| ---
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| language:
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| - en
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| - nl
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| license: apache-2.0
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| tags:
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| - time-series-forecasting
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| - energy-forecasting
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| - electricity-demand
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| - day-ahead-prices
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| - lightgbm
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| - tabular-regression
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| - conformal-prediction
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| - netherlands
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| - europe
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| - entsoe
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| pipeline_tag: tabular-regression
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| datasets:
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| - hsilvosa/entsoe-day-ahead
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| metrics:
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| - mae
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| - rmse
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| - pinball_loss
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| - winkler_score
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| model-index:
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| - name: netherlands-price-forecaster
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| results:
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| - task:
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| type: tabular-regression
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| name: Electricity Price Forecasting
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| dataset:
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| name: ENTSO-E Netherlands Bidding Zone (NL)
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| type: hsilvosa/entsoe-day-ahead
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| metrics:
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| - name: MAE
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| type: mae
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| value: 8.314
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| - name: RMSE
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| type: rmse
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| value: 21.564
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| - name: Empirical Interval Coverage (80% Nominal)
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| type: coverage
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| value: 76.7%
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| ---
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| # Day-Ahead Electricity Price Forecaster for Netherlands (NL)
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|
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| High-accuracy calibrated quantile LightGBM model for forecasting Netherlands **price**.
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| Resolution: hourly intervals. Trained on multi-year data (2023–2026) from **ENTSO-E**,
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| featuring multi-scale lags, cyclical encodings, and **conformal calibration**
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| for well-calibrated 80% prediction intervals ($P10, P50, P90$).
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|
|
| ## Model Highlights
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|
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| - **Country / Zone**: Netherlands (`NL`)
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| - **Target**: Day-Ahead Electricity Price in `EUR/MWh`
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| - **Resolution**: hourly intervals
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| - **Outputs**: Point forecast ($P50$), 80% prediction interval ($P10$ to $P90$)
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| - **Algorithm**: LightGBM Multi-Quantile Regressor with Conformal Calibration & Monotonicity
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| - **Dataset**: ENTSO-E European Transparency Platform (Zone: `NL`)
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| - **Training Samples**: 24,571 observations (2023–2026)
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|
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| ## Performance & Benchmark Comparison
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|
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| Evaluated on out-of-sample test sets against official seasonal persistence benchmarks:
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| | Metric | LightGBM Forecaster | 7-Day Seasonal Persistence | Improvement |
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| |---|---:|---:|---:|
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| | **MAE** | **8.314 EUR/MWh** | 42.456 EUR/MWh | **+80.4%** |
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| | **RMSE** | **21.564 EUR/MWh** | — | — |
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| - **WAPE**: 8.27%
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| | **P10 Pinball Loss** | 2.184 | — | — |
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| | **P90 Pinball Loss** | 2.381 | — | — |
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| | **P10–P90 Interval Coverage** | **76.7%** | — | Target: 75–85% |
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| | **Winkler Score** | 45.648 | — | — |
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|
|
| ## Quickstart: Python Inference
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|
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| ```python
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| import pandas as pd
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| from huggingface_hub import hf_hub_download
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| import joblib
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|
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| # 1. Download model artifacts
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| model_path = hf_hub_download(repo_id="ORGANIZATION/netherlands-price-forecaster", filename="models.joblib")
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| models = joblib.load(model_path)
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|
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| # 2. Predict P10, P50 (point), and P90 quantiles
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| X_test = pd.read_csv("sample_input.csv")
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| p10 = models[0.1].predict(X_test)
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| p50 = models[0.5].predict(X_test)
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| p90 = models[0.9].predict(X_test)
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|
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| print("Forecast Point Estimate:", p50[:5])
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| print("80% Lower Bound (P10):", p10[:5])
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| print("80% Upper Bound (P90):", p90[:5])
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| ```
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|
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| ## Features Used
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|
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| The model uses 37 leakage-safe features:
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| - `hour`
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| - `quarter`
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| - `day_of_week`
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| - `day_of_year`
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| - `month`
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| - `is_weekend`
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| - `is_holiday`
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| - `is_morning_peak`
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| - `is_evening_peak`
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| - `sin_hour`
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| - `cos_hour`
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| - `sin_day_of_week`
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| - `cos_day_of_week`
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| - `sin_day_of_year`
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| - `cos_day_of_year`
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| - `lag_1h`
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| - `lag_2h`
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| - `lag_3h`
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| - `lag_4h`
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| - `lag_24h`
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| - `lag_48h`
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| - `lag_7d`
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| - `lag_14d`
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| - `diff_1h`
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| - `diff_2h`
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| - `diff_24h`
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| - `diff_7d`
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| - `acceleration_1h`
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| - `ema_4step`
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| - `ema_12step`
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| - `rolling_std_4step`
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| - `rolling_mean_24h`
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| - `rolling_std_24h`
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| - `rolling_min_24h`
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| - `rolling_max_24h`
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| - `rolling_mean_7d`
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| - `rolling_std_7d`
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|
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| ## Intended Use & Advisory
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|
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| This model is intended for research, energy market analytics, grid load planning,
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| and educational forecasting demonstrations. It is advisory only and not intended
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| for automated trading execution or real-time grid dispatch.
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|
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| ## Citation & Attribution
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|
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| Data published under the ENTSO-E Transparency framework:
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| - Transparency Platform: https://transparency.entsoe.eu/
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|
|
