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models.yaml
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models.yaml
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# Entry 1
REGARIMA:
GAS:
estim_spec:
spec: "TRfull"
transform.function: "Auto"
estimate.from: "2014-01-01"
automdl.enabled: TRUE
tradingdays.option: "TradingDays"
usrdef.outliersEnabled: TRUE
outlier.enabled: TRUE
outlier.ao: TRUE
outlier.tc: FALSE
outlier.ls: TRUE
outlier.usedefcv: FALSE
outlier.cv: 3.5
usrdef.varEnabled: TRUE
sa_spec:
preliminary.check: FALSE
estimate.from: "2014-01-01"
spec: "RSA5c"
usrdef.outliersEnabled: TRUE
outlier.enabled: TRUE
outlier.ao: TRUE
outlier.tc: TRUE
outlier.ls: TRUE
SA: TRUE
OIL:
estim_spec:
spec: "TRfull"
transform.function: "Auto"
estimate.from: "2014-01-01"
automdl.enabled: TRUE
tradingdays.option: "TradingDays"
usrdef.outliersEnabled: TRUE
outlier.enabled: TRUE
outlier.ao: TRUE
outlier.tc: FALSE
outlier.ls: TRUE
outlier.usedefcv: FALSE
outlier.cv: 3.5
usrdef.varEnabled: TRUE
sa_spec:
preliminary.check: FALSE
estimate.from: "2014-01-01"
spec: "RSA5c"
usrdef.outliersEnabled: TRUE
outlier.enabled: TRUE
outlier.ao: TRUE
outlier.tc: TRUE
outlier.ls: TRUE
SA: TRUE
ELECTRICITY:
estim_spec:
spec: "TRfull"
transform.function: "Auto"
estimate.from: "2008-01-01"
automdl.enabled: TRUE
tradingdays.option: "TradingDays"
usrdef.outliersEnabled: TRUE
outlier.enabled: TRUE
outlier.ao: TRUE
outlier.tc: FALSE
outlier.ls: TRUE
outlier.usedefcv: FALSE
outlier.cv: 3.5
usrdef.varEnabled: TRUE
sa_spec:
preliminary.check: FALSE
estimate.from: "2008-01-01"
spec: "RSA5c"
usrdef.outliersEnabled: TRUE
outlier.enabled: TRUE
outlier.ao: TRUE
outlier.tc: TRUE
outlier.ls: TRUE
SA: TRUE
# Entry 2
DFM:
GAS:
start_sample: "2014-02-01"
SA: TRUE
max_lags: 4
max_factor: 2
collinearity_threshold: 0.9999
OIL:
start_sample: "2014-02-01"
SA: TRUE
max_lags: 4
max_factor: 2
collinearity_threshold: 0.9999
ELECTRICITY:
start_sample: "2008-02-01"
SA: TRUE
max_lags: 4
max_factor: 2
collinearity_threshold: 0.9999
# Entry 3 (A CHANGER EN 2024)
ETS:
GAS:
initial_year: 2014
last_year: 2023
OIL:
initial_year: 2014
last_year: 2023
ELECTRICITY:
initial_year: 2008
last_year: 2023
# Entry 4
XGBOOST:
GAS:
nb_months_past_to_use : 6
nb_months_past_to_use_others : 3
nb_years_past_to_use : 3
hyperparameters_europe :
best_nround : 150
best_eta : 0.15
best_max_depth : 6
best_subsample : 0.5
best_colsample_bytree : 0.5
hyperparameters_per_country :
best_nround : 100
best_eta : 0.15
best_max_depth : 5
best_subsample : 0.5
best_colsample_bytree : 0.5
OIL:
nb_months_past_to_use : 6
nb_months_past_to_use_others : 3
nb_years_past_to_use : 3
hyperparameters_europe :
best_nround : 150
best_eta : 0.15
best_max_depth : 6
best_subsample : 0.5
best_colsample_bytree : 0.5
hyperparameters_per_country :
best_nround : 100
best_eta : 0.15
best_max_depth : 5
best_subsample : 0.5
best_colsample_bytree : 0.5
ELECTRICITY:
nb_months_past_to_use : 6
nb_months_past_to_use_others : 3
nb_years_past_to_use : 3
hyperparameters_europe :
best_nround : 150
best_eta : 0.15
best_max_depth : 6
best_subsample : 0.5
best_colsample_bytree : 0.5
hyperparameters_per_country :
best_nround : 100
best_eta : 0.15
best_max_depth : 5
best_subsample : 0.5
best_colsample_bytree : 0.5
init_year: 2008
# Entry 5
LSTM:
GAS:
nb_months_past_to_use : 1
nb_months_past_to_use_others : 6
nb_years_past_to_use : 1
OIL:
nb_months_past_to_use : 1
nb_months_past_to_use_others : 6
nb_years_past_to_use : 1
ELECTRICITY:
nb_months_past_to_use : 1
nb_months_past_to_use_others : 6
nb_years_past_to_use : 1
init_year: 2008