v2.1 — 15-Min Transition
Date: February 24, 2026
What Changed
15-Minute Resolution Support
Added three approaches to handle the EU-wide MTU15 transition (Spain switched from hourly to 15-minute settlement in October 2025):
| Approach | Training Data | Trade-off |
|---|---|---|
| Expanded | 3+ years hourly, replicated to 15-min | Maximum history, zero intra-hour variation |
| Pure 15-min | ~5 months genuine 15-min data | Real dynamics, limited history |
| Hybrid 15-min | Combined expanded + genuine | Best of both worlds |
Critical time_agg Bug Fix
Discovered that the ESIOS API was summing sub-hourly values instead of averaging, inflating prices ~4x since October 2025. Added time_agg=average to all 16 indicators.
15-Minute Features
- Lags scaled for quarter-hour resolution: lag_4 (1h), lag_96 (24h), lag_672 (7d)
- 96-period cyclical encoding (quarter-of-day)
- Demand ramp features for 15-min and 1h intervals
- New horizon groups: D1-D7 (96 quarters each)
CLI Flags
Added --approach (expanded/pure15/hybrid15) and --resolution (hourly/15min) flags to the training and prediction scripts.
Impact
- Compliant with EU MTU15 regulation
- Hybrid15 achieves best strategic MAE: 20.20 EUR/MWh
- Pure15 limited by insufficient training data (5 months vs 3+ years)