Electricity Price Forecasting on German day-ahead market Panel C (2021-2023) benchmark leaderboard · SOTA2 Research

Electricity Price Forecasting on German day-ahead market Panel C (2021-2023)

39.835RMSELEAR-N(0, σ)

Evaluation Results

Method	Links
LEAR-N(0, σ)2025.04		39.835	27.237	20.459	7.093	1,443.811	121.033	213.973	128.804	-0.182	192.967
LEAR-GARCH2025.04		39.84	27.243	19.304	6.739	1,378.435	116.095	187.118	115.516	-0.034	206.636
LEAR-N(0, Σ)2025.04		39.841	27.245	20.46	5.065	1,059.817	117.073	150.695	97.225	-0.215	174.55
LEAR-CP2025.04		39.931	27.391	21.507	—	—	—	—	—	-0.742	77.465
ODR-GC2025.04		43.365	27.894	20.295	5.415	1,290.187	117.218	157.607	92.275	0.014	462.839
ODR-SPGC2025.04		43.45	27.915	20.309	5.425	1,289.995	117.308	157.499	92.349	0.021	462.912
ODR-IND2025.04		46.157	28.885	21.092	7.228	1,712.213	127.073	192.533	116.117	0.029	521.962
MODR-OLS-CD-IND2025.04		49.867	30.654	23.377	5.693	1,252.714	134.201	201.244	111.508	-0.035	290.222
MODR-OLS-MCD-IND2025.04		49.915	30.639	23.357	5.81	1,286.812	133.948	211.612	111.628	-0.045	295.708
MODR-OLS-LRA-IND2025.04		50.255	30.798	23.874	8.044	10	142.03	209.106	112.033	-0.054	307.374
MODR-LASSO-LRA-Σ2025.04		50.86	31.239	25.558	5.588	1,239.825	143.967	259.391	110.858	-0.215	213.264
MODR-OLS-LRA-Σ2025.04		53.441	32.456	25.226	5.949	1,904.47	143.167	211.488	110.463	-0.098	263.763
MODR-OLS-MCD-Σ2025.04		59.7	35.929	26.497	5.407	1,213.906	147.461	148.778	88.092	-0.038	361.243
MODR-OLS-CD-Σ2025.04		60.081	36.115	26.825	5.65	1,297.036	149.418	154.471	89.439	0.002	424.979
MODR-LASSO-MCD-Σ2025.04		64.334	38.639	29.17	5.827	1,305.452	161.906	147.824	87.859	-0.092	303.324
MODR-LASSO-CD-Σ2025.04		67.902	40.882	31.029	6.126	1,397.169	171.775	154.108	88.704	-0.041	358.176