Computational Reproducibility & Scientific Integrity

Audit Certificates for Reproducible Drift Detection: A Formal Validation of Structural Regime Shifts

Dataset: TEPCO Power Demand (Public) + JMA Weather Observations (Tokyo), Jan–Apr 2024

Protocol: Static Calibration → Out-of-Sample Evaluation → Immutable Hashed Audit Certificate

Audit Conclusion NG

Root Cause: TAU_CAP_HIT

1. Introduction

In operational time-series forecasting, "drift detection" is frequently implemented as a reactive heuristic where data boundaries, thresholds, and preprocessing parameters are adjusted post-hoc. This fluidity prevents independent researchers from reproducing the same conclusions, effectively rendering drift detection an operational artifact rather than a falsifiable scientific claim. The lack of computational reproducibility erodes the integrity of monitoring pipelines in safety-critical domains.

This report addresses this erosion by presenting a Certificate-based Audit protocol. Under this framework, drift determinations are encapsulated into an immutable "Audit Certificate," where data provenance, temporal splitting, threshold policies, and execution environments are strictly defined and verified via digital fingerprints (SHA256). Threshold estimation is restricted to the Calibration phase, ensuring that the Evaluation phase remains an unbiased out-of-sample test. This structural design proactively eliminates post-hoc parameter optimization (p-hacking). As an empirical validation, we present an audit of Tokyo Electric Power Company (TEPCO) demand and Japan Meteorological Agency (JMA) weather data for the first quadrimester of 2024.

The primary contribution of this work lies in the reduction of "drift determination" into a reproducible and falsifiable experimental unit, independent of operational biases.

2. Problem Formulation: The Erosion of Falsifiability

Temporal Boundary Fluidity

Traditional monitoring allows splitting points between Calibration and Evaluation to be shifted ex-post, enabling the selection of timeframes that yield desired detection outcomes.

Threshold-Budget Entanglement

Detection thresholds are often adjusted to satisfy operational budgets (e.g., alert volume limits), thereby obscuring the true structural breakdown of the model's assumptions.

Opaque Data Provenance

Conclusions are typically disconnected from specific data versioning, making it impossible to verify if the audit was performed on the original or manipulated datasets.

Environmental Volatility

A lack of environmental hashing prevents third parties from discerning whether a discrepancy in results stems from a change in data or an unrecorded update in the execution environment.

3. Methodological Rigor: Audit Protocol

The protocol enforces a strict separation between Calibration-only Parameterization and Evaluation-only Inference. To guarantee the immutability of the audit conclusion, the following five vectors are condensed into a unique SHA256 "Integrity Fingerprint."

Input Data
Split Specs
Hyperparams
Logic/Code
Env Hash

Ghost Score Definition

$$SCORE = \max\left( \frac{|y - \hat{y}|}{THR_{RES}}, \frac{\Delta \text{Residuals}}{THR_{GRAD}} \right)$$

Capturing both Magnitude (Level) and Structural (Shape) Residuals

Policy Separation Axiom

$$\tau_{used} = \min(\tau_{budget}, \tau_{cap})$$

Condition: $\tau_{budget} > \tau_{cap} \implies \text{Regime Shift Confirmed}$

Temporal Leakage Prevention: Feature sets are strictly limited to {Temperature, Sunshine, Humidity, Periodic Cycles, Lagged variables}. Crucially, all autoregressive features are constructed exclusively from historical data relative to the prediction point, structurally prohibiting any look-ahead bias or temporal leakage.

3.2 Data Acquisition & Provenance Protocol

Load Demand Series: Retreived from TEPCO Power Grid "Electricity Forecast > Usage Data" portal. Monthly CSV archives (Jan–Apr 2024) were consolidated into a singular time-series (Collection Date: 2025/12/14 JST). The measurement unit is 10 MW (10,000 kW), strictly adhering to source granularity.

Meteorological Observations: Retreived from the Japan Meteorological Agency (JMA) Historical Download Portal. Station: "Tokyo". Parameters: Temperature, Sunshine duration, Relative humidity. Temporal resolution: Hourly (Collection Date: 2025/12/14 JST).

Raw data files are not redistributed to comply with terms of use and data governance. Reproducibility is maintained via SHA256 verification of locally archived files against the provided acquisition protocol.

4. Empirical Results (Jan–Apr 2024)

Verdict

NG

Cap Hit Days

22

Drift Ratio (RMSE)

1.883

Unit

10 MW

4.1 Temporal Chronology of Detected Anomalies

Timestamp (Start) Timestamp (End) Dur. (h) Peak Score Attribution
2024-04-29 06:002024-04-29 22:00172.763LEVEL_RESIDUAL
2024-04-24 11:002024-04-26 10:00482.740LEVEL_RESIDUAL
2024-04-22 10:002024-04-22 13:0042.357LEVEL_RESIDUAL
2024-04-15 09:002024-04-17 19:00592.251LEVEL_RESIDUAL

4.2 Planned Robustness & Falsifiability Checks

To satisfy the requirements of rigorous academic scrutiny, the following robustness evaluations are designated as high-priority follow-up experiments:

  • Quantile Sensitivity (q-sweep): Executing a parametric sweep across $q \in \{0.990, 0.995, 0.999, 0.9995\}$ to demonstrate that the NG verdict is invariant to marginal threshold fluctuations, thereby eliminating the risk of arbitrary parameter selection.
  • Temporal Invariance Testing: Re-validating the model with shifted Test starting points (+7 and +14 days) to confirm that structural anomalies are persistent features of the regime shift, rather than temporal artifacts of a single fixed window.

5. Reproducibility & Integrity Signatures

Data Provenance Hash b45cf0d56821c3e04dcab9ff74e5d92c29cf306331826cc5152c7e0a202f5dfc
Audit Certificate SHA256 1a3d68abd94e35c51f02ffdd94360e4eab0ab0337469167ba127c13c98a89dbb
FINGERPRINT COPIED