Synthetic Dutch Day-Ahead Electricity Market Probabilistic Price Forecasting Dataset
This dataset is published on Zenodo and provides synthetic hourly data for probabilistic price forecasting in the Dutch day-ahead electricity market.
License
Creative Commons Attribution 4.0 International (CC BY 4.0)
Citation
Description
Synthetic hourly dataset mirroring the structure and statistical behaviour of the Dutch EPEX day-ahead electricity market. It was generated via STL decomposition and block bootstrap resampling applied to a real-world source dataset, preserving daily seasonality, long-run trends, short-term autocorrelation, and cross-variable relationships between prices, renewable generation forecasts, load, and commodity inputs, making it suitable as a statistically consistent privacy-preserving or augmentation substitute for the original dataset.
External resources
- Zenodo record: https://zenodo.org/records/19133916
- Indexed in OpenAIRE