Files in AKLLaursen/powerfor
Provides all code for the thesis An Empirical Comparison of Models for Forecasting Electricity Prices by Andreas Keller Leth Laursen.
.Rbuildignore
.gitignore
DESCRIPTION
InputStreamByteWrapper.class
LICENCE
MatlabServer.m
NAMESPACE
R/0imports.R
R/1configs.R
R/RcppExports.R
R/data_treatment.R
R/forecasting.R
R/forecasting_output.R
R/likelihood_functions.R
R/plot_functions.R
R/plot_outputs.R
R/scraping.R
R/support_vector_machines.R
R/table_output.R
README.md
inst/forecasts/base_load/de_intraday_forecast_ar.csv
inst/forecasts/base_load/de_intraday_forecast_arima.csv
inst/forecasts/base_load/de_intraday_forecast_arx_1.csv
inst/forecasts/base_load/de_intraday_forecast_arx_2.csv
inst/forecasts/base_load/de_intraday_forecast_esc1.csv
inst/forecasts/base_load/de_intraday_forecast_esc2.csv
inst/forecasts/base_load/de_intraday_forecast_esc3.csv
inst/forecasts/base_load/de_intraday_forecast_esc4.csv
inst/forecasts/base_load/de_intraday_forecast_garch.csv
inst/forecasts/base_load/de_intraday_forecast_garchx_1.csv
inst/forecasts/base_load/de_intraday_forecast_garchx_2.csv
inst/forecasts/base_load/de_intraday_forecast_svm_linear.csv
inst/forecasts/base_load/de_intraday_forecast_svm_linearx_1.csv
inst/forecasts/base_load/de_intraday_forecast_svm_linearx_2.csv
inst/forecasts/base_load/de_intraday_forecast_svm_polynomial.csv
inst/forecasts/base_load/de_intraday_forecast_svm_polynomialx_1.csv
inst/forecasts/base_load/de_intraday_forecast_svm_polynomialx_2.csv
inst/forecasts/base_load/de_spot_forecast_ar.csv
inst/forecasts/base_load/de_spot_forecast_arima.csv
inst/forecasts/base_load/de_spot_forecast_arx_1.csv
inst/forecasts/base_load/de_spot_forecast_arx_2.csv
inst/forecasts/base_load/de_spot_forecast_esc1.csv
inst/forecasts/base_load/de_spot_forecast_esc2.csv
inst/forecasts/base_load/de_spot_forecast_esc3.csv
inst/forecasts/base_load/de_spot_forecast_esc4.csv
inst/forecasts/base_load/de_spot_forecast_garch.csv
inst/forecasts/base_load/de_spot_forecast_garchx_1.csv
inst/forecasts/base_load/de_spot_forecast_garchx_2.csv
inst/forecasts/base_load/de_spot_forecast_svm_linear.csv
inst/forecasts/base_load/de_spot_forecast_svm_linearx_1.csv
inst/forecasts/base_load/de_spot_forecast_svm_linearx_2.csv
inst/forecasts/base_load/de_spot_forecast_svm_polynomial.csv
inst/forecasts/base_load/de_spot_forecast_svm_polynomialx_1.csv
inst/forecasts/base_load/de_spot_forecast_svm_polynomialx_2.csv
inst/forecasts/base_load/fr_intraday_forecast_ar.csv
inst/forecasts/base_load/fr_intraday_forecast_arima.csv
inst/forecasts/base_load/fr_intraday_forecast_arx_1.csv
inst/forecasts/base_load/fr_intraday_forecast_arx_2.csv
inst/forecasts/base_load/fr_intraday_forecast_esc1.csv
inst/forecasts/base_load/fr_intraday_forecast_esc2.csv
inst/forecasts/base_load/fr_intraday_forecast_esc3.csv
inst/forecasts/base_load/fr_intraday_forecast_esc4.csv
inst/forecasts/base_load/fr_intraday_forecast_garch.csv
inst/forecasts/base_load/fr_intraday_forecast_garchx_1.csv
inst/forecasts/base_load/fr_intraday_forecast_garchx_2.csv
inst/forecasts/base_load/fr_intraday_forecast_svm_linear.csv
inst/forecasts/base_load/fr_intraday_forecast_svm_linearx_1.csv
inst/forecasts/base_load/fr_intraday_forecast_svm_linearx_2.csv
inst/forecasts/base_load/fr_intraday_forecast_svm_polynomial.csv
inst/forecasts/base_load/fr_intraday_forecast_svm_polynomialx_1.csv
inst/forecasts/base_load/fr_intraday_forecast_svm_polynomialx_2.csv
inst/forecasts/base_load/fr_spot_forecast_ar.csv
inst/forecasts/base_load/fr_spot_forecast_arima.csv
inst/forecasts/base_load/fr_spot_forecast_arx_1.csv
inst/forecasts/base_load/fr_spot_forecast_arx_2.csv
inst/forecasts/base_load/fr_spot_forecast_esc1.csv
inst/forecasts/base_load/fr_spot_forecast_esc2.csv
inst/forecasts/base_load/fr_spot_forecast_esc3.csv
inst/forecasts/base_load/fr_spot_forecast_esc4.csv
inst/forecasts/base_load/fr_spot_forecast_garch.csv
inst/forecasts/base_load/fr_spot_forecast_garchx_1.csv
inst/forecasts/base_load/fr_spot_forecast_garchx_2.csv
inst/forecasts/base_load/fr_spot_forecast_svm_linear.csv
inst/forecasts/base_load/fr_spot_forecast_svm_linearx_1.csv
inst/forecasts/base_load/fr_spot_forecast_svm_linearx_2.csv
inst/forecasts/base_load/fr_spot_forecast_svm_polynomial.csv
inst/forecasts/base_load/fr_spot_forecast_svm_polynomialx_1.csv
inst/forecasts/base_load/fr_spot_forecast_svm_polynomialx_2.csv
inst/forecasts/hour_10/10_de_intraday_forecast_ar.csv
inst/forecasts/hour_10/10_de_intraday_forecast_arima.csv
inst/forecasts/hour_10/10_de_intraday_forecast_arx_1.csv
inst/forecasts/hour_10/10_de_intraday_forecast_arx_2.csv
inst/forecasts/hour_10/10_de_intraday_forecast_esc1.csv
inst/forecasts/hour_10/10_de_intraday_forecast_esc2.csv
inst/forecasts/hour_10/10_de_intraday_forecast_esc3.csv
inst/forecasts/hour_10/10_de_intraday_forecast_esc4.csv
inst/forecasts/hour_10/10_de_intraday_forecast_garch.csv
inst/forecasts/hour_10/10_de_intraday_forecast_garchx_1.csv
inst/forecasts/hour_10/10_de_intraday_forecast_garchx_2.csv
inst/forecasts/hour_10/10_de_intraday_forecast_svm_linear.csv
inst/forecasts/hour_10/10_de_intraday_forecast_svm_linearx_1.csv
inst/forecasts/hour_10/10_de_intraday_forecast_svm_linearx_2.csv
inst/forecasts/hour_10/10_de_intraday_forecast_svm_polynomial.csv
inst/forecasts/hour_10/10_de_intraday_forecast_svm_polynomialx_1.csv
inst/forecasts/hour_10/10_de_intraday_forecast_svm_polynomialx_2.csv
inst/forecasts/hour_10/10_de_spot_forecast_ar.csv
inst/forecasts/hour_10/10_de_spot_forecast_arima.csv
inst/forecasts/hour_10/10_de_spot_forecast_arx_1.csv
inst/forecasts/hour_10/10_de_spot_forecast_arx_2.csv
inst/forecasts/hour_10/10_de_spot_forecast_esc1.csv
inst/forecasts/hour_10/10_de_spot_forecast_esc2.csv
inst/forecasts/hour_10/10_de_spot_forecast_esc3.csv
inst/forecasts/hour_10/10_de_spot_forecast_esc4.csv
inst/forecasts/hour_10/10_de_spot_forecast_garch.csv
inst/forecasts/hour_10/10_de_spot_forecast_garchx_1.csv
inst/forecasts/hour_10/10_de_spot_forecast_garchx_2.csv
inst/forecasts/hour_10/10_de_spot_forecast_svm_linear.csv
inst/forecasts/hour_10/10_de_spot_forecast_svm_linearx_1.csv
inst/forecasts/hour_10/10_de_spot_forecast_svm_linearx_2.csv
inst/forecasts/hour_10/10_de_spot_forecast_svm_polynomial.csv
inst/forecasts/hour_10/10_de_spot_forecast_svm_polynomialx_1.csv
inst/forecasts/hour_10/10_de_spot_forecast_svm_polynomialx_2.csv
inst/forecasts/hour_10/10_fr_intraday_forecast_ar.csv
inst/forecasts/hour_10/10_fr_intraday_forecast_arima.csv
inst/forecasts/hour_10/10_fr_intraday_forecast_arx_1.csv
inst/forecasts/hour_10/10_fr_intraday_forecast_arx_2.csv
inst/forecasts/hour_10/10_fr_intraday_forecast_esc1.csv
inst/forecasts/hour_10/10_fr_intraday_forecast_esc2.csv
inst/forecasts/hour_10/10_fr_intraday_forecast_esc3.csv
inst/forecasts/hour_10/10_fr_intraday_forecast_esc4.csv
inst/forecasts/hour_10/10_fr_intraday_forecast_garch.csv
inst/forecasts/hour_10/10_fr_intraday_forecast_garchx_1.csv
inst/forecasts/hour_10/10_fr_intraday_forecast_garchx_2.csv
inst/forecasts/hour_10/10_fr_intraday_forecast_svm_linear.csv
inst/forecasts/hour_10/10_fr_intraday_forecast_svm_linearx_1.csv
inst/forecasts/hour_10/10_fr_intraday_forecast_svm_linearx_2.csv
inst/forecasts/hour_10/10_fr_intraday_forecast_svm_polynomial.csv
inst/forecasts/hour_10/10_fr_intraday_forecast_svm_polynomialx_1.csv
inst/forecasts/hour_10/10_fr_intraday_forecast_svm_polynomialx_2.csv
inst/forecasts/hour_10/10_fr_spot_forecast_ar.csv
inst/forecasts/hour_10/10_fr_spot_forecast_arima.csv
inst/forecasts/hour_10/10_fr_spot_forecast_arx_1.csv
inst/forecasts/hour_10/10_fr_spot_forecast_arx_2.csv
inst/forecasts/hour_10/10_fr_spot_forecast_esc1.csv
inst/forecasts/hour_10/10_fr_spot_forecast_esc2.csv
inst/forecasts/hour_10/10_fr_spot_forecast_esc3.csv
inst/forecasts/hour_10/10_fr_spot_forecast_esc4.csv
inst/forecasts/hour_10/10_fr_spot_forecast_garch.csv
inst/forecasts/hour_10/10_fr_spot_forecast_garchx_1.csv
inst/forecasts/hour_10/10_fr_spot_forecast_garchx_2.csv
inst/forecasts/hour_10/10_fr_spot_forecast_svm_linear.csv
inst/forecasts/hour_10/10_fr_spot_forecast_svm_linearx_1.csv
inst/forecasts/hour_10/10_fr_spot_forecast_svm_linearx_2.csv
inst/forecasts/hour_10/10_fr_spot_forecast_svm_polynomial.csv
inst/forecasts/hour_10/10_fr_spot_forecast_svm_polynomialx_1.csv
inst/forecasts/hour_10/10_fr_spot_forecast_svm_polynomialx_2.csv
inst/forecasts/hour_4/4_de_intraday_forecast_ar.csv
inst/forecasts/hour_4/4_de_intraday_forecast_arima.csv
inst/forecasts/hour_4/4_de_intraday_forecast_arx_1.csv
inst/forecasts/hour_4/4_de_intraday_forecast_arx_2.csv
inst/forecasts/hour_4/4_de_intraday_forecast_esc1.csv
inst/forecasts/hour_4/4_de_intraday_forecast_esc2.csv
inst/forecasts/hour_4/4_de_intraday_forecast_esc3.csv
inst/forecasts/hour_4/4_de_intraday_forecast_esc4.csv
inst/forecasts/hour_4/4_de_intraday_forecast_garch.csv
inst/forecasts/hour_4/4_de_intraday_forecast_garchx_1.csv
inst/forecasts/hour_4/4_de_intraday_forecast_garchx_2.csv
inst/forecasts/hour_4/4_de_intraday_forecast_svm_linear.csv
inst/forecasts/hour_4/4_de_intraday_forecast_svm_linearx_1.csv
inst/forecasts/hour_4/4_de_intraday_forecast_svm_linearx_2.csv
inst/forecasts/hour_4/4_de_intraday_forecast_svm_polynomial.csv
inst/forecasts/hour_4/4_de_intraday_forecast_svm_polynomialx_1.csv
inst/forecasts/hour_4/4_de_intraday_forecast_svm_polynomialx_2.csv
inst/forecasts/hour_4/4_de_spot_forecast_ar.csv
inst/forecasts/hour_4/4_de_spot_forecast_arima.csv
inst/forecasts/hour_4/4_de_spot_forecast_arx_1.csv
inst/forecasts/hour_4/4_de_spot_forecast_arx_2.csv
inst/forecasts/hour_4/4_de_spot_forecast_esc1.csv
inst/forecasts/hour_4/4_de_spot_forecast_esc2.csv
inst/forecasts/hour_4/4_de_spot_forecast_esc3.csv
inst/forecasts/hour_4/4_de_spot_forecast_esc4.csv
inst/forecasts/hour_4/4_de_spot_forecast_garch.csv
inst/forecasts/hour_4/4_de_spot_forecast_garchx_1.csv
inst/forecasts/hour_4/4_de_spot_forecast_garchx_2.csv
inst/forecasts/hour_4/4_de_spot_forecast_svm_linear.csv
inst/forecasts/hour_4/4_de_spot_forecast_svm_linearx_1.csv
inst/forecasts/hour_4/4_de_spot_forecast_svm_linearx_2.csv
inst/forecasts/hour_4/4_de_spot_forecast_svm_polynomial.csv
inst/forecasts/hour_4/4_de_spot_forecast_svm_polynomialx_1.csv
inst/forecasts/hour_4/4_de_spot_forecast_svm_polynomialx_2.csv
inst/forecasts/hour_4/4_fr_intraday_forecast_ar.csv
inst/forecasts/hour_4/4_fr_intraday_forecast_arima.csv
inst/forecasts/hour_4/4_fr_intraday_forecast_arx_1.csv
inst/forecasts/hour_4/4_fr_intraday_forecast_arx_2.csv
inst/forecasts/hour_4/4_fr_intraday_forecast_esc1.csv
inst/forecasts/hour_4/4_fr_intraday_forecast_esc2.csv
inst/forecasts/hour_4/4_fr_intraday_forecast_esc3.csv
inst/forecasts/hour_4/4_fr_intraday_forecast_esc4.csv
inst/forecasts/hour_4/4_fr_intraday_forecast_garch.csv
inst/forecasts/hour_4/4_fr_intraday_forecast_garchx_1.csv
inst/forecasts/hour_4/4_fr_intraday_forecast_garchx_2.csv
inst/forecasts/hour_4/4_fr_intraday_forecast_svm_linear.csv
inst/forecasts/hour_4/4_fr_intraday_forecast_svm_linearx_1.csv
inst/forecasts/hour_4/4_fr_intraday_forecast_svm_linearx_2.csv
inst/forecasts/hour_4/4_fr_intraday_forecast_svm_polynomial.csv
inst/forecasts/hour_4/4_fr_intraday_forecast_svm_polynomialx_1.csv
inst/forecasts/hour_4/4_fr_intraday_forecast_svm_polynomialx_2.csv
inst/forecasts/hour_4/4_fr_spot_forecast_ar.csv
inst/forecasts/hour_4/4_fr_spot_forecast_arima.csv
inst/forecasts/hour_4/4_fr_spot_forecast_arx_1.csv
inst/forecasts/hour_4/4_fr_spot_forecast_arx_2.csv
inst/forecasts/hour_4/4_fr_spot_forecast_esc1.csv
inst/forecasts/hour_4/4_fr_spot_forecast_esc2.csv
inst/forecasts/hour_4/4_fr_spot_forecast_esc3.csv
inst/forecasts/hour_4/4_fr_spot_forecast_esc4.csv
inst/forecasts/hour_4/4_fr_spot_forecast_garch.csv
inst/forecasts/hour_4/4_fr_spot_forecast_garchx_1.csv
inst/forecasts/hour_4/4_fr_spot_forecast_garchx_2.csv
inst/forecasts/hour_4/4_fr_spot_forecast_svm_linear.csv
inst/forecasts/hour_4/4_fr_spot_forecast_svm_linearx_1.csv
inst/forecasts/hour_4/4_fr_spot_forecast_svm_linearx_2.csv
inst/forecasts/hour_4/4_fr_spot_forecast_svm_polynomial.csv
inst/forecasts/hour_4/4_fr_spot_forecast_svm_polynomialx_1.csv
inst/forecasts/hour_4/4_fr_spot_forecast_svm_polynomialx_2.csv
inst/matlab/log_lik_model_1/forecast_model_1.m
inst/matlab/log_lik_model_1/log_lik_model_1.m
inst/matlab/log_lik_model_1/optim_model_1.m
inst/matlab/log_lik_model_1/run_forecast.m
inst/matlab/log_lik_model_1/run_optim_model_1.m
inst/matlab/log_lik_model_2/forecast_model_2.m
inst/matlab/log_lik_model_2/log_lik_model_2.m
inst/matlab/log_lik_model_2/optim_model_2.m
inst/matlab/log_lik_model_2/run_forecast_model_2.m
inst/matlab/log_lik_model_2/run_optim_model_2.m
inst/matlab/log_lik_model_3/forecast_model_3.m
inst/matlab/log_lik_model_3/log_lik_model_3.m
inst/matlab/log_lik_model_3/optim_model_3.m
inst/matlab/log_lik_model_3/run_forecast_model_3.m
inst/matlab/log_lik_model_3/run_optim_model_3.m
inst/matlab/log_lik_model_4/forecast_model_4.m
inst/matlab/log_lik_model_4/log_lik_model_4.m
inst/matlab/log_lik_model_4/optim_model_4.m
inst/matlab/log_lik_model_4/run_forecast_model_4.m
inst/matlab/log_lik_model_4/run_optim_model_4.m
inst/matlab/stationarity/stationarity.m
inst/rds/data_de_exogen.rds
inst/rds/data_de_intraday.rds
inst/rds/data_de_spot.rds
inst/rds/data_fr_exogen.rds
inst/rds/data_fr_intraday.rds
inst/rds/data_fr_spot.rds
man/Escribano_1.Rd
man/Escribano_2.Rd
man/Escribano_3.Rd
man/Escribano_4.Rd
man/draw_acf.Rd
man/draw_line_plot.Rd
man/draw_periodogram.Rd
man/ewma.Rd
man/log_lik_model_a.Rd
man/log_lik_model_b.Rd
man/log_lik_model_c.Rd
man/loglik_a.Rd
man/loglik_a_sim.Rd
man/loglik_a_sim_sum.Rd
man/loglik_a_sim_sum_neg.Rd
man/long_run_trend_season.Rd
man/na_filter.Rd
man/outlier_filt.Rd
man/plot_lrts.Rd
man/plot_neg.Rd
man/plot_spike.Rd
man/plot_srs.Rd
man/power_characteristics.Rd
man/read_and_munge_forecast.Rd
man/read_and_munge_forecast_hour_10.Rd
man/read_and_munge_forecast_hour_4.Rd
man/scrape_epex.Rd
man/scrape_trans_eex.Rd
man/select_svm.Rd
man/short_run_season.Rd
powerfor.Rproj
src/Makevars
src/Makevars.win
src/RcppExports.cpp
src/RcppExports.o
src/ewma.cpp
src/ewma.o
src/loglik.cpp
src/loglik.o
src/powerfor.dll
