IDEAS home Printed from https://ideas.repec.org/c/ahh/wcodes/wormsc2301.html
 

ORD_33_103_R_Data: R notebook and data to replicate the results presented in Nitka and Weron (2023) Operations Research and Decisions 33(3), 105-118

Author

Listed:
  • Weronika Nitka
  • Rafal Weron

Programming Language

R

Abstract

This R notebook can be used to replicate the results (including all figures and tables) presented in Nitka and Weron (2023, Operations Research and Decisions 33(3), 105-118, DOI 10.37190/ord230307). It contains implementations of naive and CRPS averaging methods for quantile probabilistic electricity price forecasts, as well as evaluation and visualization scripts. The main R Markdown notebook (ORD_Nitka_Weron_2023.Rmd) file includes all functions and scripts in executable code chunks. The preprocessed data file (NN_forecasts.RData) contains a list with a vector of the observed values of electricity prices, as well as probabilistic forecasts of Marcjasz et al. (2023, Energy Economics 125, 106843, DOI 10.1016/j.eneco.2023.106843) in the form of named matrices where each row contains 99 ordered quantile forecasts for one hourly data point from one model. The data can be read in base R language or in Python (e.g. using the rdata package). All library dependencies are described within the notebook. The notebook can be executed using R or opened with any text editor.

Suggested Citation

  • Weronika Nitka & Rafal Weron, 2023. "ORD_33_103_R_Data: R notebook and data to replicate the results presented in Nitka and Weron (2023) Operations Research and Decisions 33(3), 105-118," WORMS Software (WORking papers in Management Science Software) WORMS/C/23/01, Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology.
    • Handle: RePEc:ahh:wcodes:wormsc2301
    as

    Download full text from publisher

    File URL: https://worms.pwr.edu.pl/RePEc/ahh/wcodes/ORD_Nitka_Weron_2023.Rmd
    File Function: R notebook (Rmd)
    Download Restriction: no
    File URL: https://worms.pwr.edu.pl/RePEc/ahh/wcodes/NN_forecasts.RData
    File Function: RData file (58 MB)
    Download Restriction: no
    ---><---

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:ahh:wcodes:wormsc2301. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Anna Kowalska-Pyzalska (email available below). General contact details of provider: https://edirc.repec.org/data/kbpwrpl.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.