---
license: apache-2.0
language: en
library_name: pytorch
tags:
  - forecasting
  - conformal-prediction
  - electricity-markets
  - mFRR
  - DK1
  - quantile-regression
  - patchTST
  - DeepAR
  - TimesFM
  - chronos-bolt
---

# Heimdall forecasters — DK1 imbalance prices

Pre-release research checkpoints for the Heimdall thesis project (BSc Software
Engineering, SDU Sønderborg; industrial partner Danfoss A/S). These weights
predict 15-minute imbalance prices for the Nordic mFRR EAM in bidding zone DK1
under the post-2025-03-04 single-price regime.

This is a **newest-only mirror** — each push replaces the previous revision.
Latest snapshot: **2026-05-17**.

## What's here
Only model weights + normalization stats + cards. Reproducible val/test
metrics, predictions, leaderboard, training logs, and the panel data all live
in the source-of-truth GitHub repository (`phomarkon/heimdall`).

## Per-model layout
```
<F-id>/seed-<n>/
    model.pt | model.npz       # weights
    stats.pkl                  # train-set normalization (mean/std)
    config.json                # architecture + training config
```

## Forecaster zoo
| ID | Family | Notes |
|----|--------|-------|
| F0 | Seasonal AR(24)            | deterministic baseline |
| F1 | Quantile LightGBM          | gradient-boosted quantile trees |
| F2 | Bayesian Linear Regression | closed-form posterior |
| F3 | Deep Ensemble (5× F7)      | aggregation over F7 seeds (ADR-0006) |
| F3-Lite | LSTM DeepAR           | appendix; original day-3 implementation |
| F4 | MC-Dropout transformer     | K=30 over F7 backbones |
| F7 | patchTST + quantile + split-CP | univariate workhorse |
| F8 | patchTST + online ACI      | regime-shift-aware (default in production) |
| F9 | TimesFM-2.0 zero-shot      | foundation model; deterministic |
| F10 | Chronos-Bolt zero-shot    | foundation model; appendix |
| F11 | PriceFM-shaped surrogate  | 8-layer × 192-d patchTST, no public PriceFM weights |

## License
Apache 2.0.

## Citation
```bibtex
@misc{heimdall2026,
  title={Heimdall: A Verifier-Guarded LLM Society for Post-EAM Nordic Balancing Markets},
  author={Konrad, Phongsakon and Adam, Tim Lukas},
  year={2026},
  note={BSc thesis, SDU S{\o}nderborg; industrial partner Danfoss A/S.}
}
```