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Experiments in Real Datasets
An example on how to run experiments with real datasets is shown in this script.
The configurations per dataset are located in this yaml file.
On electricity price forecasting datasets
At the time of writing our paper we took the electricity price forecasting datasets from here and here. As one can see from the commit history here, it seems that there were some fixes on how the data was preprocessed. Since the data has been taken from zenodo, we have provided both versions of these datasets so that anyone interested can run our model with both the previous and corrected dataset versions.