04 — method
Methodology
A short process note — not a model catalogue. For what is running right now, see Models.
History currently loaded
9,601 h
Metrics
MAE · RMSE · Skill vs naive
01 — process
Pipeline
01 — Market target
Hourly day-ahead auction prices by bidding zone. The public site emphasises the next delivery curve (and a multi-day path on the forecast page).
02 — Data & storage
Ingest via scheduled GitHub Actions into Supabase (raw → mart). Day-ahead load, wind and solar fundamentals feed residual-load style features when present.
03 — Information set
At decision time T, only data published by T is allowed. Lags look backward; day-ahead fundamentals for future hours are valid exogenous inputs; same-day actuals for future hours are not.
04 — Train & score
Baselines (seasonal naive, hour-of-week), classical (SARIMAX, Prophet), LightGBM multi-horizon, and LSTM. LightGBM is trained per zone; gallery models focus on the primary zone.
05 — Walk-forward
Origins every day after a minimum history. Train or fit with data ≤ T, forecast the next horizon, score MAE / RMSE / skill vs seasonal naive. No shuffled K-fold.
06 — Publish
Export small zone JSON packs and site indexes. The Astro site loads the primary zone fast and fetches other zones on demand. No ML in the browser.
ENTSO-E (A44 prices · A65/A69 DA fundamentals) │ ▼ GitHub Actions ingest → features → train → score → export │ ▼ Supabase (raw / mart / meta) │ ▼ Astro site · zone packs · map console