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Added trainer for Diffusion model

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Victor Mylle
2023-12-28 16:07:33 +00:00
parent d0fa815b68
commit 3264b5ac53
9 changed files with 3127 additions and 195 deletions
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Compare bid ladders -> Why using the one from yesterday? Is it lot worse to use? Plot reconstructed price with one from yesterday and one from today.
Introduction about electricity market more visual and explain better. Also like the reconstruction of the CRPS
Show formula of CRPS and explain it better. (Root squared error !!!!)
Overconfidence of quantiles always but just show that the ondergrens is too high and the bovengrens is too low.
Determine thresholds for each sample and take mean then.
Showing CDF of the quantiles -> retransform to MWh