Analyzing Electricity Price Time Series Data using Python: Time Series Decomposition and Price Forecasting using a Vector Autoregression (VAR) Model

Welcome to the Tech Rando blog! This tutorial covers time series decomposition and vector autoregression (VAR) modelling to forecast electricity prices for the state of Texas, using time series data collected via the Energy Information Administration’s (EIA) API. First, a little background on the Energy Information Administration, or the EIA. The EIA is a branch … Continue reading Analyzing Electricity Price Time Series Data using Python: Time Series Decomposition and Price Forecasting using a Vector Autoregression (VAR) Model