Examples#

End-to-end tutorials and benchmarks demonstrating OpenSTEF workflows. Each tutorial is a runnable Jupyter notebook rendered with executed outputs.

Tutorials#

Getting Started#

Tutorial

Description

Forecasting Quickstart

Train your first XGBoost model and produce a 47-hour ahead forecast using the Liander dataset.

Backtesting Quickstart

Evaluate forecast accuracy on historical data using BEAM’s rolling-window backtesting pipeline.

Understanding Datasets

Learn how versioned time series data works and why it matters for honest forecasting.

Model Training#

Tutorial

Description

Custom Pipeline

Build a forecasting workflow from scratch with custom transforms, feature selection, and callbacks.

Feature Engineering

Explore transforms by domain, apply them individually, and compose preprocessing pipelines.

Ensemble Forecasting

Combine multiple models into an ensemble for improved accuracy and robustness.

Hyperparameter Tuning

Optimize model hyperparameters using Optuna integration with cross-validated backtesting.

Evaluation & Analysis#

Tutorial

Description

Model Explainability

Inspect feature importances, SHAP values, and contribution plots for trained models.

Quantile Calibration

Calibrate prediction intervals using isotonic regression for reliable uncertainty estimates.

Benchmarks#

Compare models on real energy data. These notebooks are not executed during the docs build — run them locally to reproduce results.

Benchmark

Description

Benchmarking Guide

Overview of the benchmarking framework and how to interpret results.

Liander 2024

Full benchmark on Liander’s MV feeder dataset comparing XGBoost, LightGBM, and linear baselines.

Build Your Own

Template for creating custom benchmarks on your own data.