openstef 3.4.16__py3-none-any.whl → 3.4.17__py3-none-any.whl

openstef/pipeline/create_forecast.py

@@ -16,6 +16,7 @@ from openstef.model.serializer import MLflowSerializer
 from openstef.pipeline.utils import generate_forecast_datetime_range
 from openstef.postprocessing.postprocessing import (
     add_prediction_job_properties_to_forecast,
+    sort_quantiles,
 )
 from openstef.validation import validation
 
@@ -149,6 +150,9 @@ def create_forecast_pipeline_core(
         model, forecast_input_data
     ).add_confidence_interval(forecast, pj)
 
+    # Sort quantiles - prevents crossing and is statistically sound
+    forecast = sort_quantiles(forecast)
+
     # Prepare for output
     forecast = add_prediction_job_properties_to_forecast(
         pj,

openstef/postprocessing/postprocessing.py

@@ -244,3 +244,25 @@ def add_prediction_job_properties_to_forecast(
     forecast["algtype"] = algorithm_type
 
     return forecast
+
+
+def sort_quantiles(
+    forecast: pd.DataFrame, quantile_col_start="quantile_P"
+) -> pd.DataFrame:
+    """Sort quantile values so quantiles do not cross.
+
+    This function assumes that all quantile columns start with 'quantile_P'
+    For more academic details on why this is mathematically sounds,
+    please refer to Quantile and Probability Curves Without Crossing (Chernozhukov, 2010)
+    """
+    p_columns = [col for col in forecast.columns if col.startswith(quantile_col_start)]
+
+    if len(p_columns) == 0:
+        return forecast
+
+    # sort the columns
+    p_columns = np.sort(p_columns)
+
+    forecast.loc[:, p_columns] = forecast[p_columns].apply(sorted, axis=1).to_list()
+
+    return forecast

{openstef-3.4.16.dist-info → openstef-3.4.17.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: openstef
-Version: 3.4.16
+Version: 3.4.17
 Summary: Open short term energy forecaster
 Home-page: https://github.com/OpenSTEF/openstef
 Author: Alliander N.V

{openstef-3.4.16.dist-info → openstef-3.4.17.dist-info}/RECORD

@@ -71,13 +71,13 @@ openstef/monitoring/teams.py,sha256=fnZScPD55z9yC0q3YavWj40GEZmL7tsSGhWzG_sMPws,
 openstef/pipeline/__init__.py,sha256=bIyGTSA4V5VoOLTwdaiJJAnozmpSzvQooVYlsf8H4eU,163
 openstef/pipeline/create_basecase_forecast.py,sha256=osrAlPjveM_fK0TEyVaA6rtqdn-jd1dV7fxU5c3-Muo,4414
 openstef/pipeline/create_component_forecast.py,sha256=qrIfpCNeoHgSddlzG_-XMHfBmSMclGoOkW-jH35ugkk,6254
-openstef/pipeline/create_forecast.py,sha256=bE1gTSP-HAjFSt-Xdoiy5BxDIo7lYq-Z-gvU7zFrRfw,5350
+openstef/pipeline/create_forecast.py,sha256=RPoPJV4CEM29EAQRoWqbkIejxuHk1sbMLr4XhHQ2zlk,5479
 openstef/pipeline/optimize_hyperparameters.py,sha256=dG2GMTwxb5lHBit_xRgVabcC-PHbifccoPgl9nL-1Xk,10836
 openstef/pipeline/train_create_forecast_backtest.py,sha256=7uNeY8dKtJLha_LkwroyU76oB54R9p3zRlTJAJj4OoI,6048
 openstef/pipeline/train_model.py,sha256=LWvqANH8fpo8blwQ8Rgc1Z7EXvmZC0vTYwaOvSbr7qM,19496
 openstef/pipeline/utils.py,sha256=23mB31p19FoGWelLJzxNmqlzGwEr3fCDBEA37V2kpYY,2167
 openstef/postprocessing/__init__.py,sha256=bIyGTSA4V5VoOLTwdaiJJAnozmpSzvQooVYlsf8H4eU,163
-openstef/postprocessing/postprocessing.py,sha256=nehd0tDpkdIaWFJggQ-fDizIKdfmqJ3IOGfk0sDnrzk,8409
+openstef/postprocessing/postprocessing.py,sha256=4rSLsau-COGg3Eu4I0N-PaSOvvKCdnxyXTe3loWEv4U,9115
 openstef/preprocessing/__init__.py,sha256=bIyGTSA4V5VoOLTwdaiJJAnozmpSzvQooVYlsf8H4eU,163
 openstef/preprocessing/preprocessing.py,sha256=bM_cSSSb2vGTD79RGzUrI6KoELbzlCyJwc7jqQGNEsE,1454
 openstef/tasks/__init__.py,sha256=bIyGTSA4V5VoOLTwdaiJJAnozmpSzvQooVYlsf8H4eU,163
@@ -96,8 +96,8 @@ openstef/tasks/utils/predictionjobloop.py,sha256=Ysy3zF5lzPMz_asYDKeF5m0qgVT3tCt
 openstef/tasks/utils/taskcontext.py,sha256=yI6TntOkZcW8JiNVuw4uJIigEBL0_iIrkPklF4ZeCX4,5401
 openstef/validation/__init__.py,sha256=bIyGTSA4V5VoOLTwdaiJJAnozmpSzvQooVYlsf8H4eU,163
 openstef/validation/validation.py,sha256=F2tMG8T4sxl3-3zVzshgbBd5xVi7ERmKuqfPVAUp9p0,10445
-openstef-3.4.16.dist-info/LICENSE,sha256=7Pm2fWFFHHUG5lDHed1vl5CjzxObIXQglnYsEdtjo_k,14907
-openstef-3.4.16.dist-info/METADATA,sha256=tjLeznPeOd1mRLGirVr8ou6G6s-6TrX62BQ3xMKGPJ4,8125
-openstef-3.4.16.dist-info/WHEEL,sha256=GJ7t_kWBFywbagK5eo9IoUwLW6oyOeTKmQ-9iHFVNxQ,92
-openstef-3.4.16.dist-info/top_level.txt,sha256=kD0H4PqrQoncZ957FvqwfBxa89kTrun4Z_RAPs_HhLs,9
-openstef-3.4.16.dist-info/RECORD,,
+openstef-3.4.17.dist-info/LICENSE,sha256=7Pm2fWFFHHUG5lDHed1vl5CjzxObIXQglnYsEdtjo_k,14907
+openstef-3.4.17.dist-info/METADATA,sha256=OE5CsMOpmU-UL0wCWMlZLc5w-J1ehWN20wMy8q3uZCI,8125
+openstef-3.4.17.dist-info/WHEEL,sha256=GJ7t_kWBFywbagK5eo9IoUwLW6oyOeTKmQ-9iHFVNxQ,92
+openstef-3.4.17.dist-info/top_level.txt,sha256=kD0H4PqrQoncZ957FvqwfBxa89kTrun4Z_RAPs_HhLs,9
+openstef-3.4.17.dist-info/RECORD,,