ReModels is a Python package for probabilistic energy price forecasting using eight Quantile Regression Averaging (QRA) methods.

• Dataset Download: access commonly used public datasets for transparent data acquisition.
• Data Preprocessing: apply variance stabilizing transformation for improved data quality.
• Forecast Generation: produce point and probabilistic forecasts with reference implementations of QRA variants.
• Result Evaluation: compare predictions using dedicated metrics for fair and consistent evaluation.

ReModels provides a robust framework for researchers to compare different QRA methods and other forecasting techniques. It supports the development of new forecasting methods, extending beyond energy price forecasting.

ReModels simplifies and enhances energy price forecasting research with comprehensive tools and transparent methodologies.

Implemented QRA variants:

• QRA
• QRM
• FQRA
• FQRM
• sFQRA
• sFQRM
• LQRA
• SQRA
• SQRM

You can install remodels via pip from PyPI:

$ pip install remodels

Alternatively, you can install from source:

$ git clone https://github.com/zakrzewow/remodels.git
$ cd remodels
$ pip install .

Please see the Usage or the Reference for details.

Distributed under the terms of the MIT license, remodels is free and open source software.

This project was generated from @cjolowicz's Hypermodern Python Cookiecutter template.