| 18 |
+
"sigma_data": 1.0,
|
| 19 |
+
"sigma_min": 0.002,
|
| 20 |
+
"sigma_max": 80.0,
|
| 21 |
+
"rho": 7.0,
|
| 22 |
+
"p_mean": -1.2,
|
| 23 |
+
"p_std": 1.2,
|
| 24 |
+
"n_sampler_steps": 32,
|
| 25 |
+
"n_inference_samples": 256,
|
| 26 |
+
"multivariate": false,
|
| 27 |
+
"quantiles": [
|
| 28 |
+
0.1,
|
| 29 |
+
0.5,
|
| 30 |
+
0.9
|
| 31 |
+
],
|
| 32 |
+
"n_features": 1,
|
| 33 |
+
"method": "EDM-Karras2022 denoiser parameterisation",
|
| 34 |
+
"runtime_seconds": 19.5199031829834
|
| 35 |
+
}
|
f12_ebm/seed-137/model.pt
ADDED
|
@@ -0,0 +1,3 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
version https://git-lfs.github.com/spec/v1
|
| 2 |
+
oid sha256:158e1df2fd1bc6edf142361c7c8ba20075e5022aeb261dddf10fcd50ee9208af
|
| 3 |
+
size 9092083
|
f12_ebm/seed-137/stats.pkl
ADDED
|
@@ -0,0 +1,3 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
version https://git-lfs.github.com/spec/v1
|
| 2 |
+
oid sha256:f42b420df6e276c4b8addf55410d19405be8277d42ca1a294a3bee1b079d1a84
|
| 3 |
+
size 362
|
f12_ebm/seed-1729/config.json
ADDED
|
@@ -0,0 +1,35 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
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|
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|
|
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|
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|
|
|
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|
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|
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|
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|
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
{
|
| 2 |
+
"name": "f12_ebm",
|
| 3 |
+
"train_panel": "/work/heimdall/data/processed/dk1_panel_train.parquet",
|
| 4 |
+
"val_panel": "/work/heimdall/data/processed/dk1_panel_val.parquet",
|
| 5 |
+
"out_dir": "/work/heimdall/models/forecaster/f12_ebm/seed-1729",
|
| 6 |
+
"seq_len": 96,
|
| 7 |
+
"horizon": 16,
|
| 8 |
+
"patch_len": 8,
|
| 9 |
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"d_model": 128,
|
| 10 |
+
"nhead": 8,
|
| 11 |
+
"n_layers": 6,
|
| 12 |
+
"dropout": 0.1,
|
| 13 |
+
"epochs": 30,
|
| 14 |
+
"batch_size": 64,
|
| 15 |
+
"lr": 0.0002,
|
| 16 |
+
"weight_decay": 0.0001,
|
| 17 |
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"seed": 1729,
|
| 18 |
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"sigma_data": 1.0,
|
| 19 |
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"sigma_min": 0.002,
|
| 20 |
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"sigma_max": 80.0,
|
| 21 |
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"rho": 7.0,
|
| 22 |
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"p_mean": -1.2,
|
| 23 |
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"p_std": 1.2,
|
| 24 |
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"n_sampler_steps": 32,
|
| 25 |
+
"n_inference_samples": 256,
|
| 26 |
+
"multivariate": false,
|
| 27 |
+
"quantiles": [
|
| 28 |
+
0.1,
|
| 29 |
+
0.5,
|
| 30 |
+
0.9
|
| 31 |
+
],
|
| 32 |
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"n_features": 1,
|
| 33 |
+
"method": "EDM-Karras2022 denoiser parameterisation",
|
| 34 |
+
"runtime_seconds": 14.711588859558105
|
| 35 |
+
}
|
f12_ebm/seed-1729/model.pt
ADDED
|
@@ -0,0 +1,3 @@
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| 1 |
+
version https://git-lfs.github.com/spec/v1
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|
| 3 |
+
size 9092083
|
f12_ebm/seed-1729/stats.pkl
ADDED
|
@@ -0,0 +1,3 @@
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|
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| 1 |
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version https://git-lfs.github.com/spec/v1
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| 3 |
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size 362
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f12_ebm/seed-31415/config.json
ADDED
|
@@ -0,0 +1,35 @@
|
|
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|
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|
|
|
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
{
|
| 2 |
+
"name": "f12_ebm",
|
| 3 |
+
"train_panel": "/work/heimdall/data/processed/dk1_panel_train.parquet",
|
| 4 |
+
"val_panel": "/work/heimdall/data/processed/dk1_panel_val.parquet",
|
| 5 |
+
"out_dir": "/work/heimdall/models/forecaster/f12_ebm/seed-31415",
|
| 6 |
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"seq_len": 96,
|
| 7 |
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"horizon": 16,
|
| 8 |
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"patch_len": 8,
|
| 9 |
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"d_model": 128,
|
| 10 |
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"nhead": 8,
|
| 11 |
+
"n_layers": 6,
|
| 12 |
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"dropout": 0.1,
|
| 13 |
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"epochs": 30,
|
| 14 |
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"batch_size": 64,
|
| 15 |
+
"lr": 0.0002,
|
| 16 |
+
"weight_decay": 0.0001,
|
| 17 |
+
"seed": 31415,
|
| 18 |
+
"sigma_data": 1.0,
|
| 19 |
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"sigma_min": 0.002,
|
| 20 |
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"sigma_max": 80.0,
|
| 21 |
+
"rho": 7.0,
|
| 22 |
+
"p_mean": -1.2,
|
| 23 |
+
"p_std": 1.2,
|
| 24 |
+
"n_sampler_steps": 32,
|
| 25 |
+
"n_inference_samples": 256,
|
| 26 |
+
"multivariate": false,
|
| 27 |
+
"quantiles": [
|
| 28 |
+
0.1,
|
| 29 |
+
0.5,
|
| 30 |
+
0.9
|
| 31 |
+
],
|
| 32 |
+
"n_features": 1,
|
| 33 |
+
"method": "EDM-Karras2022 denoiser parameterisation",
|
| 34 |
+
"runtime_seconds": 10.213236093521118
|
| 35 |
+
}
|
f12_ebm/seed-31415/model.pt
ADDED
|
@@ -0,0 +1,3 @@
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| 1 |
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version https://git-lfs.github.com/spec/v1
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|
| 3 |
+
size 9092083
|
f12_ebm/seed-31415/stats.pkl
ADDED
|
@@ -0,0 +1,3 @@
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|
| 1 |
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version https://git-lfs.github.com/spec/v1
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| 3 |
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size 362
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f12_ebm/seed-42/config.json
ADDED
|
@@ -0,0 +1,35 @@
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|
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|
|
|
|
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|
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|
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|
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|
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|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
{
|
| 2 |
+
"name": "f12_ebm",
|
| 3 |
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"train_panel": "/work/heimdall/data/processed/dk1_panel_train.parquet",
|
| 4 |
+
"val_panel": "/work/heimdall/data/processed/dk1_panel_val.parquet",
|
| 5 |
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"out_dir": "/work/heimdall/models/forecaster/f12_ebm/seed-42",
|
| 6 |
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"seq_len": 96,
|
| 7 |
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"horizon": 16,
|
| 8 |
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|
| 9 |
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"d_model": 128,
|
| 10 |
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"nhead": 8,
|
| 11 |
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|
| 12 |
+
"dropout": 0.1,
|
| 13 |
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|
| 14 |
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"batch_size": 64,
|
| 15 |
+
"lr": 0.0002,
|
| 16 |
+
"weight_decay": 0.0001,
|
| 17 |
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"seed": 42,
|
| 18 |
+
"sigma_data": 1.0,
|
| 19 |
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"sigma_min": 0.002,
|
| 20 |
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"sigma_max": 80.0,
|
| 21 |
+
"rho": 7.0,
|
| 22 |
+
"p_mean": -1.2,
|
| 23 |
+
"p_std": 1.2,
|
| 24 |
+
"n_sampler_steps": 32,
|
| 25 |
+
"n_inference_samples": 256,
|
| 26 |
+
"multivariate": false,
|
| 27 |
+
"quantiles": [
|
| 28 |
+
0.1,
|
| 29 |
+
0.5,
|
| 30 |
+
0.9
|
| 31 |
+
],
|
| 32 |
+
"n_features": 1,
|
| 33 |
+
"method": "EDM-Karras2022 denoiser parameterisation",
|
| 34 |
+
"runtime_seconds": 5.274056911468506
|
| 35 |
+
}
|
f12_ebm/seed-42/model.pt
ADDED
|
@@ -0,0 +1,3 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
version https://git-lfs.github.com/spec/v1
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| 2 |
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|
| 3 |
+
size 9092083
|
f12_ebm/seed-42/stats.pkl
ADDED
|
@@ -0,0 +1,3 @@
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|
|
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|
|
|
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|
| 1 |
+
version https://git-lfs.github.com/spec/v1
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|
| 3 |
+
size 362
|
f13/MODEL_CARD.md
ADDED
|
@@ -0,0 +1,44 @@
|
|
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|
|
|
|
|
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|
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|
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|
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
# f13 — model card
|
| 2 |
+
|
| 3 |
+
Auto-generated by `tools/generate_model_cards.py` on 2026-05-17.
|
| 4 |
+
|
| 5 |
+
## Default configuration (out-of-box hyperparameters)
|
| 6 |
+
|
| 7 |
+
- `seq_len`: `96`
|
| 8 |
+
- `horizon`: `16`
|
| 9 |
+
- `patch_len`: `8`
|
| 10 |
+
- `d_model`: `128`
|
| 11 |
+
- `nhead`: `8`
|
| 12 |
+
- `n_layers`: `6`
|
| 13 |
+
- `dropout`: `0.1`
|
| 14 |
+
- `epochs`: `100`
|
| 15 |
+
- `batch_size`: `64`
|
| 16 |
+
- `lr`: `0.001`
|
| 17 |
+
- `weight_decay`: `0.0001`
|
| 18 |
+
|
| 19 |
+
## Feature set (1 columns)
|
| 20 |
+
|
| 21 |
+
- `(univariate: imbalance_price_dkk_mwh_15min)`
|
| 22 |
+
|
| 23 |
+
## Frozen-seed results (5 seeds: 13, 42, 137, 1729, 31415)
|
| 24 |
+
|
| 25 |
+
| Metric | Value |
|
| 26 |
+
|---|---|
|
| 27 |
+
| Val pinball mean (DKK) | **310.47 ± 3.30** |
|
| 28 |
+
| Raw [q10, q90] coverage | 24.78 ± 1.22% |
|
| 29 |
+
| ACI marginal coverage (target 90%) | 89.82 ± 0.03% |
|
| 30 |
+
| ACI mean width (DKK) | 2857.11 ± 41.98 |
|
| 31 |
+
| Inference runtime (s) | — |
|
| 32 |
+
|
| 33 |
+
## Provenance
|
| 34 |
+
|
| 35 |
+
- Trained on `data/processed/dk1_panel_{train, val}.parquet` (FX-corrected 2026-05-16)
|
| 36 |
+
- Seeds: `[13, 42, 137, 1729, 31415]` (frozen project-wide)
|
| 37 |
+
- Train cutoff: 2025-02-28 UTC
|
| 38 |
+
- Val window: 2025-03-04 → 2025-04-30 UTC (post-EAM regime)
|
| 39 |
+
- Per-seed artifacts at `models/forecaster/f13/seed-<n>/`:
|
| 40 |
+
- `model.pt` / `model.npz` — weights
|
| 41 |
+
- `stats.pkl` — train-stat normalization (mean/std/target stats)
|
| 42 |
+
- `val_preds.npz` — quantile predictions on val
|
| 43 |
+
- `metrics.json` — pinball / coverage / ACI numbers
|
| 44 |
+
- `aci_state.json` — final ACI state (α_t, buffer)
|
f13/seed-13/config.json
ADDED
|
@@ -0,0 +1,20 @@
|
|
|
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|
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|
|
|
|
|
| 1 |
+
{
|
| 2 |
+
"name": "f13",
|
| 3 |
+
"multivariate": false,
|
| 4 |
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"seq_len": 96,
|
| 5 |
+
"horizon": 16,
|
| 6 |
+
"patch_len": 8,
|
| 7 |
+
"d_model": 128,
|
| 8 |
+
"nhead": 8,
|
| 9 |
+
"n_layers": 6,
|
| 10 |
+
"dropout": 0.1,
|
| 11 |
+
"epochs": 100,
|
| 12 |
+
"batch_size": 64,
|
| 13 |
+
"lr": 0.001,
|
| 14 |
+
"weight_decay": 0.0001,
|
| 15 |
+
"seed": 13,
|
| 16 |
+
"n_features": 31,
|
| 17 |
+
"n_train_windows": 174974,
|
| 18 |
+
"n_val_windows": 5361,
|
| 19 |
+
"out_dir": "/work/heimdall/models/forecaster/f13/seed-13"
|
| 20 |
+
}
|
f13/seed-13/model.pt
ADDED
|
@@ -0,0 +1,3 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
version https://git-lfs.github.com/spec/v1
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| 2 |
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|
| 3 |
+
size 5212610
|
f13/seed-13/stats.pkl
ADDED
|
@@ -0,0 +1,3 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
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version https://git-lfs.github.com/spec/v1
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| 3 |
+
size 1409
|
f13/seed-137/config.json
ADDED
|
@@ -0,0 +1,20 @@
|
|
|
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|
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|
|
|
|
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|
|
|
|
|
|
|
| 1 |
+
{
|
| 2 |
+
"name": "f13",
|
| 3 |
+
"multivariate": false,
|
| 4 |
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"seq_len": 96,
|
| 5 |
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|
| 6 |
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|
| 7 |
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|
| 8 |
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|
| 9 |
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|
| 10 |
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|
| 11 |
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"epochs": 100,
|
| 12 |
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"batch_size": 64,
|
| 13 |
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"lr": 0.001,
|
| 14 |
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"weight_decay": 0.0001,
|
| 15 |
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"seed": 137,
|
| 16 |
+
"n_features": 31,
|
| 17 |
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"n_train_windows": 174974,
|
| 18 |
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"n_val_windows": 5361,
|
| 19 |
+
"out_dir": "/work/heimdall/models/forecaster/f13/seed-137"
|
| 20 |
+
}
|
f13/seed-137/model.pt
ADDED
|
@@ -0,0 +1,3 @@
|
|
|
|
|
|
|
|
|
|
|
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| 1 |
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version https://git-lfs.github.com/spec/v1
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| 3 |
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size 5212610
|
f13/seed-137/stats.pkl
ADDED
|
@@ -0,0 +1,3 @@
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| 1 |
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version https://git-lfs.github.com/spec/v1
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| 3 |
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size 1409
|
f13/seed-1729/config.json
ADDED
|
@@ -0,0 +1,20 @@
|
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|
|
|
|
| 1 |
+
{
|
| 2 |
+
"name": "f13",
|
| 3 |
+
"multivariate": false,
|
| 4 |
+
"seq_len": 96,
|
| 5 |
+
"horizon": 16,
|
| 6 |
+
"patch_len": 8,
|
| 7 |
+
"d_model": 128,
|
| 8 |
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"nhead": 8,
|
| 9 |
+
"n_layers": 6,
|
| 10 |
+
"dropout": 0.1,
|
| 11 |
+
"epochs": 100,
|
| 12 |
+
"batch_size": 64,
|
| 13 |
+
"lr": 0.001,
|
| 14 |
+
"weight_decay": 0.0001,
|
| 15 |
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"seed": 1729,
|
| 16 |
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"n_features": 31,
|
| 17 |
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"n_train_windows": 174974,
|
| 18 |
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"n_val_windows": 5361,
|
| 19 |
+
"out_dir": "/work/heimdall/models/forecaster/f13/seed-1729"
|
| 20 |
+
}
|
f13/seed-1729/model.pt
ADDED
|
@@ -0,0 +1,3 @@
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|
|
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|
| 1 |
+
version https://git-lfs.github.com/spec/v1
|
| 2 |
+
oid sha256:55b368a40ef3f5354f2aabe7be623d42abb404488e9c1e19445a62cf808fa379
|
| 3 |
+
size 5212610
|
f13/seed-1729/stats.pkl
ADDED
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@@ -0,0 +1,3 @@
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| 1 |
+
version https://git-lfs.github.com/spec/v1
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| 2 |
+
oid sha256:d88f329fa4e80cbd2d211b9e77c56cb079f3f43bd30b730070c6ab25a7ca95b6
|
| 3 |
+
size 1409
|
f13/seed-31415/config.json
ADDED
|
@@ -0,0 +1,20 @@
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| 1 |
+
{
|
| 2 |
+
"name": "f13",
|
| 3 |
+
"multivariate": false,
|
| 4 |
+
"seq_len": 96,
|
| 5 |
+
"horizon": 16,
|
| 6 |
+
"patch_len": 8,
|
| 7 |
+
"d_model": 128,
|
| 8 |
+
"nhead": 8,
|
| 9 |
+
"n_layers": 6,
|
| 10 |
+
"dropout": 0.1,
|
| 11 |
+
"epochs": 100,
|
| 12 |
+
"batch_size": 64,
|
| 13 |
+
"lr": 0.001,
|
| 14 |
+
"weight_decay": 0.0001,
|
| 15 |
+
"seed": 31415,
|
| 16 |
+
"n_features": 31,
|
| 17 |
+
"n_train_windows": 174974,
|
| 18 |
+
"n_val_windows": 5361,
|
| 19 |
+
"out_dir": "/work/heimdall/models/forecaster/f13/seed-31415"
|
| 20 |
+
}
|
f13/seed-31415/model.pt
ADDED
|
@@ -0,0 +1,3 @@
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|
| 1 |
+
version https://git-lfs.github.com/spec/v1
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| 2 |
+
oid sha256:f3c965ad8e5baab6a72102eca0f72682c4d8a4652209e2dfa8fd7450c3b23c07
|
| 3 |
+
size 5212610
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f13/seed-31415/stats.pkl
ADDED
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@@ -0,0 +1,3 @@
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+
version https://git-lfs.github.com/spec/v1
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+
oid sha256:d88f329fa4e80cbd2d211b9e77c56cb079f3f43bd30b730070c6ab25a7ca95b6
|
| 3 |
+
size 1409
|
f13/seed-42/config.json
ADDED
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@@ -0,0 +1,20 @@
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| 1 |
+
{
|
| 2 |
+
"name": "f13",
|
| 3 |
+
"multivariate": false,
|
| 4 |
+
"seq_len": 96,
|
| 5 |
+
"horizon": 16,
|
| 6 |
+
"patch_len": 8,
|
| 7 |
+
"d_model": 128,
|
| 8 |
+
"nhead": 8,
|
| 9 |
+
"n_layers": 6,
|
| 10 |
+
"dropout": 0.1,
|
| 11 |
+
"epochs": 100,
|
| 12 |
+
"batch_size": 64,
|
| 13 |
+
"lr": 0.001,
|
| 14 |
+
"weight_decay": 0.0001,
|
| 15 |
+
"seed": 42,
|
| 16 |
+
"n_features": 31,
|
| 17 |
+
"n_train_windows": 174974,
|
| 18 |
+
"n_val_windows": 5361,
|
| 19 |
+
"out_dir": "/work/heimdall/models/forecaster/f13/seed-42"
|
| 20 |
+
}
|
f13/seed-42/model.pt
ADDED
|
@@ -0,0 +1,3 @@
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|
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|
|
| 1 |
+
version https://git-lfs.github.com/spec/v1
|
| 2 |
+
oid sha256:6fb29bc022ea4756cf22a0d28b5b88d14c835f38a6f2a15f937f1445eb03174b
|
| 3 |
+
size 5212610
|
f13/seed-42/stats.pkl
ADDED
|
@@ -0,0 +1,3 @@
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| 1 |
+
version https://git-lfs.github.com/spec/v1
|
| 2 |
+
oid sha256:d88f329fa4e80cbd2d211b9e77c56cb079f3f43bd30b730070c6ab25a7ca95b6
|
| 3 |
+
size 1409
|
f1_lgbm/MODEL_CARD.md
ADDED
|
@@ -0,0 +1,34 @@
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|
| 1 |
+
# f1_lgbm — model card
|
| 2 |
+
|
| 3 |
+
Auto-generated by `tools/generate_model_cards.py` on 2026-05-17.
|
| 4 |
+
|
| 5 |
+
## Default configuration (out-of-box hyperparameters)
|
| 6 |
+
|
| 7 |
+
_(no config.json schema; see trainer source)_
|
| 8 |
+
|
| 9 |
+
## Feature set (1 columns)
|
| 10 |
+
|
| 11 |
+
- `(univariate: imbalance_price_dkk_mwh_15min)`
|
| 12 |
+
|
| 13 |
+
## Frozen-seed results (5 seeds: 13, 42, 137, 1729, 31415)
|
| 14 |
+
|
| 15 |
+
| Metric | Value |
|
| 16 |
+
|---|---|
|
| 17 |
+
| Val pinball mean (DKK) | **262.18 ± 0.08** |
|
| 18 |
+
| Raw [q10, q90] coverage | 58.93 ± 0.09% |
|
| 19 |
+
| ACI marginal coverage (target 90%) | 89.71 ± 0.02% |
|
| 20 |
+
| ACI mean width (DKK) | 2419.28 ± 21.56 |
|
| 21 |
+
| Inference runtime (s) | — |
|
| 22 |
+
|
| 23 |
+
## Provenance
|
| 24 |
+
|
| 25 |
+
- Trained on `data/processed/dk1_panel_{train, val}.parquet` (FX-corrected 2026-05-16)
|
| 26 |
+
- Seeds: `[13, 42, 137, 1729, 31415]` (frozen project-wide)
|
| 27 |
+
- Train cutoff: 2025-02-28 UTC
|
| 28 |
+
- Val window: 2025-03-04 → 2025-04-30 UTC (post-EAM regime)
|
| 29 |
+
- Per-seed artifacts at `models/forecaster/f1_lgbm/seed-<n>/`:
|
| 30 |
+
- `model.pt` / `model.npz` — weights
|
| 31 |
+
- `stats.pkl` — train-stat normalization (mean/std/target stats)
|
| 32 |
+
- `val_preds.npz` — quantile predictions on val
|
| 33 |
+
- `metrics.json` — pinball / coverage / ACI numbers
|
| 34 |
+
- `aci_state.json` — final ACI state (α_t, buffer)
|
f1_lgbm/seed-13/stats.pkl
ADDED
|
@@ -0,0 +1,3 @@
|
|
|
|
|
|
|
|
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|
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|
| 1 |
+
version https://git-lfs.github.com/spec/v1
|
| 2 |
+
oid sha256:f42b420df6e276c4b8addf55410d19405be8277d42ca1a294a3bee1b079d1a84
|
| 3 |
+
size 362
|
f1_lgbm/seed-137/stats.pkl
ADDED
|
@@ -0,0 +1,3 @@
|
|
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|
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|
| 1 |
+
version https://git-lfs.github.com/spec/v1
|
| 2 |
+
oid sha256:f42b420df6e276c4b8addf55410d19405be8277d42ca1a294a3bee1b079d1a84
|
| 3 |
+
size 362
|
f1_lgbm/seed-1729/stats.pkl
ADDED
|
@@ -0,0 +1,3 @@
|
|
|
|
|
|
|
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|
|
|
|
| 1 |
+
version https://git-lfs.github.com/spec/v1
|
| 2 |
+
oid sha256:f42b420df6e276c4b8addf55410d19405be8277d42ca1a294a3bee1b079d1a84
|
| 3 |
+
size 362
|
f1_lgbm/seed-31415/stats.pkl
ADDED
|
@@ -0,0 +1,3 @@
|
|
|
|
|
|
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|
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|
|
|
|
| 1 |
+
version https://git-lfs.github.com/spec/v1
|
| 2 |
+
oid sha256:f42b420df6e276c4b8addf55410d19405be8277d42ca1a294a3bee1b079d1a84
|
| 3 |
+
size 362
|
f1_lgbm/seed-42/stats.pkl
ADDED
|
@@ -0,0 +1,3 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
version https://git-lfs.github.com/spec/v1
|
| 2 |
+
oid sha256:f42b420df6e276c4b8addf55410d19405be8277d42ca1a294a3bee1b079d1a84
|
| 3 |
+
size 362
|
f2_blr/MODEL_CARD.md
ADDED
|
@@ -0,0 +1,34 @@
|
|
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|
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|
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|
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|
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|
|
|
|
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|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
# f2_blr — model card
|
| 2 |
+
|
| 3 |
+
Auto-generated by `tools/generate_model_cards.py` on 2026-05-17.
|
| 4 |
+
|
| 5 |
+
## Default configuration (out-of-box hyperparameters)
|
| 6 |
+
|
| 7 |
+
_(no config.json schema; see trainer source)_
|
| 8 |
+
|
| 9 |
+
## Feature set (1 columns)
|
| 10 |
+
|
| 11 |
+
- `(univariate: imbalance_price_dkk_mwh_15min)`
|
| 12 |
+
|
| 13 |
+
## Frozen-seed results (5 seeds: 13, 42, 137, 1729, 31415)
|
| 14 |
+
|
| 15 |
+
| Metric | Value |
|
| 16 |
+
|---|---|
|
| 17 |
+
| Val pinball mean (DKK) | **382.13 ± 0.00** |
|
| 18 |
+
| Raw [q10, q90] coverage | 61.33 ± 0.00% |
|
| 19 |
+
| ACI marginal coverage (target 90%) | 89.24 ± 0.00% |
|
| 20 |
+
| ACI mean width (DKK) | 4438.15 ± 0.00 |
|
| 21 |
+
| Inference runtime (s) | — |
|
| 22 |
+
|
| 23 |
+
## Provenance
|
| 24 |
+
|
| 25 |
+
- Trained on `data/processed/dk1_panel_{train, val}.parquet` (FX-corrected 2026-05-16)
|
| 26 |
+
- Seeds: `[13, 42, 137, 1729, 31415]` (frozen project-wide)
|
| 27 |
+
- Train cutoff: 2025-02-28 UTC
|
| 28 |
+
- Val window: 2025-03-04 → 2025-04-30 UTC (post-EAM regime)
|
| 29 |
+
- Per-seed artifacts at `models/forecaster/f2_blr/seed-<n>/`:
|
| 30 |
+
- `model.pt` / `model.npz` — weights
|
| 31 |
+
- `stats.pkl` — train-stat normalization (mean/std/target stats)
|
| 32 |
+
- `val_preds.npz` — quantile predictions on val
|
| 33 |
+
- `metrics.json` — pinball / coverage / ACI numbers
|
| 34 |
+
- `aci_state.json` — final ACI state (α_t, buffer)
|
f2_blr/seed-13/stats.pkl
ADDED
|
@@ -0,0 +1,3 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
version https://git-lfs.github.com/spec/v1
|
| 2 |
+
oid sha256:f42b420df6e276c4b8addf55410d19405be8277d42ca1a294a3bee1b079d1a84
|
| 3 |
+
size 362
|
f2_blr/seed-137/stats.pkl
ADDED
|
@@ -0,0 +1,3 @@
|
|
|
|
|
|
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|
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|
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|
|
| 1 |
+
version https://git-lfs.github.com/spec/v1
|
| 2 |
+
oid sha256:f42b420df6e276c4b8addf55410d19405be8277d42ca1a294a3bee1b079d1a84
|
| 3 |
+
size 362
|
f2_blr/seed-1729/stats.pkl
ADDED
|
@@ -0,0 +1,3 @@
|
|
|
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|
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|
|
| 1 |
+
version https://git-lfs.github.com/spec/v1
|
| 2 |
+
oid sha256:f42b420df6e276c4b8addf55410d19405be8277d42ca1a294a3bee1b079d1a84
|
| 3 |
+
size 362
|