File size: 9,252 Bytes
ff9fbcf
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
================================================================================
JAO DATA STRUCTURE VERIFICATION - FINAL REPORT
================================================================================

QUESTION: What should be the forecast target for "max capacity in a given direction"?

================================================================================
1. JAO DATA TYPES IDENTIFIED
================================================================================

A. DIRECTIONAL FLOW COLUMNS (CZ>PL, PL>CZ format)
   - Total: 132 columns (12 x 11 bidirectional combinations)
   - Source: MaxBEX dataset from JAO
   - Represents: Maximum Bilateral Exchange Capacity (hub-to-hub)
   - Type: Commercial trading capacity (MW)
   - Includes: ALL zone pairs (physical + virtual borders)

   Example values for CZ<->PL:
shape: (5, 3)
┌────────────────────────────────┬────────┬────────┐
│ mtu                            ┆ CZ>PL  ┆ PL>CZ  │
│ ---                            ┆ ---    ┆ ---    │
│ datetime[ns, Europe/Amsterdam] ┆ f64    ┆ f64    │
╞════════════════════════════════╪════════╪════════╡
│ 2023-10-01 02:00:00 CEST       ┆ 2785.0 ┆ 3883.0 │
│ 2023-10-01 03:00:00 CEST       ┆ 2711.0 ┆ 3775.0 │
│ 2023-10-01 04:00:00 CEST       ┆ 2831.0 ┆ 3787.0 │
│ 2023-10-01 05:00:00 CEST       ┆ 2778.0 ┆ 3361.0 │
│ 2023-10-01 06:00:00 CEST       ┆ 2744.0 ┆ 3057.0 │
└────────────────────────────────┴────────┴────────┘

   Statistics (CZ<->PL):
shape: (1, 6)
┌───────────────┬───────────────┬──────────────┬──────────────┬──────────────┬──────────────┐
│ CZ>PL_mean_MW ┆ PL>CZ_mean_MW ┆ CZ>PL_min_MW ┆ PL>CZ_min_MW ┆ CZ>PL_max_MW ┆ PL>CZ_max_MW │
│ ---           ┆ ---           ┆ ---          ┆ ---          ┆ ---          ┆ ---          │
│ f64           ┆ f64           ┆ f64          ┆ f64          ┆ f64          ┆ f64          │
╞═══════════════╪═══════════════╪══════════════╪══════════════╪══════════════╪══════════════╡
│ 3481.789045   ┆ 2697.566404   ┆ 144.0        ┆ 0.0          ┆ 5699.0       ┆ 4631.0       │
└───────────────┴───────────────┴──────────────┴──────────────┴──────────────┴──────────────┘

B. BORDER COLUMNS (border_CZ_PL format)
   - Total: 38 columns
   - Source: LTA (Long-Term Allocations) dataset from JAO
   - Represents: Pre-allocated capacity from long-term contracts (MW)
   - Type: Allocated capacity (reduces available MaxBEX)
   - Includes: ONLY physical borders with direct interconnectors

   Example values for CZ-PL border:
shape: (5, 3)
┌────────────────────────────────┬──────────────┬──────────────┐
│ mtu                            ┆ border_CZ_PL ┆ border_PL_CZ │
│ ---                            ┆ ---          ┆ ---          │
│ datetime[ns, Europe/Amsterdam] ┆ i64          ┆ i64          │
╞════════════════════════════════╪══════════════╪══════════════╡
│ 2023-10-01 02:00:00 CEST       ┆ 0            ┆ 0            │
│ 2023-10-01 03:00:00 CEST       ┆ 0            ┆ 0            │
│ 2023-10-01 04:00:00 CEST       ┆ 0            ┆ 0            │
│ 2023-10-01 05:00:00 CEST       ┆ 0            ┆ 0            │
│ 2023-10-01 06:00:00 CEST       ┆ 0            ┆ 0            │
└────────────────────────────────┴──────────────┴──────────────┘

   Statistics (CZ-PL border):
shape: (1, 4)
┌──────────────────────┬──────────────────────┬───────────────────────┬───────────────────────┐
│ border_CZ_PL_mean_MW ┆ border_PL_CZ_mean_MW ┆ border_CZ_PL_total_MW ┆ border_PL_CZ_total_MW │
│ ---                  ┆ ---                  ┆ ---                   ┆ ---                   │
│ f64                  ┆ f64                  ┆ i64                   ┆ i64                   │
╞══════════════════════╪══════════════════════╪═══════════════════════╪═══════════════════════╡
│ 0.0                  ┆ 9.573358             ┆ 0                     ┆ 167955                │
└──────────────────────┴──────────────────────┴───────────────────────┴───────────────────────┘

================================================================================
2. KEY DIFFERENCES
================================================================================

DIRECTIONAL COLUMNS (CZ>PL):
- MaxBEX = Commercial trading capacity in specific direction
- CZ>PL != PL>CZ (asymmetric, depends on network constraints)
- Avg CZ>PL: 3,482 MW vs Avg PL>CZ: 2,698 MW (significant difference!)
- Calculated by JAO optimization considering ALL network constraints
- THIS IS THE FORECAST TARGET!

BORDER COLUMNS (border_CZ_PL):
- LTA = Long-term allocated capacity (pre-sold)
- Only exists for 38 physical borders (not all 132 zone pairs)
- Much smaller values (avg border_CZ_PL: 0 MW, border_PL_CZ: 9.6 MW)
- Acts as INPUT/CONSTRAINT to MaxBEX calculation
- NOT a capacity forecast target

================================================================================
3. RELATIONSHIP BETWEEN MaxBEX AND LTA
================================================================================

From JAO documentation:
  MaxBEX (available capacity) = Optimized capacity - LTA allocations

  LTA reduces available MaxBEX because capacity is pre-sold in:
  - Yearly auctions
  - Monthly auctions
  - Other long-term contracts

================================================================================
4. VERIFICATION: PHYSICAL vs VIRTUAL BORDERS
================================================================================

Physical borders (with LTA): 38
Total MaxBEX pairs: 132 (12 x 11)
Virtual borders: 94 (zone pairs without physical interconnectors)

================================================================================
5. FINAL ANSWER
================================================================================

TARGET FOR FORECASTING "Max Capacity in a Given Direction":

  USE: Directional columns (CZ>PL, PL>CZ, DE>FR, etc.)
  - These are MaxBEX values = commercial trading capacity
  - Represents actual available capacity in that specific direction
  - Accounts for network constraints, LTA allocations, and physics
  - 132 total targets (all zone-pair combinations)

  DO NOT USE: border_ columns (border_CZ_PL, border_PL_CZ, etc.)
  - These are LTA values = pre-allocated capacity
  - Should be used as INPUT FEATURES (future covariates)
  - Only 38 physical borders (incomplete coverage)
  - Much smaller values (often near zero)

================================================================================
6. CURRENT IMPLEMENTATION STATUS
================================================================================

[OK] The change from border_* to directional columns was CORRECT!

Before: Using border_CZ_PL (LTA allocations) as targets
  - WRONG: Forecasting pre-allocated capacity (not meaningful)
  - Only 38 borders covered
  - Very low values (mostly zeros)

After: Using CZ>PL directional columns (MaxBEX) as targets
  - CORRECT: Forecasting commercial trading capacity
  - All 132 zone pairs covered
  - Represents actual "max capacity in given direction"
  - Values match expected capacity ranges (hundreds to thousands of MW)

================================================================================
END OF REPORT
================================================================================