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.DS_Store	.DS_Store
.Rhistory	.Rhistory
README.md	README.md
aggregation.R	aggregation.R
analysis.R	analysis.R
analysis_utils.R	analysis_utils.R
bights.R	bights.R
code.R	code.R
config_paths.R	config_paths.R
main.R	main.R
mint.R	mint.R
nicefigs.R	nicefigs.R
packages.R	packages.R
permutations.R	permutations.R
runsim.sh	runsim.sh
simulate.R	simulate.R
utils.R	utils.R

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Source code for the simulation experiments of the paper Hierarchical Probabilistic Forecasting of Electricity Demand with Smart Meter Data by Ben Taieb, Souhaib, Taylor, James, and Hyndman, Rob.

The code implements all the results for the simulation experiments in Section 7.

Usage

Specify the scenario in runsim.sh, i.e. specify experiment, marg, Tlearning, M, Trueparam, etc. See runsim.sh for some examples.
Run the script runsim.sh

./runsim.sh

To produce the figures with the results, run the script analysis.R with the right scenario, as in step 1.

./analysis.sh