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NDM Data Sample Analysis: Final Results (2)

Option C: Regression Analysis 5 th December 2012. NDM Data Sample Analysis: Final Results (2). Contents. In-Sample Results as per previous presentation i.e., Winter/Summer Modelling on 2008/2009 Data AQ-Corrected Out-of-Sample Model fit using 2009/2010 data Conclusion.

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NDM Data Sample Analysis: Final Results (2)

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  1. Option C: Regression Analysis 5th December 2012 NDM Data Sample Analysis: Final Results (2)

  2. Contents • In-Sample Results as per previous presentation i.e., Winter/Summer Modelling on 2008/2009 Data • AQ-Corrected Out-of-Sample Model fit using 2009/2010 data • Conclusion

  3. OUT-OF-SAMPLE RESULTS 2009/2010 Gas year

  4. Out-of-Sample Results: EUC1 Graphical Output

  5. Out-of-Sample Results: EUC2 Graphical Output

  6. Out-of-Sample Results: EUC3 Graphical Output

  7. Out-of-Sample Results: EUC4 Graphical Output

  8. Conclusion • Out-of-Sample data fit for Oct-09 to Mar-10 only as significant level shift (i.e., 30%+) observed. This is could be because of Regression coefficients needing to be re-estimated. • Out-of-sample accuracy results poor. This could be because of • the number of meters changing year on year • Lack of normalisation by AQ prior to modelling • Significant behavioural change not captured by analysis • AQ re-base issue

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