fbmc-chronos2 / temp_final_summary.txt
Evgueni Poloukarov
revert: remove hour-aware adaptive quantile selection (61% MAE degradation)
ff9fbcf
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JAO DATA STRUCTURE VERIFICATION - FINAL REPORT
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QUESTION: What should be the forecast target for "max capacity in a given direction"?
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1. JAO DATA TYPES IDENTIFIED
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A. DIRECTIONAL FLOW COLUMNS (CZ>PL, PL>CZ format)
- Total: 132 columns (12 x 11 bidirectional combinations)
- Source: MaxBEX dataset from JAO
- Represents: Maximum Bilateral Exchange Capacity (hub-to-hub)
- Type: Commercial trading capacity (MW)
- Includes: ALL zone pairs (physical + virtual borders)
Example values for CZ<->PL:
shape: (5, 3)
┌────────────────────────────────┬────────┬────────┐
│ mtu ┆ CZ>PL ┆ PL>CZ │
│ --- ┆ --- ┆ --- │
│ datetime[ns, Europe/Amsterdam] ┆ f64 ┆ f64 │
╞════════════════════════════════╪════════╪════════╡
│ 2023-10-01 02:00:00 CEST ┆ 2785.0 ┆ 3883.0 │
│ 2023-10-01 03:00:00 CEST ┆ 2711.0 ┆ 3775.0 │
│ 2023-10-01 04:00:00 CEST ┆ 2831.0 ┆ 3787.0 │
│ 2023-10-01 05:00:00 CEST ┆ 2778.0 ┆ 3361.0 │
│ 2023-10-01 06:00:00 CEST ┆ 2744.0 ┆ 3057.0 │
└────────────────────────────────┴────────┴────────┘
Statistics (CZ<->PL):
shape: (1, 6)
┌───────────────┬───────────────┬──────────────┬──────────────┬──────────────┬──────────────┐
│ CZ>PL_mean_MW ┆ PL>CZ_mean_MW ┆ CZ>PL_min_MW ┆ PL>CZ_min_MW ┆ CZ>PL_max_MW ┆ PL>CZ_max_MW │
│ --- ┆ --- ┆ --- ┆ --- ┆ --- ┆ --- │
│ f64 ┆ f64 ┆ f64 ┆ f64 ┆ f64 ┆ f64 │
╞═══════════════╪═══════════════╪══════════════╪══════════════╪══════════════╪══════════════╡
│ 3481.789045 ┆ 2697.566404 ┆ 144.0 ┆ 0.0 ┆ 5699.0 ┆ 4631.0 │
└───────────────┴───────────────┴──────────────┴──────────────┴──────────────┴──────────────┘
B. BORDER COLUMNS (border_CZ_PL format)
- Total: 38 columns
- Source: LTA (Long-Term Allocations) dataset from JAO
- Represents: Pre-allocated capacity from long-term contracts (MW)
- Type: Allocated capacity (reduces available MaxBEX)
- Includes: ONLY physical borders with direct interconnectors
Example values for CZ-PL border:
shape: (5, 3)
┌────────────────────────────────┬──────────────┬──────────────┐
│ mtu ┆ border_CZ_PL ┆ border_PL_CZ │
│ --- ┆ --- ┆ --- │
│ datetime[ns, Europe/Amsterdam] ┆ i64 ┆ i64 │
╞════════════════════════════════╪══════════════╪══════════════╡
│ 2023-10-01 02:00:00 CEST ┆ 0 ┆ 0 │
│ 2023-10-01 03:00:00 CEST ┆ 0 ┆ 0 │
│ 2023-10-01 04:00:00 CEST ┆ 0 ┆ 0 │
│ 2023-10-01 05:00:00 CEST ┆ 0 ┆ 0 │
│ 2023-10-01 06:00:00 CEST ┆ 0 ┆ 0 │
└────────────────────────────────┴──────────────┴──────────────┘
Statistics (CZ-PL border):
shape: (1, 4)
┌──────────────────────┬──────────────────────┬───────────────────────┬───────────────────────┐
│ border_CZ_PL_mean_MW ┆ border_PL_CZ_mean_MW ┆ border_CZ_PL_total_MW ┆ border_PL_CZ_total_MW │
│ --- ┆ --- ┆ --- ┆ --- │
│ f64 ┆ f64 ┆ i64 ┆ i64 │
╞══════════════════════╪══════════════════════╪═══════════════════════╪═══════════════════════╡
│ 0.0 ┆ 9.573358 ┆ 0 ┆ 167955 │
└──────────────────────┴──────────────────────┴───────────────────────┴───────────────────────┘
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2. KEY DIFFERENCES
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DIRECTIONAL COLUMNS (CZ>PL):
- MaxBEX = Commercial trading capacity in specific direction
- CZ>PL != PL>CZ (asymmetric, depends on network constraints)
- Avg CZ>PL: 3,482 MW vs Avg PL>CZ: 2,698 MW (significant difference!)
- Calculated by JAO optimization considering ALL network constraints
- THIS IS THE FORECAST TARGET!
BORDER COLUMNS (border_CZ_PL):
- LTA = Long-term allocated capacity (pre-sold)
- Only exists for 38 physical borders (not all 132 zone pairs)
- Much smaller values (avg border_CZ_PL: 0 MW, border_PL_CZ: 9.6 MW)
- Acts as INPUT/CONSTRAINT to MaxBEX calculation
- NOT a capacity forecast target
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3. RELATIONSHIP BETWEEN MaxBEX AND LTA
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From JAO documentation:
MaxBEX (available capacity) = Optimized capacity - LTA allocations
LTA reduces available MaxBEX because capacity is pre-sold in:
- Yearly auctions
- Monthly auctions
- Other long-term contracts
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4. VERIFICATION: PHYSICAL vs VIRTUAL BORDERS
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Physical borders (with LTA): 38
Total MaxBEX pairs: 132 (12 x 11)
Virtual borders: 94 (zone pairs without physical interconnectors)
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5. FINAL ANSWER
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TARGET FOR FORECASTING "Max Capacity in a Given Direction":
USE: Directional columns (CZ>PL, PL>CZ, DE>FR, etc.)
- These are MaxBEX values = commercial trading capacity
- Represents actual available capacity in that specific direction
- Accounts for network constraints, LTA allocations, and physics
- 132 total targets (all zone-pair combinations)
DO NOT USE: border_ columns (border_CZ_PL, border_PL_CZ, etc.)
- These are LTA values = pre-allocated capacity
- Should be used as INPUT FEATURES (future covariates)
- Only 38 physical borders (incomplete coverage)
- Much smaller values (often near zero)
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6. CURRENT IMPLEMENTATION STATUS
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[OK] The change from border_* to directional columns was CORRECT!
Before: Using border_CZ_PL (LTA allocations) as targets
- WRONG: Forecasting pre-allocated capacity (not meaningful)
- Only 38 borders covered
- Very low values (mostly zeros)
After: Using CZ>PL directional columns (MaxBEX) as targets
- CORRECT: Forecasting commercial trading capacity
- All 132 zone pairs covered
- Represents actual "max capacity in given direction"
- Values match expected capacity ranges (hundreds to thousands of MW)
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END OF REPORT
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