Man pages for AKLLaursen/powerfor
Provides all code for the thesis An Empirical Comparison of Models for Forecasting Electricity Prices by Andreas Keller Leth Laursen.
| draw_acf | Flexible function for plotting autocorrelation functions in... |
| draw_line_plot | Flexible function for plotting line chart of data |
| draw_periodogram | Function plotting the periodogram for a univariate time... |
| Escribano_1 | Escribano model 1 |
| Escribano_2 | Escribano model 2 |
| Escribano_3 | Escribano model 3 |
| Escribano_4 | Escribano model 4 |
| ewma | Function for calculating exponentially weighted moving... |
| loglik_a | Loglikelihood function for Escribano2012 model a |
| loglik_a_sim | Loglikelihood function for Escribano2012 model b |
| loglik_a_sim_sum | Loglikelihood function for Escribano2012 model b |
| loglik_a_sim_sum_neg | Loglikelihood function for Escribano2012 model b |
| log_lik_model_a | Model estimation for Escribano2012 model a |
| log_lik_model_b | Model estimation for Escribano2012 model b |
| log_lik_model_c | Model estimation for Escribano2012 model c |
| long_run_trend_season | Function for filtering seasonalities based on XXX |
| na_filter | Function replacing missing values (NA) using linear... |
| outlier_filt | Outlier filter function |
| plot_lrts | Function plotting seasonalities of intraday and dayahed data... |
| plot_neg | Function plotting negative prices for dayahed data. |
| plot_spike | Function plotting spikes of intraday and dayahed data for a... |
| plot_srs | Function plotting seasonalities of intraday and dayahed data... |
| power_characteristics | Function generating the plots used in the seasonality... |
| read_and_munge_forecast | Read and munge forecasting data |
| read_and_munge_forecast_hour_10 | Read and munge forecasting data |
| read_and_munge_forecast_hour_4 | Read and munge forecasting data |
| scrape_epex | Function scraping various spotprices and volumes from the... |
| scrape_trans_eex | Scrape EEX transparancy |
| select_svm | Function basically performing the same task as e1071::tune,... |
| short_run_season | Function calculating short run season |
