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@cygnusb cygnusb released this 23 Oct 08:41
· 111 commits to main since this release

Spot Forecast model de_lu-2026-11

Walk-forward, out of sample: issue days 2026-05-05 until the training cutoff 2026-11-01 (target days before it), monthly refit. Last 3 months = target days from 2026-08-01. Naive = same hour last week; skill = 1 - MAE / naive MAE. Peak hours: actual > 23.95 ct/kWh, bias = forecast - actual. P90 / P10 calibrated with the rolling conformal offset (56 days). Prices in ct/kWh; all = mean over horizons.

horizon MAE MAE last 3 mo naive MAE skill peak MAE peak bias P90 exceeded P10 undercut neg. hours with P10 < 0 rows
D+1 2.04 2.36 4.61 0.56 6.39 -5.89 12.5 % 10.8 % 89.2 % 4297
D+2 2.16 2.50 4.60 0.53 6.76 -6.22 13.6 % 11.7 % 91.3 % 4273
D+3 2.37 2.76 4.59 0.48 7.18 -6.79 13.6 % 11.8 % 88.1 % 4249
D+4 2.57 2.99 4.55 0.43 7.61 -7.16 13.2 % 11.9 % 84.6 % 4225
D+5 3.10 3.72 4.55 0.32 8.84 -8.54 13.4 % 12.6 % 83.7 % 4201
D+6 3.24 3.86 4.57 0.29 9.03 -8.86 14.3 % 13.1 % 81.6 % 4177
all 2.58 3.03 4.58 0.44 7.64 -7.24 13.4 % 12.0 % 86.4 % 25422

Quality gate: passed

Target days in 2026-10, out of sample for both models. candidate skill 0.527 > 0; no previous model to compare (OVERRIDE --accept-incomparable (set by hand): the published model de_lu-2026-10 cannot be compared (de_lu-2026-10.json.gz cannot be used: feature schema 1 != 2), accepted; no other previous model is comparable: skill only).

model MAE naive MAE skill rows
candidate 3.61 7.63 0.53 4470
previous - - - -

Manual override: this run was started with --accept-incomparable, so the published model was not compared with. the published model de_lu-2026-10 cannot be compared (de_lu-2026-10.json.gz cannot be used: feature schema 1 != 2), accepted; no other previous model is comparable: skill only


Spot Forecast model nl-2026-11

Walk-forward, out of sample: issue days 2026-05-05 until the training cutoff 2026-11-01 (target days before it), monthly refit. Last 3 months = target days from 2026-08-01. Naive = same hour last week; skill = 1 - MAE / naive MAE. Peak hours: actual > 23.55 ct/kWh, bias = forecast - actual. P90 / P10 calibrated with the rolling conformal offset (56 days). Prices in ct/kWh; all = mean over horizons.

horizon MAE MAE last 3 mo naive MAE skill peak MAE peak bias P90 exceeded P10 undercut neg. hours with P10 < 0 rows
D+1 2.31 2.66 4.31 0.47 6.62 -6.14 14.0 % 10.3 % 91.3 % 4297
D+2 2.45 2.86 4.30 0.43 7.24 -6.80 14.0 % 10.9 % 87.5 % 4273
D+3 2.68 3.18 4.29 0.38 8.12 -7.83 15.6 % 11.6 % 87.5 % 4249
D+4 2.84 3.34 4.25 0.33 8.00 -7.75 14.7 % 11.5 % 83.7 % 4225
D+5 3.07 3.62 4.26 0.28 8.82 -8.50 14.7 % 11.2 % 81.5 % 4201
D+6 3.22 3.86 4.28 0.25 8.82 -8.57 16.2 % 12.6 % 75.9 % 4177
all 2.76 3.25 4.28 0.35 7.94 -7.60 14.9 % 11.4 % 84.5 % 25422

Quality gate: passed

Target days in 2026-10, out of sample for both models. candidate skill 0.437 > 0; no previous model to compare (no previous model in the manifest).

model MAE naive MAE skill rows
candidate 4.12 7.32 0.44 4470
previous - - - -

Spot Forecast model dk1-2026-11

Walk-forward, out of sample: issue days 2026-05-05 until the training cutoff 2026-11-01 (target days before it), monthly refit. Last 3 months = target days from 2026-08-01. Naive = same hour last week; skill = 1 - MAE / naive MAE. Peak hours: actual > 23.23 ct/kWh, bias = forecast - actual. P90 / P10 calibrated with the rolling conformal offset (56 days). Prices in ct/kWh; all = mean over horizons.

Blend: 0.5 x own model + 0.5 x DE-LU model de_lu-2026-11. Walk-forward MAE over the horizons (ct/kWh): own model 2.80, DE-LU model 2.66, blend 2.61.

horizon MAE MAE last 3 mo naive MAE skill peak MAE peak bias P90 exceeded P10 undercut neg. hours with P10 < 0 rows
D+1 2.01 2.29 4.90 0.59 6.37 -5.75 12.0 % 10.5 % 92.5 % 4297
D+2 2.17 2.49 4.90 0.56 6.90 -6.29 13.6 % 11.8 % 93.3 % 4273
D+3 2.40 2.76 4.89 0.51 7.31 -6.89 13.3 % 11.9 % 93.3 % 4249
D+4 2.64 3.03 4.89 0.46 7.80 -7.40 12.4 % 12.1 % 86.6 % 4225
D+5 3.14 3.73 4.90 0.36 9.12 -8.85 13.6 % 12.6 % 88.8 % 4201
D+6 3.33 3.90 4.92 0.32 9.33 -9.22 13.9 % 13.1 % 79.9 % 4177
all 2.61 3.03 4.90 0.47 7.81 -7.40 13.1 % 12.0 % 89.1 % 25422

Quality gate: passed

Target days in 2026-10, out of sample for both models. candidate skill 0.554 > 0; no previous model to compare (no previous model in the manifest).

model MAE naive MAE skill rows
candidate 3.40 7.62 0.55 4470
previous - - - -

Spot Forecast model dk2-2026-11

Walk-forward, out of sample: issue days 2026-05-05 until the training cutoff 2026-11-01 (target days before it), monthly refit. Last 3 months = target days from 2026-08-01. Naive = same hour last week; skill = 1 - MAE / naive MAE. Peak hours: actual > 24.08 ct/kWh, bias = forecast - actual. P90 / P10 calibrated with the rolling conformal offset (56 days). Prices in ct/kWh; all = mean over horizons.

Blend: 0.5 x own model + 0.5 x DE-LU model de_lu-2026-11. Walk-forward MAE over the horizons (ct/kWh): own model 2.78, DE-LU model 2.72, blend 2.63.

horizon MAE MAE last 3 mo naive MAE skill peak MAE peak bias P90 exceeded P10 undercut neg. hours with P10 < 0 rows
D+1 2.08 2.33 4.85 0.57 6.59 -6.09 12.9 % 10.9 % 97.9 % 4297
D+2 2.21 2.51 4.85 0.54 7.10 -6.60 13.6 % 11.7 % 100.0 % 4273
D+3 2.39 2.71 4.84 0.51 7.44 -7.07 13.7 % 11.8 % 97.9 % 4249
D+4 2.61 3.01 4.84 0.46 7.98 -7.66 12.9 % 11.9 % 97.9 % 4225
D+5 3.13 3.70 4.86 0.36 9.54 -9.33 13.8 % 12.5 % 93.8 % 4201
D+6 3.34 3.91 4.88 0.31 9.70 -9.62 14.7 % 13.5 % 89.6 % 4177
all 2.63 3.03 4.85 0.46 8.06 -7.73 13.6 % 12.1 % 96.2 % 25422

Quality gate: passed

Target days in 2026-10, out of sample for both models. candidate skill 0.545 > 0; no previous model to compare (no previous model in the manifest).

model MAE naive MAE skill rows
candidate 3.47 7.63 0.54 4470
previous - - - -

Spot Forecast model no2-2026-11

Walk-forward, out of sample: issue days 2026-05-05 until the training cutoff 2026-11-01 (target days before it), monthly refit. Last 3 months = target days from 2026-08-01. Naive = same hour last week; skill = 1 - MAE / naive MAE. Peak hours: actual > 17.81 ct/kWh, bias = forecast - actual. P90 / P10 calibrated with the rolling conformal offset (56 days). Prices in ct/kWh; all = mean over horizons.

horizon MAE MAE last 3 mo naive MAE skill peak MAE peak bias P90 exceeded P10 undercut neg. hours with P10 < 0 rows
D+1 1.79 2.06 3.13 0.43 3.47 -3.47 13.7 % 8.8 % 57.1 % 4297
D+2 1.93 2.26 3.13 0.38 4.08 -4.07 14.9 % 9.7 % 50.0 % 4273
D+3 2.10 2.54 3.11 0.33 4.42 -4.41 15.6 % 10.3 % 53.6 % 4249
D+4 2.15 2.59 3.11 0.31 4.69 -4.69 15.6 % 10.2 % 57.1 % 4225
D+5 2.23 2.72 3.11 0.28 4.76 -4.73 15.1 % 11.1 % 55.4 % 4201
D+6 2.33 2.88 3.12 0.25 4.77 -4.75 15.3 % 11.8 % 53.6 % 4177
all 2.09 2.51 3.12 0.33 4.36 -4.35 15.0 % 10.4 % 54.5 % 25422

Quality gate: passed

Target days in 2026-10, out of sample for both models. candidate skill 0.441 > 0; no previous model to compare (no previous model in the manifest).

model MAE naive MAE skill rows
candidate 2.37 4.24 0.44 4470
previous - - - -

Spot Forecast model de_lu-2026-10

Walk-forward, out of sample: issue days 2025-04-01 until the training cutoff 2026-10-01 (target days before it), monthly refit. Last 3 months = target days from 2026-07-01. Naive = same hour last week; skill = 1 - MAE / naive MAE. Peak hours: actual > 21.19 ct/kWh, bias = forecast - actual. P90 / P10 calibrated with the rolling conformal offset (56 days). Prices in ct/kWh; all = mean over horizons.

horizon MAE MAE last 3 mo naive MAE skill peak MAE peak bias P90 exceeded P10 undercut neg. hours with P10 < 0 rows
D+1 1.79 2.36 3.39 0.47 8.60 -8.42 12.0 % 10.3 % 84.8 % 13128
D+2 1.88 2.49 3.39 0.45 8.97 -8.79 12.0 % 10.4 % 82.1 % 13104
D+3 1.96 2.64 3.39 0.42 9.15 -8.95 12.2 % 10.7 % 81.7 % 13080
D+4 2.12 2.86 3.39 0.38 9.91 -9.64 12.3 % 10.4 % 81.0 % 13056
D+5 2.36 3.18 3.39 0.30 10.48 -10.26 12.7 % 10.4 % 77.9 % 13032
D+6 2.48 3.20 3.39 0.27 10.45 -10.28 12.4 % 10.9 % 81.5 % 13008
all 2.10 2.79 3.39 0.38 9.59 -9.39 12.3 % 10.5 % 81.5 % 78408