SHAP-guided feature engineering appeared to cut peak-hour load forecast error by 3 to 6 times, but the key feature contains the target load itself, so the improvement is not evidence of forecasting skill.
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Explainability-Driven Feature Engineering for Mid-Term Electricity Load Forecasting in ERCOT's SCENT Region
SHAP-guided feature engineering appeared to cut peak-hour load forecast error by 3 to 6 times, but the key feature contains the target load itself, so the improvement is not evidence of forecasting skill.