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Fixed crps + more inputs

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Victor Mylle
2023-12-05 00:08:17 +00:00
parent 120b6aa5bd
commit d3bf04d68c
13 changed files with 128426 additions and 70 deletions
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18
Result-Reports/December.md
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@@ -160,4 +160,20 @@ Estimated Total Size (MB): 219.17
|---|---|---|
| Linear Model | 104.82491272720578 | 77.90755403958835 |
| Non Linear Model | 103.89383283348461 | 77.7099763430082 |
| LSTM/GRU Model | 103.57896084611653 | 79.2824327805463 |
| LSTM/GRU Model | 103.57896084611653 | 79.2824327805463 |
# Tasks
- [ ] Quantiles zelf breder maken na fitten, literatuur bekijken (overconfident voor ondergrens)
- [x] !!! Historgram quantile plot volledige dag
- [ ] CRPS en MAE, over 96 wanneer wordt het slecht
- [x] crps loss fixen
- [ ] More input parameters
- [ ] Non autoregressive (baseline for linear)
(
- NRV to prices (bid ladder from yesterday) -> Elia
- Simple policy
)
- [ ] Diffusion vs Variable Selection Network

2
Result-Reports/November_1.md
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@@ -16,7 +16,7 @@
- [x] Non autoregressive Quantile Regression
- [x] Fix debug plots for quantile regression -> predict quantiles and look if true value is below a quantile, if so 1 else 0 and average these over all samples
- [ ] Full day debug plots for quantile regression
- [x] Full day debug plots for quantile regression
- [x] CPRS Metrics
- [x] Time as input parameter:
- [x] Probabilistic Baseline -> Quantiles on Training Data -> Breedte bekijken -> Gebruiken voor CPRS en plotjes