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Electricity Price Forecasting

Benchmarks

Dataset Name	SOTA Method	Metric
Electricity Price (test)	DDNN-qEns	MAE3.564	18	1mo ago
German day-ahead market Panel C: Second sub-sample n = 1095 (2021-01-01 to 2023-12-31)		RMSE39.835	16	1mo ago
German day-ahead market Panel A Full sample (2018-12-27 to 2023-12-31)		RMSE31.177	16	1mo ago
Shanxi China 12-month summary Real-time	TimerXL	MSE (Val)44,522.21	15	2mo ago
Shanxi China 12-month summary Day-ahead	TimerXL	MSE33,978.45	15	2mo ago
Real-E DE 24-step (test)	Chronos2 + FutureBoosting	MSE (Val)1.49	13	2mo ago
Real-E FR 24-step (test)	Chronos2 + FutureBoosting	MSE2.9	13	2mo ago
Germany-Luxembourg electricity market (test)	LEM-KF-RNN	MAE17.625	13	3mo ago
NEM Overall	KAN+XGBoost	Overall MAE26.17	6	12d ago
Australian National Electricity Market (NEM) March 2025 (test)	KAN+XGBoost	MAE26.17	6	12d ago
DE (test)	TFT	MSE58.99	6	3mo ago
FR (test)	TFT	MSE215.81	6	3mo ago
BE (test)	PatchDecomp	MSE182.93	6	3mo ago
PJM (test)	PatchDecomp	MSE28.81	6	3mo ago
NP (test)	TFT	MSE16.72	6	3mo ago
PJM horizon 48 (test)	ApolloPFN	sCRPS0.057	5	2mo ago
Electricity Price Forecasting BE horizon 48 (test)	ApolloPFN	sCRPS0.058	5	2mo ago
Electricity Price Forecasting FR horizon 48 (test)	TabPFN-TS	sCRPS0.068	5	2mo ago
Electricity Price Forecasting (NP) horizon 48 (test)	ApolloPFN	sCRPS0.053	5	2mo ago
Electricity Price Forecasting (DE) horizon 48 (test)	ApolloPFN	sCRPS0.056	5	2mo ago
Electricity Price Forecasting PJM horizon 24 (test)	ApolloPFN	sCRPS0.04	5	2mo ago
Electricity Price Forecasting BE horizon 24 (test)	ApolloPFN	sCRPS0.042	5	2mo ago
Electricity Price Forecasting (FR) - horizon 24 (test)	ApolloPFN	sCRPS0.04	5	2mo ago
Electricity Price Forecasting NP horizon 24 (test)	ApolloPFN	sCRPS0.038	5	2mo ago
Electricity Price Forecasting (DE) horizon 24 (test)	TabPFN-TS	sCRPS0.033	5	2mo ago

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