Add overview and motivation slides

index.qmd

@@ -95,8 +95,81 @@ col_orange <- "#ffa600"
 col_yellow <- "#FCE135"
 ```
 
+## The beginning: June 2020
+
+<center>
+<img src="assets/allisonhorst/the_beginning_cropped.png">
+</center>
+
 ## Motivation
 
+:::: {.columns}
+
+::: {.column width="48%"}
+
+<table style="width: 100%; border-collapse: separate; border-spacing: 0 0.7em; border: none;">
+  <tr style="border: none;">
+    <td style="vertical-align: top; width: 1.5em; border: none;">
+      <i class="fa fa-fw fa-network-wired" style="color:var(--col_green_10);"></i>
+    </td>
+    <td style="border: none;">
+      Energy market liberalization created complex, interconnected trading systems
+    </td>
+  </tr>
+  <tr style="border: none;">
+    <td style="vertical-align: top; border: none;">
+      <i class="fa fa-fw fa-wind" style="color:var(--col_green_10);"></i>
+    </td>
+    <td style="border: none;">
+      Renewable energy transition introduces uncertainty and volatility from weather-dependent generation
+    </td>
+  </tr>
+  <tr style="border: none;">
+    <td style="vertical-align: top; border: none;">
+      <i class="fa fa-fw fa-chart-line" style="color:var(--col_green_10);"></i>
+    </td>
+    <td style="border: none;">
+      Traditional point forecasts are inadequate for modern energy markets with increasing uncertainty
+    </td>
+  </tr>
+  <tr style="border: none;">
+    <td style="vertical-align: top; border: none;">
+      <i class="fa fa-fw fa-percent" style="color:var(--col_green_10);"></i>
+    </td>
+    <td style="border: none;">
+      Risk inherently *is* a probabilistic concept
+    </td>
+  </tr>
+  <tr style="border: none;">
+    <td style="vertical-align: top; border: none;">
+      <i class="fa fa-fw fa-dice" style="color:var(--col_green_10);"></i> 
+    </td>
+    <td style="border: none;">
+      **Probabilistic forecasting** essential for risk management, planning and decision making in volatile energy environments
+    </td>
+  </tr>
+  <tr style="border: none;">
+    <td style="vertical-align: top; border: none;">
+      <i class="fa fa-fw fa-sync-alt" style="color:var(--col_green_10);"></i> 
+    </td>
+    <td style="border: none;">
+      **Online learning** methods needed for fast-updating models with streaming energy data
+    </td>
+  </tr>
+</table>
+
+
+:::
+
+::: {.column width="4%"}
+
+:::
+
+::: {.column width="48%"}
+
+:::
+
+::::
 
 ## Overview of the Thesis {transition="fade" transition-speed="slow" #sec-overview}
 
@@ -220,7 +293,7 @@ col_yellow <- "#FCE135"
   </tr>
 </table>
 
-## Overview of the Thesis {transition="fade" transition-speed="slow"}
+## Overview of the Thesis
 
 <table style="width: 100%; border-collapse: separate; border-spacing: 0 1em; border: none;">
   <tr class = "greyed-out" style="border: none;">
@@ -283,8 +356,6 @@ col_yellow <- "#FCE135"
 
 ## Overview
 
-
-
 :::: {.columns}
 
 ::: {.column width="48%"}
@@ -301,7 +372,45 @@ col_yellow <- "#FCE135"
 
 #### Distributional Modeling and Forecasting of Natural Gas Prices
 
-```{r, echo=FALSE, fig.width = 12, fig.height = 6, fig.align="center"}
+:::
+
+::::
+
+:::: {.columns}
+
+::: {.column width="48%"}
+
+<center>
+<img src="assets/ondir/ondir_flow.png">
+</center>
+
+Reduces estimation time by 2-3 orders of magnitude
+
+Maintainins competitive forecasting accuracy
+
+Real-World Validation in Energy Markets 
+
+<i class="fa-brands fa-fw fa-python" style="color: #FFD43B;"></i> Python Package ondil on <i class="fa-brands fa-fw fa-github" style="color:var(--col_grey_10);"></i> [Github](https://github.com/simon-hirsch/ondil) and [PyPi](https://pypi.org/project/ondil/)
+
+:::
+
+::: {.column width="4%"}
+
+:::
+
+::: {.column width="48%"}
+
+Forecasting of Day-Ahead and Month-Ahead prices
+
+To capture the full distribution of future prices
+
+Extensive data analysis from 2011-2020
+
+State-Space models, skewed Student's *t* distribution
+
+<i class="fa-brands fa-fw fa-python" style="color: #306998;"></i> Python Package *sstudentt* on <i class="fa-brands fa-fw fa-github" style="color:var(--col_grey_10);"></i> [Github](https://github.com/BerriJ/sstudentt) and [PyPi](https://pypi.org/project/sstudentt/)
+
+```{r, echo=FALSE, fig.width = 12, fig.height = 6, fig.align="left"}
 load("assets/ngas/residuals.RData")
 
 clr_day_ahead <- cols[5, "green"]
@@ -416,7 +525,7 @@ acfs_da <- pacfs %>%
   geom_line(aes(y = upper), linetype = "longdash", alpha = 0.5) +
   geom_line(aes(y = lower), linetype = "longdash", alpha = 0.5) +
   scale_color_identity() +
-  ylab("ACF") +
+  ylab("PACF") +
   theme_minimal() +
   facet_grid(. ~ Var, labeller = label_parsed) +
   theme(
@@ -437,7 +546,7 @@ acfs_ma <- pacfs %>%
   geom_line(aes(y = upper), linetype = "longdash", alpha = 0.5) +
   geom_line(aes(y = lower), linetype = "longdash", alpha = 0.5) +
   scale_color_identity() +
-  ylab("ACF") +
+  ylab("PACF") +
   theme_minimal() +
   scale_x_continuous(breaks = c(1, 10, 20, 30, 40)) +
   facet_grid(. ~ Var, labeller = label_parsed) +
@@ -488,6 +597,32 @@ cowplot::plot_grid(
 
 #### High-Resolution Peak Demand Estimation Using Generalized Additive Models and Deep Neural Networks
 
+:::
+
+::: {.column width="4%"}
+
+:::
+
+::: {.column width="48%"}
+
+#### rcpptimer: Rcpp Tic-Toc Timer with OpenMP Support
+
+:::
+
+::::
+
+:::: {.columns}
+
+::: {.column width="48%"}
+
+Predict high-resolution electricity peaks using only low-resolution data
+
+Combine GAMs and DNN's for superior accuracy
+
+<i class="fa fa-fw fa-award" style="color:var(--col_red_9);"></i> Won Western Power Distribution Competition 
+
+<i class="fa fa-fw fa-award" style="color:var(--col_amber_9);"></i> Won Best-Student-Presentation Award
+
 ```{r, echo=FALSE, fig.width = 12, fig.height = 6, fig.align="center"}
 load("assets/minmaxload/plot_overview.rds")
 # linesize <- 1.2
@@ -553,7 +688,7 @@ ggplot() +
     legend.position = "bottom",
     legend.title = element_blank(),
     text = element_text(
-      size = text_size + 2,
+      size = text_size + 4,
     ),
     validate = FALSE
   ) +
@@ -579,7 +714,29 @@ ggplot() +
 
 ::: {.column width="48%"}
 
-#### rcpptimer: Rcpp Tic-Toc Timer with OpenMP Support
+<i class="fa-brands fa-fw fa-r-project" style="color: #276DC3;"></i> R Package *rcpptimer* on <i class="fa-brands fa-fw fa-github" style="color:var(--col_grey_10);"></i> [Github](https://github.com/BerriJ/rcpptimer) and [CRAN](https://cran.r-project.org/web/packages/rcpptimer/)
+
+Provides Rcpp bindings for <i class="fa-brands fa-fw fa-github" style="color:var(--col_grey_10);"></i> [cpptimer](https://github.com/BerriJ/rcpptimer) 
+
+tic-toc class for timing C++ code
+
+Supports nested, overlapping and scoped timers 
+
+Supports OpenMP parallelism
+
+```c++
+//[[Rcpp::depends(rcpptimer)]]
+#include <rcpptimer.h>
+
+void main(){
+  Rcpp::Timer timer;
+  Rcpp::Timer::ScopedTimer _(timer, "ST");
+
+  timer.tic();
+  // Some more code
+  timer.toc();
+} // ScopedTimer will stop automatically
+```
 
 :::