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Merge branch 'issue/exp_10' of github.com:openclimatefix/gradboost_pv…
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# Conflicts:
#	experiments/010_backtest_adjuster/readme.md
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peterdudfield committed Apr 24, 2023
2 parents 0280cb0 + 5b2fe95 commit 84e7a61
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2 changes: 0 additions & 2 deletions experiments/010_backtest_adjuster/adjuster.py
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"""
import pandas as pd


folder = "./results"

forecast_horizon_max = 37
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df_one_sp = df_one_sp.loc[df_one_sp.index.minute == minute]

for i in range(0, forecast_horizon_max):

df_one_sp[f"mae_{i}"] = (
(df_one_sp[f"prediction_{i}"] - df_one_sp[f"target_{i}"]).rolling(7).mean()
)
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8 changes: 4 additions & 4 deletions experiments/010_backtest_adjuster/readme.md
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@@ -1,9 +1,9 @@
# Adjuster

We ran the adjuster on the backtest results, they improved the results very slightly.
We see larger improvements in live.
We ran the adjuster on the backtest results, they improved the results very slightly.
We see larger improvements in live.

The adjuster looks back at the error over the last 7 days for each half hour period,
The adjuster looks back at the error over the last 7 days for each half hour period,
then minus this of the next predictions.

![aduster](./mae.png)
![aduster](./mae.png)

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