R/simulate_demand.R

In robjhyndman/MEFM-package: Monash Electricity Forecasting Model

simulate_demand <-
function(sim,afcast,nyears=length(sim$hhfit)/seasondays/48,periods=48)
{
	n <- nyears*seasondays*periods

	# forecast demand difference of annual average demand
	afit <- predict(sim$a,newdata=afcast,se=TRUE)
	avar <- afit$se^2 + summary(sim$a)$sigma^2
	# rnorm
	afit <- rep(rnorm(nyears,afit$fit,sqrt(avar)),each=seasondays*periods)

	##############################################################
	# total below should equal to sim$demand
	total <- c(sim$hhfit)+c(sim$hhres)
	
	# use log for both annual and half-hourly sim
	dem <- exp(total[1:n]) * afit
   
	annmax <- blockstat(dem,seasondays,max,fill=FALSE,periods=periods)
	dem <- matrix(dem,nrow=seasondays*periods,byrow=FALSE)
	
	return(list(demand=ts(dem,frequency=periods,start=1),annmax=annmax))
}