v1.1 — Feature Expansion

Date: February 14, 2026

What Changed

Major expansion of the feature engineering pipeline:

Weather Features

• Integrated Open-Meteo hourly forecasts from 5 population-weighted stations across Spain
• Added temperature, wind speed, cloud cover, solar radiation, and precipitation
• Built weather-energy interaction features: cold_x_demand, heating/cooling degree days, wind_x_wind_share, cloud_x_solar

Commodity Features

• Added TTF natural gas prices (ICE via Yahoo Finance with EMBER fallback)
• Added ETS carbon emission prices
• Computed marginal_cost_gas = gas × 1.9 + carbon × 0.37 as a proxy for gas plant marginal cost
• Added spark_spread = price - marginal_cost_gas

Temporal Encoding

• Replaced integer hour/day-of-week with cyclical sin/cos encoding: sin(2π × hour/24), cos(2π × hour/24)
• Added month and week-of-year cycles
• Added Spanish holiday calendar with bridge day detection

Generation Mix Features

• renewable_share, wind_share, solar_share, nuclear_share
• residual_demand = demand - renewables - nuclear
• Net import share from interconnections

Impact

Improved accuracy across all horizons, particularly for:

• Peak hours (weather-demand interaction captures temperature-driven demand)
• Gas-marginal hours (commodity features capture fuel cost dynamics)
• Holiday periods (calendar features prevent systematic errors)