EnergyTS TimeSeries Dataset with Price

We provide an evaluation benchmark for the following scenario: Day-ahead electricity price forecasting - Prediction of electricity market prices for the next day based on datetime information. This scenario contains multiple sub-datasets. The datasets are mainly generated based on a Structural Causal Model (SCM) technical framework. Centered on the operational logic of power systems, a directed acyclic graph (DAG) is used to characterize the causal relationships among load, renewable power generation, unit status, grid constraints, and locational marginal prices. Samples are then generated based on the electricity market clearing mechanism. The evaluation script corresponding to the current dataset can be accessed at https://github.com/antgroup/Energy-EVA for assessment.