Electricity Price Forecasting on the Day-Ahead market using Machine Learning

This repository contains the code necessary to reproduce the experiments of our paper.

Installation

Create a virtul env using python:

python -m venv .

Install all dependencies:

python -m pip install -r requirements.txt

This code uses the EPFToolbox that you need to install from this repository.

Start by setting a env variable for storing results and load data in a python iterpreter:

import os os.environ["VOLTAIRE"] = os.curdir

The Scripts will populate the 'data/dataset' folder with results and retrieved datasets

Data download

You can download the data from a DropBox archive. Extract it in this repository's folder.

Scripts

'LAGO_RESULTS.py' will reproduce metrics for the epftoolbox issued-models. 'TSCHORA_RESULTS.py' will reproduce metrics for our version of the ML models.