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Electricity Price Forecasting

Benchmarks

Dataset Name	SOTA Method	Metric
Electricity Price (test)	TimeXer	RMSE0.0463	22	1mo ago
German day-ahead market Panel C: Second sub-sample n = 1095 (2021-01-01 to 2023-12-31)		RMSE39.835	16	3mo ago
German day-ahead market Panel A Full sample (2018-12-27 to 2023-12-31)		RMSE31.177	16	3mo ago
Shanxi China 12-month summary Real-time	TimerXL	MSE (Val)44,522.21	15	4mo ago
Shanxi China 12-month summary Day-ahead	TimerXL	MSE33,978.45	15	4mo ago
Real-E DE 24-step (test)	Chronos2 + FutureBoosting	MSE (Val)1.49	13	4mo ago
Real-E FR 24-step (test)	Chronos2 + FutureBoosting	MSE2.9	13	4mo ago
Germany-Luxembourg electricity market (test)	LEM-KF-RNN	MAE17.625	13	5mo ago
German Electricity Market 2023	GPR+SVR	MAE15.156	8	1mo ago
German Electricity Market 2022	GPR+SVR	MAE27.777	8	1mo ago
German Electricity Market 2021	GPR+SVR	MAE12.912	8	1mo ago
NEM Overall	KAN+XGBoost	Overall MAE26.17	6	2mo ago
Australian National Electricity Market (NEM) March 2025 (test)	KAN+XGBoost	MAE26.17	6	2mo ago
DE (test)	TFT	MSE58.99	6	4mo ago
FR (test)	TFT	MSE215.81	6	4mo ago
BE (test)	PatchDecomp	MSE182.93	6	4mo ago
PJM (test)	PatchDecomp	MSE28.81	6	4mo ago
NP (test)	TFT	MSE16.72	6	4mo ago
PJM horizon 48 (test)	ApolloPFN	sCRPS0.057	5	4mo ago
Electricity Price Forecasting BE horizon 48 (test)	ApolloPFN	sCRPS0.058	5	4mo ago
Electricity Price Forecasting FR horizon 48 (test)	TabPFN-TS	sCRPS0.068	5	4mo ago
Electricity Price Forecasting (NP) horizon 48 (test)	ApolloPFN	sCRPS0.053	5	4mo ago
Electricity Price Forecasting (DE) horizon 48 (test)	ApolloPFN	sCRPS0.056	5	4mo ago
Electricity Price Forecasting PJM horizon 24 (test)	ApolloPFN	sCRPS0.04	5	4mo ago
Electricity Price Forecasting BE horizon 24 (test)	ApolloPFN	sCRPS0.042	5	4mo ago

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