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Columbia MSDS Dec 2026
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Time Series · Model Evaluation

Electricity Forecasting

Compare statistical, neural, and tree-based forecasts of hourly electricity demand across 368 clients grouped into four load-profile clusters.

  • Python
  • Time Series
  • XGBoost
  • LightGBM
  • LSTM
  • Prophet
  • n8n

What I built

A chronological 2014 holdout after training on 2011-2013 observations.

  • Cleaned UCI electricity readings, aggregated 15-minute data to hourly demand, and clustered client load profiles.
  • Compared ARIMA, SARIMAX, Prophet, LSTM, XGBoost, and LightGBM using a chronological holdout.
  • Reported cluster MAPE of approximately 3.8%-6.1% for XGBoost and 4.4%-13.3% for LightGBM in the repository analysis.

How it works

  1. Clean and aggregate the UCI load readings to hourly observations.
  2. Cluster 368 active clients into four load-profile groups.
  3. Train statistical, neural, and tree-based models on the historical split.
  4. Evaluate on 2014 observations and inspect cluster-level forecasting errors.

Evaluation & evidence

Repository-reported MAPE uses 2011-2013 training and a 2014 holdout. Compare models on the same split and inspect cluster-level performance rather than treating the best score as a universal result.

Scope & limitations

These results describe this historical dataset and split. They are not evidence of current production forecasting accuracy or generalization to other markets.

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