Reported from a real station after 1.5 days: a six hour temperature forecast of
53 C in a 24 C room, and 9 C at one day, both carrying a plus or minus of 0.43.
Confidently wrong is the one failure this project is supposed to refuse.
Root cause. fit() replayed history into the live RLS on every retrain tick and
never reset, so 453 grid rows had produced 64,676 updates in a day and a half.
RLS with forgetting reads every update as fresh evidence, so the model believed
it had a hundred times the data it had: P collapsed, in-sample error looked
excellent, and the weights drifted without bound in directions the data never
excited. Measured: cond(P) 3.1e9 and ||theta|| 1680 against a median |theta| of
1.67. A refit now starts from the prior, which makes retraining idempotent.
Across 25 refits on the real data ||theta|| holds at 11.35, drifting 0.03, where
before it grew without limit.
The two largest weights were sin_doy and cos_doy at +1174 and +1191. Annual
harmonics were in the design matrix from the first sample, where they are
near-constant, near-collinear with each other and with the bias, and a
rank-deficient regressor is what RLS answers with enormous cancelling weights.
They are now held at zero until the record spans the same 120 days the
climatology fit already requires, because a day and a half of data says nothing
whatsoever about the season.
Also raised the standardiser's variance floor from 1e-8, which only caught a
bit-exactly constant column, to 1e-3. A feature that merely barely moves was
being divided by its own noise.
The conformal calibrators and Hedge weights are deliberately not reset by a
refit: those are earned from scored forecasts, not from this regression.
Backtest unchanged within noise, coverage still 89 to 91 across all 18 heads.
Four regression tests added, including that refitting the same history twice
must give the same model.
A room held at a setpoint is a different process from one left to drift. It is
a closed loop, and persistence, the baseline everything here is scored against,
is the wrong statement about it: the truth is not that it stays where it is, it
is that it returns to the setpoint.
So site.heating adds a fourth ensemble member, first order because that is what
a controlled system is:
dT_set(h) = (T_set - T_now) * (1 - exp(-h / tau))
Humidity follows and is the part that is easy to get wrong. Heating adds no
moisture, so vapour pressure is conserved and not relative humidity:
RH(h) = RH_now * es(T_now) / es(T_now + dT_set(h))
Warm the air and RH falls although nothing was dried, which is why a heated
house in winter is dry. The test asserts the dew point is unchanged to 1e-6.
Pressure gets zero: a thermostat cannot move the synoptic field.
Offered, not imposed. Hedge scores this member on realised error like any
other, so a wrong tau or a stale setpoint costs accuracy and gets down-weighted
rather than quietly biasing every forecast. Verified: on history with no
heating the ensemble assigned it weight 0.000. With heating off it returns zero
and is identical to persistence.
Going from three members to four means old saved heads must migrate.
from_dict reinitialises weights and member_mae. I missed member_mae first time
and it did not fail on load, it failed later inside learn() on a broadcast
error, which is a much worse place to find out; the migration test now covers
both and calls learn() to prove it.
Settings tab gains the toggle, setpoint and time constant. Turning heating on
or off is treated as a regime change like a door: discontinuity marker plus a
queued retrain.
kemal