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jeslago / epftoolbox

An open-access benchmark and toolbox for electricity price forecasting
Apache License 2.0
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LEAR bug: exogeneous used at D-2, should be D-7 #8

Closed MichalJarema closed 3 months ago

MichalJarema commented 2 years ago

In file _lear.py, line 240, function build_and_split_XY():

There is for past_day in [1,2]:

Should be: for past_day in [1,7]:

jeslago commented 1 year ago

@gmarcjasz What do you think of this?

gmarcjasz commented 1 year ago

It should be [1, 7] as Michal suggests - I tested both versions and the difference (depending on the dataset) of MAE and RMSE metrics is between 0 and 1% - but in all cases the corrected version is not worse. The code will be updated to reflect that change.