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

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

R Code

  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 […]