End-to-end Time-Series Forecasting Project
Direct analogy: Demand Forecasting in FMCG
MAPE 4.1% on 14-day ahead forecast — production-ready accuracy
Holt-Winters + Facebook Prophet on 200,000+ hourly observations
Nestlé's EU-wide forecasting solutions require:
- Maintaining & improving existing time-series models
- Experimenting with new forecasting approaches
- Clear communication of results to non-technical stakeholders
This project demonstrates exactly that — using real European grid data as a perfect proxy for demand forecasting in FMCG.
| Country | Model | MAE (MW) | RMSE (MW) | MAPE |
|---|---|---|---|---|
| Germany | Holt-Winters | 2,131 | 2,569 | 4.08% |
| Germany | Prophet | 2,460 | 3,174 | 4.72% |
| Hungary | Prophet | 201 | 255 | 4.12% |
| Hungary | Holt-Winters | 903 | 1,082 | 18.73% |
MAPE < 5% on 14-day horizon — excellent for operational planning
graph LR
A[Download Raw Data<br>OPSD 15-min] --> B[Transform & Clean<br>pandas + interpolation]
B --> C[Validate Quality<br>missing, duplicates, ranges]
C --> D[Exploratory Analysis<br>seasonality, trends]
D --> E[Time-Series Forecasting<br>Holt-Winters + Prophet]
E --> F[Results & Plots<br>MAPE, forecasts, PNGs]
python src/main.py
- Automated ETL (extract → transform → validate)
- Two production-grade forecasting models
- Holt-Winters (Triple Exponential Smoothing)
- Facebook Prophet (with holidays & changepoints)
- Robust data quality checks
- Visualizations (daily trends, hourly seasonality, forecast vs actual)
- Ready-to-deploy structure — clean, modular, documented
- Python, pandas, numpy
- statsmodels (Holt-Winters)
- Prophet (Facebook)
- matplotlib, seaborn
- Git + clean project structure
git clone https://github.com/yourname/energy-load-forecasting.git
cd energy-load-forecasting
pip install -r requirements.txt
python src/main.py
→ Downloads data → Cleans → Analyzes → Forecasts → Saves plots & metrics
- Strong weekly & daily seasonality
- Winter peaks due to heating demand
- High correlation between Germany & Hungary (~0.82)
- Prophet excels at capturing holidays & long-term trends
- Holt-Winters best for stable weekly patterns
MIT License — free to use, modify, and share.