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Upload france-electricity-demand-forecaster model

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  1. README.md +148 -0
  2. config.json +68 -0
  3. inference.py +29 -0
  4. model_q10.txt +0 -0
  5. model_q50.txt +0 -0
  6. model_q90.txt +0 -0
  7. models.joblib +3 -0
  8. sample_input.csv +25 -0
  9. sample_prediction.json +80 -0
README.md ADDED
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+ ---
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+ language:
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+ - en
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+ - fr
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+ license: apache-2.0
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+ tags:
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+ - time-series-forecasting
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+ - energy-forecasting
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+ - electricity-demand
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+ - day-ahead-prices
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+ - lightgbm
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+ - tabular-regression
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+ - conformal-prediction
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+ - france
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+ - europe
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+ - entsoe
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+ pipeline_tag: tabular-regression
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+ datasets:
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+ - hsilvosa/entsoe-day-ahead
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+ metrics:
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+ - mae
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+ - rmse
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+ - pinball_loss
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+ - winkler_score
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+ model-index:
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+ - name: france-demand-forecaster
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+ results:
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+ - task:
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+ type: tabular-regression
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+ name: Electricity Demand Forecasting
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+ dataset:
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+ name: ENTSO-E France Bidding Zone (FR)
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+ type: hsilvosa/entsoe-day-ahead
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+ metrics:
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+ - name: MAE
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+ type: mae
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+ value: 408.157
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+ - name: RMSE
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+ type: rmse
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+ value: 708.353
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+ - name: Empirical Interval Coverage (80% Nominal)
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+ type: coverage
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+ value: 80.3%
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+ ---
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+ # Electricity Demand Forecaster for France (FR)
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+
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+ High-accuracy calibrated quantile LightGBM model for forecasting France **demand**.
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+ Resolution: 15-minute intervals. Trained on multi-year data (2023–2026) from **ENTSO-E**,
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+ featuring multi-scale lags, cyclical encodings, and **conformal calibration**
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+ for well-calibrated 80% prediction intervals ($P10, P50, P90$).
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+
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+ ## Model Highlights
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+
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+ - **Country / Zone**: France (`FR`)
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+ - **Target**: Electricity Demand in `MW`
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+ - **Resolution**: 15-minute intervals
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+ - **Outputs**: Point forecast ($P50$), 80% prediction interval ($P10$ to $P90$)
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+ - **Algorithm**: LightGBM Multi-Quantile Regressor with Conformal Calibration & Monotonicity
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+ - **Dataset**: ENTSO-E European Transparency Platform (Zone: `FR`)
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+ - **Training Samples**: 91,987 observations (2023–2026)
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+
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+ ## Performance & Benchmark Comparison
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+
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+ Evaluated on out-of-sample test sets against official seasonal persistence benchmarks:
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+
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+ | Metric | LightGBM Forecaster | 7-Day Seasonal Persistence | Improvement |
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+ |---|---:|---:|---:|
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+ | **MAE** | **408.157 MW** | 15273.335 MW | **+97.3%** |
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+ | **RMSE** | **708.353 MW** | — | — |
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+ - **WAPE**: 0.79%
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+ | **P10 Pinball Loss** | 291.061 | — | — |
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+ | **P90 Pinball Loss** | 162.497 | — | — |
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+ | **P10–P90 Interval Coverage** | **80.3%** | — | Target: 75–85% |
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+ | **Winkler Score** | 4535.580 | — | — |
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+
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+ ## Quickstart: Python Inference
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+
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+ ```python
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+ import pandas as pd
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+ from huggingface_hub import hf_hub_download
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+ import joblib
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+
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+ # 1. Download model artifacts
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+ model_path = hf_hub_download(repo_id="ORGANIZATION/france-demand-forecaster", filename="models.joblib")
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+ models = joblib.load(model_path)
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+
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+ # 2. Predict P10, P50 (point), and P90 quantiles
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+ X_test = pd.read_csv("sample_input.csv")
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+ p10 = models[0.1].predict(X_test)
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+ p50 = models[0.5].predict(X_test)
91
+ p90 = models[0.9].predict(X_test)
92
+
93
+ print("Forecast Point Estimate:", p50[:5])
94
+ print("80% Lower Bound (P10):", p10[:5])
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+ print("80% Upper Bound (P90):", p90[:5])
96
+ ```
97
+
98
+ ## Features Used
99
+
100
+ The model uses 37 leakage-safe features:
101
+ - `hour`
102
+ - `quarter`
103
+ - `day_of_week`
104
+ - `day_of_year`
105
+ - `month`
106
+ - `is_weekend`
107
+ - `is_holiday`
108
+ - `is_morning_peak`
109
+ - `is_evening_peak`
110
+ - `sin_hour`
111
+ - `cos_hour`
112
+ - `sin_day_of_week`
113
+ - `cos_day_of_week`
114
+ - `sin_day_of_year`
115
+ - `cos_day_of_year`
116
+ - `lag_1h`
117
+ - `lag_2h`
118
+ - `lag_3h`
119
+ - `lag_4h`
120
+ - `lag_24h`
121
+ - `lag_48h`
122
+ - `lag_7d`
123
+ - `lag_14d`
124
+ - `diff_1h`
125
+ - `diff_2h`
126
+ - `diff_24h`
127
+ - `diff_7d`
128
+ - `acceleration_1h`
129
+ - `ema_4step`
130
+ - `ema_12step`
131
+ - `rolling_std_4step`
132
+ - `rolling_mean_24h`
133
+ - `rolling_std_24h`
134
+ - `rolling_min_24h`
135
+ - `rolling_max_24h`
136
+ - `rolling_mean_7d`
137
+ - `rolling_std_7d`
138
+
139
+ ## Intended Use & Advisory
140
+
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+ This model is intended for research, energy market analytics, grid load planning,
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+ and educational forecasting demonstrations. It is advisory only and not intended
143
+ for automated trading execution or real-time grid dispatch.
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+
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+ ## Citation & Attribution
146
+
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+ Data published under the ENTSO-E Transparency framework:
148
+ - Transparency Platform: https://transparency.entsoe.eu/
config.json ADDED
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1
+ {
2
+ "target": "demand",
3
+ "country_code": "FR",
4
+ "zone_key": "FR",
5
+ "model_name": "lightgbm-quantile",
6
+ "model_version": "20260820180914",
7
+ "feature_names": [
8
+ "hour",
9
+ "quarter",
10
+ "day_of_week",
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+ "day_of_year",
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+ "month",
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+ "is_weekend",
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+ "is_holiday",
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+ "is_morning_peak",
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+ "is_evening_peak",
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+ "sin_hour",
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+ "cos_hour",
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+ "sin_day_of_week",
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+ "cos_day_of_week",
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+ "sin_day_of_year",
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+ "cos_day_of_year",
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+ "lag_1h",
24
+ "lag_2h",
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+ "lag_3h",
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+ "lag_4h",
27
+ "lag_24h",
28
+ "lag_48h",
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+ "lag_7d",
30
+ "lag_14d",
31
+ "diff_1h",
32
+ "diff_2h",
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+ "diff_24h",
34
+ "diff_7d",
35
+ "acceleration_1h",
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+ "ema_4step",
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+ "ema_12step",
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+ "rolling_std_4step",
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+ "rolling_mean_24h",
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+ "rolling_std_24h",
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+ "rolling_min_24h",
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+ "rolling_max_24h",
43
+ "rolling_mean_7d",
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+ "rolling_std_7d"
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+ ],
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+ "n_estimators": 180,
47
+ "learning_rate": 0.04,
48
+ "num_leaves": 31,
49
+ "training_rows": 91987,
50
+ "start_year": 2023,
51
+ "end_year": 2026,
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+ "metrics": {
53
+ "mae": 408.15715759237435,
54
+ "rmse": 708.3532520573091,
55
+ "wape": 0.00790732786036686,
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+ "pinball_p10": 291.0610674208522,
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+ "pinball_p90": 162.49693713866475,
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+ "interval_coverage": 0.8026613324056358,
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+ "winkler_score": 4535.580045595169,
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+ "mape": 0.7792602020415149
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+ },
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+ "baseline_mae": 15273.335233845017,
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+ "calibrator": {
64
+ "is_fitted": true,
65
+ "q_correction": 40.1751966649681,
66
+ "target_coverage": 0.8
67
+ }
68
+ }
inference.py ADDED
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+ # Standalone inference helper for Demand Forecaster
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+ import json
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+ from pathlib import Path
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+ import numpy as np
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+ import pandas as pd
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+ import joblib
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+
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+ def load_forecaster(model_dir="."):
9
+ path = Path(model_dir)
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+ config = json.loads((path / "config.json").read_text())
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+ models = joblib.load(path / "models.joblib")
12
+ features = config["feature_names"]
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+ q_correction = config["calibrator"]["q_correction"] if config.get("calibrator") else 0.0
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+
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+ def predict(df_features, apply_calibration=True):
16
+ X = df_features[features]
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+ p10 = models[0.1].predict(X)
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+ p50 = models[0.5].predict(X)
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+ p90 = models[0.9].predict(X)
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+ stacked = np.sort(np.vstack([p10, p50, p90]), axis=0)
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+ p10, p50, p90 = stacked[0], stacked[1], stacked[2]
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+ if apply_calibration:
23
+ p10 -= q_correction
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+ p90 += q_correction
25
+ stacked_cal = np.sort(np.vstack([p10, p50, p90]), axis=0)
26
+ p10, p50, p90 = stacked_cal[0], stacked_cal[1], stacked_cal[2]
27
+ return pd.DataFrame({"p10": p10, "p50_point": p50, "p90": p90}, index=df_features.index)
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+
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+ return predict
model_q10.txt ADDED
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model_q50.txt ADDED
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model_q90.txt ADDED
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models.joblib ADDED
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+ oid sha256:c21231eb4b9839d69e7504fb5137ff5c399e5509f6cd5e706456bf489e85cfbd
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+ size 1574269
sample_input.csv ADDED
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