This repo is in the initial stages of development. I'm currently very busy working on timeseries problems in my day job at Tempus Energy, working on a energy focused reinforcement learning library energy_py and teaching a reinforcement learning course!
As I build tools for my work at Tempus I try to port them over to this library.
The aim of this repo is to provide a set of tools and examples of time series forecasting for energy problems.
Tools for scraping publically available energy datasets and tools for cleaning & processing data for use in training models.
Scraping
- Elexon (UK grid data)
Processing
- Elexon
- wind farm data
Toolkit for engineering features using sklearn pipelines. Fully developed test suite for each individual pipeline.
A model library that wraps commonly used models
- linear regression
- SARIMA
- random forests
- feedforward nn
- convolutional nn
- lstm nn
Tools for analyzing model performance
- error metrics such as MAPE, MASE
A toolkit for common plots
- correlations
- autocorrelations