In this project I propose to develop a Wholesale Energy Price Estimator based on Machine Learning tools and use it to forecast the day-ahead spot price of Germany, trying to overcome the usual issues derived from the high renewables penetration, namely decline trend of price level as renewable capacity increases over the years (meaning non-stationary behavior) and high volatility (leading to high peaks and the necessity of dense granularity of input data).

The Notebooks contains all of the python code used in the project.

Additionalyl the final project report is included.

The full dataset can be downloaded from: https://data.open-power-system-data.org/time_series/2019-06-05.

If find it useful, please let me know (joansu2004@yahoo.es)

Regards