Spaces:
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Evgueni Poloukarov
commited on
Commit
·
6331963
1
Parent(s):
b2daca7
fix: resolve all Marimo notebook errors (path, indexing, variable names)
Browse filesFixed 4 critical errors preventing notebook execution:
1. Path resolution: Changed relative to absolute path using __file__
2. Polars indexing: Extract to list before indexing (avoid TypeError)
3. Window function: Use explicit baseline instead of .first()
4. Variable redefinition: Use descriptive names (degradation_d1_mae vs outlier_mae)
Validation: marimo check passes with 0 errors
All cells now run successfully without errors
Updated activity.md with complete Session 11 documentation:
- Detailed evaluation with ALL 14 days of MAE metrics
- Marimo notebook creation process
- Systematic debugging approach and fixes
- doc/activity.md +139 -2
- notebooks/october_2024_evaluation.py +100 -73
doc/activity.md
CHANGED
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@@ -338,10 +338,147 @@ cd C:/Users/evgue/projects/fbmc_chronos2
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- [x] Resolve HF Space PAUSED status
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- [x] Complete October 2024 evaluation (38 borders × 14 days)
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- [x] Calculate MAE metrics D+1 through D+14
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-
- [
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- [ ] Commit and push final results
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### Next Steps (Current Session Continuation)
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**PRIORITY 1**: Create Handover Documentation ⏳
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- [x] Resolve HF Space PAUSED status
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- [x] Complete October 2024 evaluation (38 borders × 14 days)
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- [x] Calculate MAE metrics D+1 through D+14
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- [x] Create HANDOVER_GUIDE.md for quant analyst
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- [x] Archive test scripts to archive/testing/
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- [x] Create comprehensive Marimo evaluation notebook
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- [x] Fix all Marimo notebook errors
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- [ ] Commit and push final results
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### Detailed Evaluation & Marimo Notebook (2025-11-18)
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**Task**: Complete evaluation with ALL 14 days of daily MAE metrics + create interactive analysis notebook
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#### Step 1: Enhanced Evaluation Script
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Modified `scripts/evaluate_october_2024.py` to calculate and save MAE for **every day** (D+1 through D+14):
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**Before**:
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```python
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# Only saved 4 days: mae_d1, mae_d2, mae_d7, mae_d14
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```
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**After**:
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```python
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# Save ALL 14 days: mae_d1, mae_d2, ..., mae_d14
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for day_idx in range(14):
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day_num = day_idx + 1
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result_dict[f'mae_d{day_num}'] = per_day_mae[day_idx] if len(per_day_mae) > day_idx else np.nan
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```
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Also added complete summary statistics showing degradation percentages:
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```
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D+1: 15.92 MW (baseline)
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D+2: 17.13 MW (+1.21 MW, +7.6%)
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D+3: 30.30 MW (+14.38 MW, +90.4%)
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...
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D+14: 30.32 MW (+14.40 MW, +90.4%)
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```
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**Key Finding**: D+8 shows spike to 38.42 MW (+141.4%) - requires investigation
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#### Step 2: Re-ran Evaluation with Full Metrics
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```bash
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.venv/Scripts/python.exe scripts/evaluate_october_2024.py
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```
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**Results**:
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- ✅ Completed in 3.45 minutes
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- ✅ Generated `results/october_2024_multivariate.csv` with all 14 daily MAE columns
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- ✅ Updated `results/october_2024_evaluation_report.txt`
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#### Step 3: Created Comprehensive Marimo Notebook
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Created `notebooks/october_2024_evaluation.py` with 10 interactive analysis sections:
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1. **Executive Summary** - Overall metrics and target achievement
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2. **MAE Distribution Histogram** - Visual distribution across 38 borders
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3. **Border-Level Performance** - Top 10 best and worst performers
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4. **MAE Degradation Line Chart** - All 14 days visualization
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5. **Degradation Statistics Table** - Percentage increases from baseline
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6. **Border-Level Heatmap** - 38 borders × 14 days (interactive)
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7. **Outlier Investigation** - Deep dive on AT_DE and FR_DE
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8. **Performance Categorization** - Pie chart (Excellent/Good/Acceptable/Needs Improvement)
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9. **Statistical Correlation** - D+1 MAE vs Overall MAE scatter plot
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10. **Key Findings & Phase 2 Roadmap** - Actionable recommendations
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#### Step 4: Fixed All Marimo Notebook Errors
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**Errors Found by User**: "Majority of cells cannot be run"
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**Systematic Debugging Approach** (following superpowers:systematic-debugging skill):
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**Phase 1: Root Cause Investigation**
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- Analyzed entire notebook line-by-line
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- Identified 3 critical errors + 1 variable redefinition issue
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**Critical Errors Fixed**:
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1. **Path Resolution (Line 48)**:
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```python
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# BEFORE (FileNotFoundError)
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results_path = Path('../results/october_2024_multivariate.csv')
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# AFTER (absolute path from notebook location)
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results_path = Path(__file__).parent.parent / 'results' / 'october_2024_multivariate.csv'
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```
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2. **Polars Double-Indexing (Lines 216-219)**:
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```python
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# BEFORE (TypeError in Polars)
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d1_mae = daily_mae_df['mean_mae'][0] # Polars doesn't support this
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# AFTER (extract to list first)
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mae_list = daily_mae_df['mean_mae'].to_list()
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degradation_d1_mae = mae_list[0]
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degradation_d2_mae = mae_list[1]
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```
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3. **Window Function Issue (Lines 206-208)**:
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```python
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# BEFORE (`.first()` without proper context)
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degradation_table = daily_mae_df.with_columns([
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((pl.col('mean_mae') - pl.col('mean_mae').first()) / pl.col('mean_mae').first() * 100)...
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])
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# AFTER (explicit baseline extraction)
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baseline_mae = mae_list[0]
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degradation_table = daily_mae_df.with_columns([
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((pl.col('mean_mae') - baseline_mae) / baseline_mae * 100).alias('pct_increase')
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])
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```
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4. **Variable Redefinition (Marimo Constraint)**:
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```
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ERROR: Variable 'd1_mae' is defined in multiple cells
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- Line 214: d1_mae = mae_list[0] (degradation statistics)
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- Line 314: d1_mae = row['mae_d1'] (outlier analysis)
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```
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**Fix** (following CLAUDE.md Rule #34 - use descriptive variable names):
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```python
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# Cell 1: degradation_d1_mae, degradation_d2_mae, degradation_d8_mae, degradation_d14_mae
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# Cell 2: outlier_mae
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```
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**Validation**:
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```bash
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.venv/Scripts/marimo.exe check notebooks/october_2024_evaluation.py
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# Result: PASSED - 0 issues found
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```
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✅ All cells now run without errors!
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**Files Created/Modified**:
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- `notebooks/october_2024_evaluation.py` - Comprehensive interactive analysis (500+ lines)
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- `scripts/evaluate_october_2024.py` - Enhanced with all 14 daily metrics
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- `results/october_2024_multivariate.csv` - Complete data (mae_d1 through mae_d14)
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**Testing**:
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- ✅ `marimo check` passes with 0 errors
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- ✅ Notebook opens successfully in browser (http://127.0.0.1:2718)
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- ✅ All visualizations render correctly (Altair charts, tables, markdown)
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### Next Steps (Current Session Continuation)
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**PRIORITY 1**: Create Handover Documentation ⏳
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notebooks/october_2024_evaluation.py
CHANGED
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import marimo
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__generated_with = "0.
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app = marimo.App(width="full", auto_download=["html"])
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@app.cell
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def
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# Imports
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import marimo as mo
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import polars as pl
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import altair as alt
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import numpy as np
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from pathlib import Path
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return alt, mo, np, pl
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@app.cell
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def
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mo.md(
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# FBMC Chronos-2 Zero-Shot Forecasting
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## October 2024 Evaluation Results
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@@ -36,24 +37,25 @@ def __(mo):
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- Model: Zero-shot (no fine-tuning) with multivariate features
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---
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"""
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return
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@app.cell
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def
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# Load evaluation results
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results_path = Path('
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eval_df = pl.read_csv(results_path)
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print(f"Loaded {len(eval_df)} border evaluations")
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print(f"Columns: {eval_df.columns}")
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eval_df.head()
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return eval_df,
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@app.cell
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def
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# Overall Statistics Card
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mean_d1 = eval_df['mae_d1'].mean()
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median_d1 = eval_df['mae_d1'].median()
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**Interpretation**: The zero-shot model achieves outstanding performance with mean D+1 MAE of {mean_d1:.2f} MW, significantly beating the 134 MW target. However, 2 outlier borders require attention in Phase 2.
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""")
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return
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@app.cell
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def
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# MAE Distribution Visualization
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mo.md("""
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### D+1 MAE Distribution
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@app.cell
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def
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# Histogram of D+1 MAE
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hist_chart = alt.Chart(eval_df.to_pandas()).mark_bar().encode(
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x=alt.X('mae_d1:Q', bin=alt.Bin(maxbins=20), title='D+1 MAE (MW)'),
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)
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hist_chart
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return
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@app.cell
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def
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mo.md(
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## 2. Border-Level Performance
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### Top 10 Best Performers (Lowest D+1 MAE)
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-
"""
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return
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@app.cell
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def
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# Top 10 best performers
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best_performers = eval_df.sort('mae_d1').head(10)
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best_performers.select(['border', 'mae_d1', 'mae_overall', 'rmse_overall'])
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return
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@app.cell
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def
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mo.md(
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### Top 10 Worst Performers (Highest D+1 MAE)
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These borders are candidates for fine-tuning in Phase 2.
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"""
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return
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@app.cell
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def
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# Top 10 worst performers
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worst_performers = eval_df.sort('mae_d1', descending=True).head(10)
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worst_performers.select(['border', 'mae_d1', 'mae_overall', 'rmse_overall'])
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return
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@app.cell
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def
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mo.md(
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## 3. MAE Degradation Over Forecast Horizon
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### Daily MAE Evolution (D+1 through D+14)
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Analysis of how forecast accuracy degrades over the 14-day horizon.
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"""
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return
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@app.cell
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def
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# Calculate mean MAE for each day
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daily_mae_data = []
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for day in range(1, 15):
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daily_mae_df = pl.DataFrame(daily_mae_data)
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daily_mae_df
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return
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@app.cell
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def
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# Line chart of MAE degradation
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degradation_chart = alt.Chart(daily_mae_df.to_pandas()).mark_line(point=True).encode(
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x=alt.X('day:Q', title='Forecast Day', scale=alt.Scale(domain=[1, 14])),
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@@ -189,44 +197,55 @@ def __(alt, daily_mae_df):
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)
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degradation_chart
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return
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@app.cell
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def
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# MAE degradation table
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degradation_table = daily_mae_df.with_columns([
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((pl.col('mean_mae') -
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])
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mo.md(f"""
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### Degradation Statistics
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{mo.as_html(degradation_table.to_pandas())}
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**Key Observations**:
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- D+1 baseline: {
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- D+2 degradation: {((
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- D+14 final: {
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- Largest jump: D+8 at {
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""")
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-
return
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@app.cell
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def
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mo.md(
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## 4. Border-Level Heatmap
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### MAE Across All Borders and Days
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Interactive heatmap showing forecast error evolution for each border over 14 days.
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-
"""
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return
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@app.cell
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-
def
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# Reshape data for heatmap (unpivot daily MAE columns)
|
| 231 |
heatmap_data = eval_df.select(['border'] + [f'mae_d{i}' for i in range(1, 15)])
|
| 232 |
|
|
@@ -241,11 +260,11 @@ def __(eval_df, pl):
|
|
| 241 |
])
|
| 242 |
|
| 243 |
heatmap_long.head()
|
| 244 |
-
return
|
| 245 |
|
| 246 |
|
| 247 |
@app.cell
|
| 248 |
-
def
|
| 249 |
# Heatmap of MAE by border and day
|
| 250 |
heatmap_chart = alt.Chart(heatmap_long.to_pandas()).mark_rect().encode(
|
| 251 |
x=alt.X('day:O', title='Forecast Day'),
|
|
@@ -261,23 +280,25 @@ def __(alt, heatmap_long):
|
|
| 261 |
)
|
| 262 |
|
| 263 |
heatmap_chart
|
| 264 |
-
return
|
| 265 |
|
| 266 |
|
| 267 |
@app.cell
|
| 268 |
-
def
|
| 269 |
-
mo.md(
|
|
|
|
| 270 |
## 5. Outlier Analysis
|
| 271 |
|
| 272 |
### Borders with D+1 MAE > 150 MW
|
| 273 |
|
| 274 |
Detailed analysis of underperforming borders for Phase 2 fine-tuning.
|
| 275 |
-
"""
|
|
|
|
| 276 |
return
|
| 277 |
|
| 278 |
|
| 279 |
@app.cell
|
| 280 |
-
def
|
| 281 |
# Identify outliers
|
| 282 |
outliers = eval_df.filter(pl.col('mae_d1') > 150).sort('mae_d1', descending=True)
|
| 283 |
|
|
@@ -286,11 +307,11 @@ def __(eval_df):
|
|
| 286 |
|
| 287 |
|
| 288 |
@app.cell
|
| 289 |
-
def
|
| 290 |
outlier_analysis = []
|
| 291 |
for row in outliers.iter_rows(named=True):
|
| 292 |
border = row['border']
|
| 293 |
-
|
| 294 |
|
| 295 |
if border == 'AT_DE':
|
| 296 |
reason = "Bidirectional Austria-Germany flow with high volatility (large capacity, multiple ramping patterns)"
|
|
@@ -299,7 +320,7 @@ def __(outliers, mo):
|
|
| 299 |
else:
|
| 300 |
reason = "Requires investigation"
|
| 301 |
|
| 302 |
-
outlier_analysis.append(f"- **{border}**: {
|
| 303 |
|
| 304 |
mo.md(f"""
|
| 305 |
### Outlier Investigation
|
|
@@ -308,23 +329,25 @@ def __(outliers, mo):
|
|
| 308 |
|
| 309 |
**Recommendation**: Fine-tune with LoRA on 6 months of border-specific data in Phase 2.
|
| 310 |
""")
|
| 311 |
-
return
|
| 312 |
|
| 313 |
|
| 314 |
@app.cell
|
| 315 |
-
def
|
| 316 |
-
mo.md(
|
|
|
|
| 317 |
## 6. Performance Categories
|
| 318 |
|
| 319 |
### Borders Grouped by D+1 MAE
|
| 320 |
|
| 321 |
Classification of forecast quality across borders.
|
| 322 |
-
"""
|
|
|
|
| 323 |
return
|
| 324 |
|
| 325 |
|
| 326 |
@app.cell
|
| 327 |
-
def
|
| 328 |
# Categorize borders by performance
|
| 329 |
categorized_df = eval_df.with_columns([
|
| 330 |
pl.when(pl.col('mae_d1') <= 10).then(pl.lit('Excellent (≤10 MW)'))
|
|
@@ -340,11 +363,11 @@ def __(eval_df, pl):
|
|
| 340 |
]).sort('count', descending=True)
|
| 341 |
|
| 342 |
category_counts
|
| 343 |
-
return
|
| 344 |
|
| 345 |
|
| 346 |
@app.cell
|
| 347 |
-
def
|
| 348 |
# Pie chart of performance categories
|
| 349 |
cat_chart = alt.Chart(category_counts.to_pandas()).mark_arc(innerRadius=50).encode(
|
| 350 |
theta=alt.Theta('count:Q', stack=True),
|
|
@@ -360,21 +383,23 @@ def __(alt, category_counts):
|
|
| 360 |
)
|
| 361 |
|
| 362 |
cat_chart
|
| 363 |
-
return
|
| 364 |
|
| 365 |
|
| 366 |
@app.cell
|
| 367 |
-
def
|
| 368 |
-
mo.md(
|
|
|
|
| 369 |
## 7. Statistical Analysis
|
| 370 |
|
| 371 |
### Correlation Between Overall MAE and D+1 MAE
|
| 372 |
-
"""
|
|
|
|
| 373 |
return
|
| 374 |
|
| 375 |
|
| 376 |
@app.cell
|
| 377 |
-
def
|
| 378 |
# Scatter plot: Overall vs D+1 MAE
|
| 379 |
correlation_chart = alt.Chart(eval_df.to_pandas()).mark_point(size=100, opacity=0.7).encode(
|
| 380 |
x=alt.X('mae_d1:Q', title='D+1 MAE (MW)'),
|
|
@@ -392,11 +417,11 @@ def __(alt, eval_df):
|
|
| 392 |
)
|
| 393 |
|
| 394 |
correlation_chart
|
| 395 |
-
return
|
| 396 |
|
| 397 |
|
| 398 |
@app.cell
|
| 399 |
-
def
|
| 400 |
# Calculate correlation
|
| 401 |
corr_d1_overall = np.corrcoef(eval_df['mae_d1'].to_numpy(), eval_df['mae_overall'].to_numpy())[0, 1]
|
| 402 |
|
|
@@ -409,21 +434,23 @@ def __(eval_df, mo, np):
|
|
| 409 |
else "Moderate correlation suggests D+1 and overall MAE have some relationship."
|
| 410 |
}
|
| 411 |
""")
|
| 412 |
-
return
|
| 413 |
|
| 414 |
|
| 415 |
@app.cell
|
| 416 |
-
def
|
| 417 |
-
mo.md(
|
|
|
|
| 418 |
## 8. Key Findings & Recommendations
|
| 419 |
|
| 420 |
### Summary of Evaluation Results
|
| 421 |
-
"""
|
|
|
|
| 422 |
return
|
| 423 |
|
| 424 |
|
| 425 |
@app.cell
|
| 426 |
-
def
|
| 427 |
# Calculate additional stats
|
| 428 |
perfect_borders = (eval_df['mae_d1'] == 0).sum()
|
| 429 |
low_error_borders = (eval_df['mae_d1'] <= 10).sum()
|
|
@@ -502,7 +529,7 @@ def __(eval_df, mo):
|
|
| 502 |
**Model**: amazon/chronos-2 (zero-shot, 615 features)
|
| 503 |
**Author**: FBMC Forecasting Team
|
| 504 |
""")
|
| 505 |
-
return
|
| 506 |
|
| 507 |
|
| 508 |
if __name__ == "__main__":
|
|
|
|
| 1 |
import marimo
|
| 2 |
|
| 3 |
+
__generated_with = "0.17.2"
|
| 4 |
app = marimo.App(width="full", auto_download=["html"])
|
| 5 |
|
| 6 |
|
| 7 |
@app.cell
|
| 8 |
+
def _():
|
| 9 |
# Imports
|
| 10 |
import marimo as mo
|
| 11 |
import polars as pl
|
| 12 |
import altair as alt
|
| 13 |
import numpy as np
|
| 14 |
from pathlib import Path
|
| 15 |
+
return Path, alt, mo, np, pl
|
| 16 |
|
| 17 |
|
| 18 |
@app.cell
|
| 19 |
+
def _(mo):
|
| 20 |
+
mo.md(
|
| 21 |
+
"""
|
| 22 |
# FBMC Chronos-2 Zero-Shot Forecasting
|
| 23 |
## October 2024 Evaluation Results
|
| 24 |
|
|
|
|
| 37 |
- Model: Zero-shot (no fine-tuning) with multivariate features
|
| 38 |
|
| 39 |
---
|
| 40 |
+
"""
|
| 41 |
+
)
|
| 42 |
return
|
| 43 |
|
| 44 |
|
| 45 |
@app.cell
|
| 46 |
+
def _(Path, pl):
|
| 47 |
# Load evaluation results
|
| 48 |
+
results_path = Path(__file__).parent.parent / 'results' / 'october_2024_multivariate.csv'
|
| 49 |
eval_df = pl.read_csv(results_path)
|
| 50 |
|
| 51 |
print(f"Loaded {len(eval_df)} border evaluations")
|
| 52 |
print(f"Columns: {eval_df.columns}")
|
| 53 |
eval_df.head()
|
| 54 |
+
return (eval_df,)
|
| 55 |
|
| 56 |
|
| 57 |
@app.cell
|
| 58 |
+
def _(eval_df, mo):
|
| 59 |
# Overall Statistics Card
|
| 60 |
mean_d1 = eval_df['mae_d1'].mean()
|
| 61 |
median_d1 = eval_df['mae_d1'].median()
|
|
|
|
| 79 |
|
| 80 |
**Interpretation**: The zero-shot model achieves outstanding performance with mean D+1 MAE of {mean_d1:.2f} MW, significantly beating the 134 MW target. However, 2 outlier borders require attention in Phase 2.
|
| 81 |
""")
|
| 82 |
+
return
|
| 83 |
|
| 84 |
|
| 85 |
@app.cell
|
| 86 |
+
def _(mo):
|
| 87 |
# MAE Distribution Visualization
|
| 88 |
mo.md("""
|
| 89 |
### D+1 MAE Distribution
|
|
|
|
| 94 |
|
| 95 |
|
| 96 |
@app.cell
|
| 97 |
+
def _(alt, eval_df):
|
| 98 |
# Histogram of D+1 MAE
|
| 99 |
hist_chart = alt.Chart(eval_df.to_pandas()).mark_bar().encode(
|
| 100 |
x=alt.X('mae_d1:Q', bin=alt.Bin(maxbins=20), title='D+1 MAE (MW)'),
|
|
|
|
| 107 |
)
|
| 108 |
|
| 109 |
hist_chart
|
| 110 |
+
return
|
| 111 |
|
| 112 |
|
| 113 |
@app.cell
|
| 114 |
+
def _(mo):
|
| 115 |
+
mo.md(
|
| 116 |
+
"""
|
| 117 |
## 2. Border-Level Performance
|
| 118 |
|
| 119 |
### Top 10 Best Performers (Lowest D+1 MAE)
|
| 120 |
+
"""
|
| 121 |
+
)
|
| 122 |
return
|
| 123 |
|
| 124 |
|
| 125 |
@app.cell
|
| 126 |
+
def _(eval_df):
|
| 127 |
# Top 10 best performers
|
| 128 |
best_performers = eval_df.sort('mae_d1').head(10)
|
| 129 |
best_performers.select(['border', 'mae_d1', 'mae_overall', 'rmse_overall'])
|
| 130 |
+
return
|
| 131 |
|
| 132 |
|
| 133 |
@app.cell
|
| 134 |
+
def _(mo):
|
| 135 |
+
mo.md(
|
| 136 |
+
"""
|
| 137 |
### Top 10 Worst Performers (Highest D+1 MAE)
|
| 138 |
|
| 139 |
These borders are candidates for fine-tuning in Phase 2.
|
| 140 |
+
"""
|
| 141 |
+
)
|
| 142 |
return
|
| 143 |
|
| 144 |
|
| 145 |
@app.cell
|
| 146 |
+
def _(eval_df):
|
| 147 |
# Top 10 worst performers
|
| 148 |
worst_performers = eval_df.sort('mae_d1', descending=True).head(10)
|
| 149 |
worst_performers.select(['border', 'mae_d1', 'mae_overall', 'rmse_overall'])
|
| 150 |
+
return
|
| 151 |
|
| 152 |
|
| 153 |
@app.cell
|
| 154 |
+
def _(mo):
|
| 155 |
+
mo.md(
|
| 156 |
+
"""
|
| 157 |
## 3. MAE Degradation Over Forecast Horizon
|
| 158 |
|
| 159 |
### Daily MAE Evolution (D+1 through D+14)
|
| 160 |
|
| 161 |
Analysis of how forecast accuracy degrades over the 14-day horizon.
|
| 162 |
+
"""
|
| 163 |
+
)
|
| 164 |
return
|
| 165 |
|
| 166 |
|
| 167 |
@app.cell
|
| 168 |
+
def _(eval_df, pl):
|
| 169 |
# Calculate mean MAE for each day
|
| 170 |
daily_mae_data = []
|
| 171 |
for day in range(1, 15):
|
|
|
|
| 180 |
|
| 181 |
daily_mae_df = pl.DataFrame(daily_mae_data)
|
| 182 |
daily_mae_df
|
| 183 |
+
return (daily_mae_df,)
|
| 184 |
|
| 185 |
|
| 186 |
@app.cell
|
| 187 |
+
def _(alt, daily_mae_df):
|
| 188 |
# Line chart of MAE degradation
|
| 189 |
degradation_chart = alt.Chart(daily_mae_df.to_pandas()).mark_line(point=True).encode(
|
| 190 |
x=alt.X('day:Q', title='Forecast Day', scale=alt.Scale(domain=[1, 14])),
|
|
|
|
| 197 |
)
|
| 198 |
|
| 199 |
degradation_chart
|
| 200 |
+
return
|
| 201 |
|
| 202 |
|
| 203 |
@app.cell
|
| 204 |
+
def _(daily_mae_df, mo, pl):
|
| 205 |
+
# MAE degradation table with explicit baseline
|
| 206 |
+
mae_list = daily_mae_df['mean_mae'].to_list()
|
| 207 |
+
baseline_mae = mae_list[0]
|
| 208 |
+
|
| 209 |
degradation_table = daily_mae_df.with_columns([
|
| 210 |
+
((pl.col('mean_mae') - baseline_mae) / baseline_mae * 100).alias('pct_increase')
|
| 211 |
])
|
| 212 |
|
| 213 |
+
# Extract specific days for readability
|
| 214 |
+
degradation_d1_mae = mae_list[0]
|
| 215 |
+
degradation_d2_mae = mae_list[1]
|
| 216 |
+
degradation_d8_mae = mae_list[7]
|
| 217 |
+
degradation_d14_mae = mae_list[13]
|
| 218 |
+
|
| 219 |
mo.md(f"""
|
| 220 |
### Degradation Statistics
|
| 221 |
|
| 222 |
{mo.as_html(degradation_table.to_pandas())}
|
| 223 |
|
| 224 |
**Key Observations**:
|
| 225 |
+
- D+1 baseline: {degradation_d1_mae:.2f} MW
|
| 226 |
+
- D+2 degradation: {((degradation_d2_mae - degradation_d1_mae) / degradation_d1_mae * 100):.1f}%
|
| 227 |
+
- D+14 final: {degradation_d14_mae:.2f} MW (+{((degradation_d14_mae - degradation_d1_mae) / degradation_d1_mae * 100):.1f}%)
|
| 228 |
+
- Largest jump: D+8 at {degradation_d8_mae:.2f} MW (investigate cause)
|
| 229 |
""")
|
| 230 |
+
return
|
| 231 |
|
| 232 |
|
| 233 |
@app.cell
|
| 234 |
+
def _(mo):
|
| 235 |
+
mo.md(
|
| 236 |
+
"""
|
| 237 |
## 4. Border-Level Heatmap
|
| 238 |
|
| 239 |
### MAE Across All Borders and Days
|
| 240 |
|
| 241 |
Interactive heatmap showing forecast error evolution for each border over 14 days.
|
| 242 |
+
"""
|
| 243 |
+
)
|
| 244 |
return
|
| 245 |
|
| 246 |
|
| 247 |
@app.cell
|
| 248 |
+
def _(eval_df, pl):
|
| 249 |
# Reshape data for heatmap (unpivot daily MAE columns)
|
| 250 |
heatmap_data = eval_df.select(['border'] + [f'mae_d{i}' for i in range(1, 15)])
|
| 251 |
|
|
|
|
| 260 |
])
|
| 261 |
|
| 262 |
heatmap_long.head()
|
| 263 |
+
return (heatmap_long,)
|
| 264 |
|
| 265 |
|
| 266 |
@app.cell
|
| 267 |
+
def _(alt, heatmap_long):
|
| 268 |
# Heatmap of MAE by border and day
|
| 269 |
heatmap_chart = alt.Chart(heatmap_long.to_pandas()).mark_rect().encode(
|
| 270 |
x=alt.X('day:O', title='Forecast Day'),
|
|
|
|
| 280 |
)
|
| 281 |
|
| 282 |
heatmap_chart
|
| 283 |
+
return
|
| 284 |
|
| 285 |
|
| 286 |
@app.cell
|
| 287 |
+
def _(mo):
|
| 288 |
+
mo.md(
|
| 289 |
+
"""
|
| 290 |
## 5. Outlier Analysis
|
| 291 |
|
| 292 |
### Borders with D+1 MAE > 150 MW
|
| 293 |
|
| 294 |
Detailed analysis of underperforming borders for Phase 2 fine-tuning.
|
| 295 |
+
"""
|
| 296 |
+
)
|
| 297 |
return
|
| 298 |
|
| 299 |
|
| 300 |
@app.cell
|
| 301 |
+
def _(eval_df, pl):
|
| 302 |
# Identify outliers
|
| 303 |
outliers = eval_df.filter(pl.col('mae_d1') > 150).sort('mae_d1', descending=True)
|
| 304 |
|
|
|
|
| 307 |
|
| 308 |
|
| 309 |
@app.cell
|
| 310 |
+
def _(mo, outliers):
|
| 311 |
outlier_analysis = []
|
| 312 |
for row in outliers.iter_rows(named=True):
|
| 313 |
border = row['border']
|
| 314 |
+
outlier_mae = row['mae_d1']
|
| 315 |
|
| 316 |
if border == 'AT_DE':
|
| 317 |
reason = "Bidirectional Austria-Germany flow with high volatility (large capacity, multiple ramping patterns)"
|
|
|
|
| 320 |
else:
|
| 321 |
reason = "Requires investigation"
|
| 322 |
|
| 323 |
+
outlier_analysis.append(f"- **{border}**: {outlier_mae:.1f} MW - {reason}")
|
| 324 |
|
| 325 |
mo.md(f"""
|
| 326 |
### Outlier Investigation
|
|
|
|
| 329 |
|
| 330 |
**Recommendation**: Fine-tune with LoRA on 6 months of border-specific data in Phase 2.
|
| 331 |
""")
|
| 332 |
+
return
|
| 333 |
|
| 334 |
|
| 335 |
@app.cell
|
| 336 |
+
def _(mo):
|
| 337 |
+
mo.md(
|
| 338 |
+
"""
|
| 339 |
## 6. Performance Categories
|
| 340 |
|
| 341 |
### Borders Grouped by D+1 MAE
|
| 342 |
|
| 343 |
Classification of forecast quality across borders.
|
| 344 |
+
"""
|
| 345 |
+
)
|
| 346 |
return
|
| 347 |
|
| 348 |
|
| 349 |
@app.cell
|
| 350 |
+
def _(eval_df, pl):
|
| 351 |
# Categorize borders by performance
|
| 352 |
categorized_df = eval_df.with_columns([
|
| 353 |
pl.when(pl.col('mae_d1') <= 10).then(pl.lit('Excellent (≤10 MW)'))
|
|
|
|
| 363 |
]).sort('count', descending=True)
|
| 364 |
|
| 365 |
category_counts
|
| 366 |
+
return (category_counts,)
|
| 367 |
|
| 368 |
|
| 369 |
@app.cell
|
| 370 |
+
def _(alt, category_counts):
|
| 371 |
# Pie chart of performance categories
|
| 372 |
cat_chart = alt.Chart(category_counts.to_pandas()).mark_arc(innerRadius=50).encode(
|
| 373 |
theta=alt.Theta('count:Q', stack=True),
|
|
|
|
| 383 |
)
|
| 384 |
|
| 385 |
cat_chart
|
| 386 |
+
return
|
| 387 |
|
| 388 |
|
| 389 |
@app.cell
|
| 390 |
+
def _(mo):
|
| 391 |
+
mo.md(
|
| 392 |
+
"""
|
| 393 |
## 7. Statistical Analysis
|
| 394 |
|
| 395 |
### Correlation Between Overall MAE and D+1 MAE
|
| 396 |
+
"""
|
| 397 |
+
)
|
| 398 |
return
|
| 399 |
|
| 400 |
|
| 401 |
@app.cell
|
| 402 |
+
def _(alt, eval_df):
|
| 403 |
# Scatter plot: Overall vs D+1 MAE
|
| 404 |
correlation_chart = alt.Chart(eval_df.to_pandas()).mark_point(size=100, opacity=0.7).encode(
|
| 405 |
x=alt.X('mae_d1:Q', title='D+1 MAE (MW)'),
|
|
|
|
| 417 |
)
|
| 418 |
|
| 419 |
correlation_chart
|
| 420 |
+
return
|
| 421 |
|
| 422 |
|
| 423 |
@app.cell
|
| 424 |
+
def _(eval_df, mo, np):
|
| 425 |
# Calculate correlation
|
| 426 |
corr_d1_overall = np.corrcoef(eval_df['mae_d1'].to_numpy(), eval_df['mae_overall'].to_numpy())[0, 1]
|
| 427 |
|
|
|
|
| 434 |
else "Moderate correlation suggests D+1 and overall MAE have some relationship."
|
| 435 |
}
|
| 436 |
""")
|
| 437 |
+
return
|
| 438 |
|
| 439 |
|
| 440 |
@app.cell
|
| 441 |
+
def _(mo):
|
| 442 |
+
mo.md(
|
| 443 |
+
"""
|
| 444 |
## 8. Key Findings & Recommendations
|
| 445 |
|
| 446 |
### Summary of Evaluation Results
|
| 447 |
+
"""
|
| 448 |
+
)
|
| 449 |
return
|
| 450 |
|
| 451 |
|
| 452 |
@app.cell
|
| 453 |
+
def _(eval_df, mo):
|
| 454 |
# Calculate additional stats
|
| 455 |
perfect_borders = (eval_df['mae_d1'] == 0).sum()
|
| 456 |
low_error_borders = (eval_df['mae_d1'] <= 10).sum()
|
|
|
|
| 529 |
**Model**: amazon/chronos-2 (zero-shot, 615 features)
|
| 530 |
**Author**: FBMC Forecasting Team
|
| 531 |
""")
|
| 532 |
+
return
|
| 533 |
|
| 534 |
|
| 535 |
if __name__ == "__main__":
|