Study and research on the hourly Time Series of electricity price from Italy. My interest would be to obtain both short and long term forecasts. I employ two univariate methods: sARIMA modelling and Prophet and try to solve the task of forecasting in a semi-automatic way out of a high-frequency, complex dataset. Items in this repo include:
- the excel file containing the dset
- the R script, both in rmd and PFD format
- a PDF presentation of the results. Please note that I have been helped by Mirco Balduini (follow him on GitHub and LinkedIn!) in this research, and that we'll probably work further on this subject in the near future.
Thanks for reading, Dy.