openstef-models 4.1.1.dev0__tar.gz → 4.1.2__tar.gz

{openstef_models-4.1.1.dev0 → openstef_models-4.1.2}/.gitignore

@@ -71,6 +71,8 @@ docs/source/user_guide/**/quick_start_tutorial.py
 docs/source/user_guide/**/feature_engineering_tutorial.py
 docs/source/user_guide/**/datasets_tutorial.py
 docs/source/user_guide/**/backtesting_tutorial.py
+docs/source/user_guide/**/foundation_model_forecasting_quickstart.py
+docs/source/user_guide/**/foundation_model_forecasting.py
 
 # docs/_doctrees/
 # docs/_static_gen/

{openstef_models-4.1.1.dev0 → openstef_models-4.1.2}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: openstef-models
-Version: 4.1.1.dev0
+Version: 4.1.2
 Summary: Core models for OpenSTEF
 Project-URL: Documentation, https://openstef.github.io/openstef/index.html
 Project-URL: Homepage, https://lfenergy.org/projects/openstef/

{openstef_models-4.1.1.dev0 → openstef_models-4.1.2}/pyproject.toml

@@ -7,7 +7,7 @@ requires = [ "hatchling" ]
 
 [project]
 name = "openstef-models"
-version = "4.1.1.dev0"
+version = "4.1.2"
 description = "Core models for OpenSTEF"
 readme = "README.md"
 keywords = [ "energy", "forecasting", "machinelearning" ]

{openstef_models-4.1.1.dev0 → openstef_models-4.1.2}/src/openstef_models/models/forecasting/lgbm_forecaster.py

@@ -238,7 +238,7 @@ class LGBMForecaster(Forecaster, ExplainableForecaster, ContributionsMixin):
             base_learner=LGBMRegressor,
             quantile_param="alpha",
             hyperparams=lgbm_params,
-            quantiles=[float(q) for q in self.quantiles],
+            quantiles=self.quantiles,
         )
 
     @property

{openstef_models-4.1.1.dev0 → openstef_models-4.1.2}/src/openstef_models/models/forecasting/lgbmlinear_forecaster.py

@@ -239,7 +239,7 @@ class LGBMLinearForecaster(Forecaster, ExplainableForecaster, ContributionsMixin
             base_learner=LGBMRegressor,
             quantile_param="alpha",
             hyperparams=lgbmlinear_params,
-            quantiles=[float(q) for q in self.quantiles],
+            quantiles=self.quantiles,
         )
 
     @property

{openstef_models-4.1.1.dev0 → openstef_models-4.1.2}/src/openstef_models/presets/forecasting_workflow.py

@@ -453,7 +453,13 @@ def create_forecasting_workflow(
             horizons=config.horizons,
             hyperparams=config.lgbmlinear_hyperparams,
         )
-        postprocessing = [QuantileSorter()]
+        postprocessing = [
+            QuantileSorter(),
+            ConfidenceIntervalApplicator(
+                quantiles=config.quantiles,
+                add_quantiles_from_std=False,
+            ),
+        ]
     elif config.model == "lgbm":
         preprocessing = [
             *checks,
@@ -468,7 +474,13 @@ def create_forecasting_workflow(
             horizons=config.horizons,
             hyperparams=config.lgbm_hyperparams,
         )
-        postprocessing = [QuantileSorter()]
+        postprocessing = [
+            QuantileSorter(),
+            ConfidenceIntervalApplicator(
+                quantiles=config.quantiles,
+                add_quantiles_from_std=False,
+            ),
+        ]
     elif config.model == "gblinear":
         preprocessing = [
             *checks,
@@ -510,7 +522,12 @@ def create_forecasting_workflow(
             quantiles=config.quantiles,
             horizons=config.horizons,
         )
-        postprocessing = []
+        postprocessing = [
+            ConfidenceIntervalApplicator(
+                quantiles=config.quantiles,
+                add_quantiles_from_std=False,
+            ),
+        ]
     elif config.model == "constant_quantile":
         preprocessing = [
             CompletenessChecker(
@@ -522,7 +539,12 @@ def create_forecasting_workflow(
             quantiles=config.quantiles,
             horizons=config.horizons,
         )
-        postprocessing = []
+        postprocessing = [
+            ConfidenceIntervalApplicator(
+                quantiles=config.quantiles,
+                add_quantiles_from_std=False,
+            ),
+        ]
     elif config.model == "flatliner":
         preprocessing = []
         forecaster = FlatlinerForecaster(

{openstef_models-4.1.1.dev0 → openstef_models-4.1.2}/src/openstef_models/transforms/postprocessing/isotonic_quantile_calibrator.py

@@ -161,7 +161,7 @@ class IsotonicQuantileCalibrator(BaseModel, Transform[ForecastDataset, ForecastD
                 continue  # Skip this quantile
 
             if self.use_local_quantile_estimation:
-                actuals_clean = self._estimate_local_quantiles(predictions_clean, actuals_clean, float(quantile))
+                actuals_clean = self._estimate_local_quantiles(predictions_clean, actuals_clean, quantile)
 
             # Fit isotonic regression
             calibrator = IsotonicRegression(
@@ -184,7 +184,7 @@ class IsotonicQuantileCalibrator(BaseModel, Transform[ForecastDataset, ForecastD
         self._is_fitted = True
 
     def _estimate_local_quantiles(
-        self, predictions: np.ndarray, actuals: np.ndarray, quantile_level: float
+        self, predictions: np.ndarray, actuals: np.ndarray, quantile_level: Quantile
     ) -> np.ndarray:
         """Estimate local quantiles using adaptive windowing.
 

{openstef_models-4.1.1.dev0 → openstef_models-4.1.2}/src/openstef_models/utils/multi_quantile_regressor.py

@@ -13,6 +13,8 @@ import numpy.typing as npt
 import pandas as pd
 from sklearn.base import BaseEstimator, RegressorMixin
 
+from openstef_core.types import Quantile
+
 logger = logging.getLogger(__name__)
 
 ParamType = float | int | str | bool | None
@@ -29,7 +31,7 @@ class MultiQuantileRegressor(BaseEstimator, RegressorMixin):
         self,
         base_learner: type[BaseEstimator],
         quantile_param: str,
-        quantiles: list[float],
+        quantiles: list[Quantile],
         hyperparams: dict[str, ParamType],
     ):
         """Initialize MultiQuantileRegressor.

{openstef_models-4.1.1.dev0 → openstef_models-4.1.2}/tests/unit/utils/test_multi_quantile_regressor.py

@@ -10,6 +10,7 @@ from sklearn.base import BaseEstimator
 from sklearn.linear_model import QuantileRegressor
 from xgboost import XGBRegressor
 
+from openstef_core.types import Quantile
 from openstef_models.utils.multi_quantile_regressor import MultiQuantileRegressor, ParamType
 
 ParamDict = dict[str, ParamType]
@@ -66,7 +67,7 @@ def baselearner_config(request: pytest.FixtureRequest) -> BaseLearnerConfig:
 
 def test_init_sets_quantiles_and_models(baselearner_config: BaseLearnerConfig):
     # Arrange
-    quantiles = [0.1, 0.5, 0.9]
+    quantiles = [Quantile(0.1), Quantile(0.5), Quantile(0.9)]
 
     # Act
     model = MultiQuantileRegressor(
@@ -83,7 +84,7 @@ def test_init_sets_quantiles_and_models(baselearner_config: BaseLearnerConfig):
 
 def test_fit_and_predict_shape(dataset: tuple[pd.DataFrame, pd.Series], baselearner_config: BaseLearnerConfig):
     # Arrange
-    quantiles = [0.1, 0.5, 0.9]
+    quantiles = [Quantile(0.1), Quantile(0.5), Quantile(0.9)]
     X, y = dataset[0], dataset[1]
     model = MultiQuantileRegressor(
         base_learner=baselearner_config.base_learner,
@@ -102,7 +103,7 @@ def test_fit_and_predict_shape(dataset: tuple[pd.DataFrame, pd.Series], baselear
 
 def test_is_fitted_true_after_fit(dataset: tuple[pd.DataFrame, pd.Series], baselearner_config: BaseLearnerConfig):
     # Arrange
-    quantiles = [0.1, 0.5, 0.9]
+    quantiles = [Quantile(0.1), Quantile(0.5), Quantile(0.9)]
     X, y = dataset[0], dataset[1]
     model = MultiQuantileRegressor(
         base_learner=baselearner_config.base_learner,