Hierarchical Probabilistic Forecasting of Electricity Demand with Smart Meter Data

The code implements the empirical analysis performed in Ben Taieb, Souhaib, Taylor, James, and Hyndman, Rob. Hierarchical Probabilistic Forecasting of Electricity Demand with Smart Meter Data. Submitted to the Journal of the American Statistical Association.

Usage

1. Specify variable "main.folder" in config_paths.R
2. Download data from https://discover.ukdataservice.ac.uk/catalogue/?sn=7591 and save a copy in the data folder
3. Specify variable "outfolder" in run_aggregation.sh and run_base_forecasts.sh
4. Choose option 1 or 2 for the base forecasts in main.R
5. Run main.R (takes time)