List

The R package MEFM includes a set of tools for implementing the Monash Electricity Forecasting Model based on the paper by Hyndman and Fan (2010).

The package requires the following data as input: half-hourly/hourly electricity demands; half-hourly/hourly temperatures at one or two locations; seasonal demographical and economical data; public holiday data. The formats of the required data are described in the help files.

Some documentation of the underlying model is provided at http://robjhyndman.com/working-papers/mefm/.

The package itself is hosted on github and can be installed as follows:

R Code
install.packages("devtools")
library(devtools)
install_github("robjhyndman/MEFM-package")

  Category: Software

17 posts
December 17th, 2014

MEFM package for R

The MEFM package for R includes a set of tools for implementing the Monash Electricity Forecasting Model.

May 8th, 2014

forecast package for R

The forecast package for R provides methods and tools for displaying and analysing univariate time series forecasts including exponential smoothing via state space models and automatic ARIMA modelling.

April 9th, 2014

hts package for R

The hts package provides methods for analysing and forecasting hierarchical time series.

February 1st, 2014

demography: Forecasting mortality, fertility, migration and population data

The demography package for R contains functions for various demographic analyses. It provides facilities for demographic statistics, modelling and forecasting. […]

October 19th, 2013

hdrcde package for R

The hdrcde package provides tools for computation of highest density regions in one and two dimensions, kernel estimation of univariate […]

August 29th, 2013

ftsa package for R

The ftsa package provides tools for modelling and forecasting functional time series.

August 28th, 2013

rainbow package for R

The rainbow package provides tools for plotting functional data including the rainbow plot, functional bagplot, functional HDR boxplot. The methods […]

August 22nd, 2013

fds package for R

The fds package provides functional data sets useful for testing new methods.

June 19th, 2013

Mcomp package for R

The Mcomp package for R provides the 1001 time series from the M-competition (Makridakis et al. 1982) and the 3003 […]

May 7th, 2013

hts: An R package for forecasting hierarchical or grouped time series

Rob J Hyndman, George Athanasopoulos and Han Lin Shang The new version of the hts package (v3.01) has a vignette.

March 27th, 2013

bfast: Breaks For Additive Season and Trend

Automatic identification of breaks for additive season and trend, designed for use with remote sensing data. Based on Verbesselt, Hyndman, […]

March 14th, 2013

fpp package for R

The fpp package for R provides all data sets required for the examples and exercises in the book Forecasting: principles and […]

October 30th, 2012

expsmooth package for R

The expsmooth package for R provides data sets from the book “Forecasting with exponential smoothing: the state space approach” by […]

October 30th, 2012

fma package for R

The fma package for R provides all data sets from “Forecasting: methods and applications” by Makridakis, Wheelwright & Hyndman (Wiley, […]

July 13th, 2008

Monotonic interpolating splines

Download code Description Perform cubic spline monotonic interpolation of given data points, returning either a list of points obtained by […]

April 22nd, 2008

addb package for R

The addb package contains 9 data sets, taken from the Australian Demographic Data Bank version 3.2b, courtesy of Len Smith. […]

March 19th, 2007

Kernel estimation of ROC curves

Download R code (Code corrections made: 19 March 2007) DESCRIPTION Functions for kernel estimation of ROC curves. Bandwidth selection based […]