electricity_exo_vars

Contains prices of different electricity markets with exogenous variables.

datasets

A Software Development Kit for working with 'Nixtla''s 'TimeGPT', a foundation
model for time series forecasting. 'API' is an acronym for 'application
programming interface'; this package allows users to interact with
'TimeGPT' via the 'API'. You can set and validate 'API' keys and generate forecasts
via 'API' calls. It is compatible with 'tsibble' and base R. For more details
visit <https://docs.nixtla.io/>.

Mariana Menchero

nixtlar

A Software Development Kit for 'Nixtla''s 'TimeGPT'

Nixtla 

electricity_exo_vars function

<div class="section" id="electricity-exo-vars">
<h3><code>electricity_exo_vars</code></h3>
A data frame with 8400 rows and 12 columns:<dl>
<dt>unique_id</dt>
<dd>Unique identifiers of the electricity markets.</dd><dt>ds</dt>
<dd>Date in format YYYY:MM:DD hh:mm:ss.</dd><dt>y</dt>
<dd>Price for the given market and date.</dd><dt>Exogenous1</dt>
<dd>An external factor influencing prices. For all markets, some form of day-ahead load forecast.</dd><dt>Exogenous2</dt>
<dd>An external factor influencing prices.
For "BE" and "FR" markets, the day-ahead generation forecast.
For "NP", the day-ahead wind generation forecast.
For "PJM", the day-ahead load forecast in a specific zone.
For "DE", the aggregated day-ahead wind and solar generation forecasts.</dd><dt>day_0</dt>
<dd>Binary variable indicating weekday.</dd><dt>day_1</dt>
<dd>Binary variable indicating weekday.</dd><dt>day_2</dt>
<dd>Binary variable indicating weekday.</dd><dt>day_3</dt>
<dd>Binary variable indicating weekday.</dd><dt>day_4</dt>
<dd>Binary variable indicating weekday.</dd><dt>day_5</dt>
<dd>Binary variable indicating weekday.</dd><dt>day_6</dt>
<dd>Binary variable indicating weekday.</dd>
</dl></div>

Format

Electricity dataset with exogenous variables — electricity_exo_vars

<div class='section' id='electricity-exo-vars'>
<h3><code>electricity_exo_vars</code></h3>


A data frame with 8400 rows and 12 columns:<dl>
<dt>unique_id</dt>
<dd>Unique identifiers of the electricity markets.</dd>

<dt>ds</dt>
<dd>Date in format YYYY:MM:DD hh:mm:ss.</dd>

<dt>y</dt>
<dd>Price for the given market and date.</dd>

<dt>Exogenous1</dt>
<dd>An external factor influencing prices. For all markets, some form of day-ahead load forecast.</dd>

<dt>Exogenous2</dt>
<dd>An external factor influencing prices.
For "BE" and "FR" markets, the day-ahead generation forecast.
For "NP", the day-ahead wind generation forecast.
For "PJM", the day-ahead load forecast in a specific zone.
For "DE", the aggregated day-ahead wind and solar generation forecasts.</dd>

<dt>day_0</dt>
<dd>Binary variable indicating weekday.</dd>

<dt>day_1</dt>
<dd>Binary variable indicating weekday.</dd>

<dt>day_2</dt>
<dd>Binary variable indicating weekday.</dd>

<dt>day_3</dt>
<dd>Binary variable indicating weekday.</dd>

<dt>day_4</dt>
<dd>Binary variable indicating weekday.</dd>

<dt>day_5</dt>
<dd>Binary variable indicating weekday.</dd>

<dt>day_6</dt>
<dd>Binary variable indicating weekday.</dd>


</dl>

</div>

electricity_exo_vars: Electricity dataset with exogenous variables

Description

Usage

Arguments

Format

`electricity_exo_vars`