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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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