Elpriser/power-price-forecast-data

Power Price Forecasting Inputs — Nordics + Netherlands

Every input behind the price-forecast models at elpriser.org: weather, prices, hydro reservoirs and interconnector capacity, for 13 bidding zones.

Models trained on this data: nordic-price-forecast (13 zones) and denmark-price-forecast (DK1/DK2, higher resolution).

The part that is hard to get elsewhere

weather_forecast_as_issued/ holds the weather forecast as it looked N days before the delivery hour, for N = 1 to 7 — not what the weather turned out to be.

This matters more than it sounds. Train a price model on actual weather and serve it a forecast at inference time, and the model has never seen the noisier input it must actually work with. It will look strong in backtest and underperform in production, with the gap widening at longer horizons — exactly where a multi-day forecast earns its keep. Derived from Open-Meteo's previous-runs API, which only covers 2024-03-15 onward.

weather_actual/ holds observed weather over a longer window, for fitting weather-to-production relationships where using actuals is legitimate (a static physical mapping, fed forecast weather at both train and serve time).

Contents

Path	What it is	Coverage
weather_forecast_as_issued/{zone}.parquet	Wind 100m, direct radiation, temperature, precipitation — each at leads of 1-7 days. One representative point per bidding zone	2024-03-15 → present, hourly
weather_actual/{zone}.parquet	Same four variables, observed	2022-01-01 → present, hourly
weather_denmark_highres/	14 points for the Denmark-only model: offshore wind clusters (Horns Rev, Anholt, Rødsand), German wind north and solar south, plus neighbouring zones	as above
market/prices_hourly_13zones.parquet	Day-ahead prices, EUR/MWh, all 13 zones from one source so no currency boundary	2024-01-01 → present, hourly
market/hydro_reservoir_weekly.parquet	Reservoir energy content, 10 hydro zones. The driver behind Nordic price levels — producers hold water back when reservoirs are low	2022 → present, weekly
market/transfer_capacity_daily.parquet	Month-ahead forecast transfer capacity per border and direction, for Denmark's six interconnectors	2024-03 → present, daily
training_dataset_nordic.parquet	The assembled, leakage-guarded training set: one row per (zone, hour, horizon 2-9), 30 features	2.1M rows

Zones

DK1, DK2 · NO1-NO5 · SE1-SE4 · FI · NL

Leakage discipline in the training set

If you use training_dataset_nordic.parquet directly, the rules already applied are:

• one row per (zone, target hour, forecast horizon h = 2..9)
• price lag k is populated only when k >= h-1 — at h=5 you do not yet know yesterday's price, and filling it would leak
• level_30d covers the 30 days ending at the last known day, not the 30 before the target
• weather comes from the as-issued archive at lead min(h, 7)
• reservoir readings are lagged 14 days, deliberately more conservative than ENTSO-E's real weekly publication lag

Sources & license

CC BY 4.0. Prices, reservoir levels and transfer capacity: ENTSO-E Transparency Platform. Weather: Open-Meteo (free for commercial and non-commercial use with attribution). Collection code: elpriser.org on GitHub, scripts/forecast_model/.