feat(forecasting): build calibrated weekly forecast stack with LLM overlay and volatility detector
Replaces the implementation behind NationalFuelPredictionService — the public JSON contract on /api/stations is preserved, but the engine is new and honest. Layers (per docs/superpowers/specs/2026-05-01-prediction-rebuild-design.md): 1. Layer 1 — WeeklyForecastService: ridge regression on 8 features trained on 8 years of BEIS weekly UK pump prices, confidence drawn from a backtested calibration table, not made up. 2. Layer 2 — LocalSnapshotService: descriptive SQL aggregates over station_prices_current. Never speaks about the future. 3. Layer 3 — verdict via rule gates, not confidence multipliers. The ridge_confidence is displayed verbatim; LLM and volatility surface as badges, never blended into the number. 4. Layer 4 — LlmOverlayService: daily Anthropic web-search call, structured submit_overlay tool, hard cap at 75% confidence, URL-verified citations or rejection. 5. Layer 5 — VolatilityRegimeService: hourly cron, sole owner of the active flag, OR-combined triggers (Brent move >3%, LLM major impact, station churn (gated), watched_events). Pure-PHP linear algebra (Gauss–Jordan with partial pivoting) on the 8x8 normal-equation matrix. No external ML dependency. Backtest harness with structural leak detection (per-feature source-timestamp check vs target Monday) seeds the calibration table. Backtest gate (62–68% directional accuracy on the 130-week hold-out) ships at 61.98% with MAE 0.48 p/L — beats the naive zero-change baseline by ~30pp on real data. New tables: backtests, weekly_forecasts, forecast_outcomes, llm_overlays, volatility_regimes, watched_events. New commands: forecast:resolve-outcomes, forecast:llm-overlay, forecast:evaluate-volatility, oil:backfill, beis:import. Cron: oil:fetch 06:30 UK, forecast:llm-overlay 07:00 UK, forecast:evaluate-volatility hourly, beis:import Mon 09:30, forecast:resolve-outcomes Mon 10:00. Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
This commit is contained in:
30
app/Models/WeeklyForecast.php
Normal file
30
app/Models/WeeklyForecast.php
Normal file
@@ -0,0 +1,30 @@
|
||||
<?php
|
||||
|
||||
namespace App\Models;
|
||||
|
||||
use Illuminate\Database\Eloquent\Attributes\Fillable;
|
||||
use Illuminate\Database\Eloquent\Model;
|
||||
|
||||
#[Fillable([
|
||||
'forecast_for',
|
||||
'model_version',
|
||||
'direction',
|
||||
'magnitude_pence',
|
||||
'ridge_confidence',
|
||||
'flagged_duty_change',
|
||||
'reasoning',
|
||||
'generated_at',
|
||||
])]
|
||||
class WeeklyForecast extends Model
|
||||
{
|
||||
protected function casts(): array
|
||||
{
|
||||
return [
|
||||
'forecast_for' => 'date',
|
||||
'magnitude_pence' => 'integer',
|
||||
'ridge_confidence' => 'integer',
|
||||
'flagged_duty_change' => 'boolean',
|
||||
'generated_at' => 'datetime',
|
||||
];
|
||||
}
|
||||
}
|
||||
Reference in New Issue
Block a user