Please download the datasets from the following links:

Power - https://archive.ics.uci.edu/ml/datasets/Power+consumption+of+Tetouan+city 

Energy - https://archive.ics.uci.edu/ml/datasets/Appliances+energy+prediction

Traffic - https://archive.ics.uci.edu/ml/datasets/Metro+Interstate+Traffic+Volume

Wind - https://www.kaggle.com/datasets/l3llff/wind-power

Prices - https://github.com/mzaffran/AdaptiveConformalPredictionsTimeSeries/blob/main/data_prices/Prices_2016_2019_extract.csv