-
Notifications
You must be signed in to change notification settings - Fork 2
/
Copy pathdata.yaml
414 lines (386 loc) · 8.14 KB
/
data.yaml
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
# Economic data from Eurostat base
GAS:
name: "Supply, transformation and consumption of gas"
short_name: "GAS"
source: Eurostat
challenge:
- GAS
- OIL
- ELECTRICITY
model:
- REGARIMA
- DFM
- ETS
- XGBOOST
- LSTM
id: nrg_cb_gasm
filters:
geo: ["AT", "BE", "BG", "CY", "CZ", "DE", "DK", "EE", "EL", "ES", "FI",
"FR", "HR", "HU", "IE", "IT", "LT", "LU", "LV", "MT", "NL", "PL", "PT",
"RO", "SE", "SI", "SK"]
nrg_bal: "IC_CAL_MG"
siec: ["G3000"]
unit: TJ_GCV
freq: M
OIL:
name: "Supply and transformation of oil and petroleum products"
short_name: "OIL"
source: Eurostat
challenge:
- GAS
- OIL
- ELECTRICITY
model:
- REGARIMA
- DFM
- ETS
- XGBOOST
- LSTM
id: nrg_cb_oilm
filters:
geo: ["AT", "BE", "BG", "CY", "CZ", "DE", "DK", "EE", "EL", "ES", "FI",
"FR", "HR", "HU", "IE", "IT", "LT", "LU", "LV", "MT", "NL", "PL", "PT",
"RO", "SE", "SI", "SK"]
nrg_bal: "GID_CAL"
siec: ["O4671"]
unit: THS_T
freq: M
ELECTRICITY:
name: "Supply, transformation and consumption of electricity"
short_name: "ELECTRICITY"
source: Eurostat
challenge:
- GAS
- OIL
- ELECTRICITY
model:
- REGARIMA
- DFM
- ETS
- XGBOOST
- LSTM
id: nrg_cb_em
filters:
geo: ["AT", "BE", "BG", "CY", "CZ", "DE", "DK", "EE", "EL", "ES", "FI",
"FR", "HR", "HU", "IE", "IT", "LT", "LU", "LV", "MT", "NL", "PL", "PT",
"RO", "SE", "SI", "SK"]
nrg_bal: "AIM"
siec: ["E7000"]
unit: GWH
freq: M
PPI:
name: "Producer Price in Industry"
short_name: "PPI"
source: Eurostat
challenge:
- GAS
- OIL
- ELECTRICITY
model:
- DFM
- XGBOOST
- LSTM
id: sts_inppd_m
filters:
geo: ["AT", "BE", "BG", "CY", "CZ", "DE", "DK", "EE", "EL", "ES", "FI",
"FR", "HR", "HU", "IE", "IT", "LT", "LU", "LV", "MT", "NL", "PL", "PT",
"RO", "SE", "SI", "SK"]
indic_bt: PRIN
nace_r2: ["B-E36"]
s_adj: NSA
unit: I15
freq: M
IPI:
name: "Industrial Production Index"
short_name: "IPI"
source: Eurostat
challenge:
- GAS
- OIL
- ELECTRICITY
model:
- DFM
- XGBOOST
- LSTM
id: sts_inpi_m
filters:
geo: ["AT", "BE", "BG", "CY", "CZ", "DE", "DK", "EE", "EL", "ES", "FI",
"FR", "HR", "HU", "IE", "IT", "LT", "LU", "LV", "MT", "NL", "PL", "PT",
"RO", "SE", "SI", "SK"]
indic_bt: IMPR
cpa2_1: ["CPA_B-E36", "CPA_B-D"]
s_adj: NSA
unit: I15
freq: M
PSURVEY:
name: "Production surveys"
short_name: "PSURVEY"
source: Eurostat
challenge:
- GAS
- OIL
- ELECTRICITY
model:
- DFM
- XGBOOST
- LSTM
id: ei_bsin_m_r2
filters:
geo: ["AT", "BE", "BG", "CY", "CZ", "DE", "DK", "EE", "EL", "ES", "FI",
"FR", "HR", "HU", "IE", "IT", "LT", "LU", "LV", "MT", "NL", "PL", "PT",
"RO", "SE", "SI", "SK"]
s_adj: SA
indic: ["BS-ICI", "BS-ISPE", "BS-IEME", "BS-IPT", "BS-IOB", "BS-ISFP",
"BS-IPE"]
unit: BAL
freq: M
CSURVEY:
name: "Consumer surveys"
short_name: "CSURVEY"
source: Eurostat
challenge:
- GAS
- OIL
- ELECTRICITY
model:
- DFM
- XGBOOST
- LSTM
id: ei_bsco_m
filters:
geo: ["AT", "BE", "BG", "CY", "CZ", "DE", "DK", "EE", "EL", "ES", "FI",
"FR", "HR", "HU", "IE", "IT", "LT", "LU", "LV", "MT", "NL", "PL", "PT",
"RO", "SE", "SI", "SK"]
s_adj: NSA
indic: ["BS-CSMCI","BS-SFSH","BS-MP-PR","BS-UE-NY","BS-FS-LY","BS-FS-NY"]
freq: M
HICP:
name: "Harmonised Index of Consumer Prices"
short_name: "HICP"
source: Eurostat
challenge:
- GAS
- OIL
- ELECTRICITY
model:
- DFM
- XGBOOST
- LSTM
id: prc_hicp_midx
filters:
geo: ["AT", "BE", "BG", "CY", "CZ", "DE", "DK", "EE", "EL", "ES", "FI",
"FR", "HR", "HU", "IE", "IT", "LT", "LU", "LV", "MT", "NL", "PL", "PT",
"RO", "SE", "SI", "SK"]
unit: I15
coicop: ["CP00"]
freq: M
PVI:
name: "Production Volume in Industry"
short_name: "PVI"
source: Eurostat
challenge:
- GAS
- OIL
- ELECTRICITY
model:
- DFM
- XGBOOST
- LSTM
id: sts_inpr_m
filters:
geo: ["AT", "BE", "BG", "CY", "CZ", "DE", "DK", "EE", "EL", "ES", "FI",
"FR", "HR", "HU", "IE", "IT", "LT", "LU", "LV", "MT", "NL", "PL", "PT",
"RO", "SE", "SI", "SK"]
indic_bt: PROD
nace_r2: ["B-D"]
s_adj: SCA
unit: I15
freq: M
# Financial data from Yahoo Finance
BRENT:
name: "Brent Crude Oil Price"
short_name: "BRENT"
source: Yahoo
challenge:
- GAS
- OIL
- ELECTRICITY
model:
- REGARIMA
- DFM
- XGBOOST
- LSTM
id: "BZ=F"
OIL_FUTURE:
name: "Crude Oil Futures Price"
short_name: "OIL_FUTURE"
source: Yahoo
challenge:
- GAS
- OIL
- ELECTRICITY
model:
- DFM
- XGBOOST
- LSTM
id: "CL=F"
GAS_FUTURE:
name: "Natural Gas Futures Price"
short_name: "GAS_FUTURE"
source: Yahoo
challenge:
- GAS
- OIL
- ELECTRICITY
model:
- DFM
- XGBOOST
- LSTM
id: "NG=F"
EUR_USD:
name: "EUR to USD Exchange Rate"
short_name: "EUR_USD"
source: Yahoo
challenge:
- GAS
- OIL
- ELECTRICITY
model:
- REGARIMA
- DFM
- XGBOOST
- LSTM
id: "EURUSD=X"
SP500:
name: "S&P 500 Index Stock Price"
short_name: "SP500"
source: Yahoo
challenge:
- GAS
- OIL
- ELECTRICITY
model:
- DFM
- XGBOOST
- LSTM
id: "^GSPC"
EUROSTOXX500:
name: "Euro stoxx 50 Index Stock Price"
short_name: "EUROSTOXX500"
source: Yahoo
challenge:
- GAS
- OIL
- ELECTRICITY
model:
- DFM
- XGBOOST
- LSTM
id: "^STOXX50E"
CAC40:
name: "CAC 40 Index Stock Price"
short_name: "CAC40"
source: Yahoo
challenge:
- GAS
- OIL
- ELECTRICITY
model:
- DFM
- XGBOOST
- LSTM
id: "^FCHI"
# Google Trends
GTRENDS_FUEL_GAS:
name: "Google Trends - Fuel Economy & Gas Prices"
short_name: "gtrends_fuel_gas"
source: gtrends
challenge:
- GAS
- OIL
- ELECTRICITY
model:
- DFM
- XGBOOST
- LSTM
category: 1268
filters:
geo: ["AT", "BE", "BG", "CY", "CZ", "DE", "DK", "EE", "ES", "FI",
"FR", "HR", "HU", "IE", "IT", "LT", "LU", "LV", "MT", "NL", "PL", "PT",
"RO", "SE", "SI", "SK"]
GTRENDS_ELECTRICITY:
name: "Google Trends - Electricity"
short_name: "gtrends_electricity"
source: gtrends
challenge:
- GAS
- OIL
- ELECTRICITY
model:
- DFM
- XGBOOST
- LSTM
category: 658
filters:
geo: ["AT", "BE", "BG", "CY", "CZ", "DE", "DK", "EE", "ES", "FI",
"FR", "HR", "HU", "IE", "IT", "LT", "LU", "LV", "MT", "NL", "PL", "PT",
"RO", "SE", "SI", "SK"]
GTRENDS_OIL_GAS:
name: "Google Trends - Oil & gas"
short_name: "gtrends_oil_gas"
source: gtrends
challenge:
- GAS
- OIL
- ELECTRICITY
model:
- DFM
- XGBOOST
- LSTM
category: 659
filters:
geo: ["AT", "BE", "BG", "CY", "CZ", "DE", "DK", "EE", "ES", "FI",
"FR", "HR", "HU", "IE", "IT", "LT", "LU", "LV", "MT", "NL", "PL", "PT",
"RO", "SE", "SI", "SK"]
# Other data
ELEC_PRICES:
name: "Electricity prices"
short_name: "ELEC_PRICES"
source: ember-climate
challenge:
- GAS
- OIL
- ELECTRICITY
model:
- XGBOOST
- LSTM
url: "https://ember-climate.org/app/uploads/2022/09/european_wholesale_electricity_price_data_daily-5.csv"
url-geo-code: "https://gist.githubusercontent.com/tadast/8827699/raw/f5cac3d42d16b78348610fc4ec301e9234f82821/countries_codes_and_coordinates.csv"
NB_WE:
name: "Number of weekend days"
short_name: "NB_WE"
source: weekend
challenge:
- GAS
- OIL
- ELECTRICITY
model:
- XGBOOST
- LSTM
init_date: "2000-01-01"
filters:
geo: ["AT", "BE", "BG", "CY", "CZ", "DE", "DK", "EE", "ES", "FI",
"FR", "HR", "HU", "IE", "IT", "LT", "LU", "LV", "MT", "NL", "PL", "PT",
"RO", "SE", "SI", "SK"]
TOLL_DE:
name: "Truck toll mileage index DE"
short_name: "toll"
source: Destatis
challenge:
- GAS
- OIL
- ELECTRICITY
model:
- XGBOOST
- LSTM
url: "https://www.destatis.de/DE/Themen/Branchen-Unternehmen/Industrie-Verarbeitendes-Gewerbe/Tabellen/Lkw-Maut-Fahrleistungsindex-Daten.xlsx?__blob=publicationFile"