option c regression analysis 5 th december 2012
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NDM Data Sample Analysis: Final Results (2)

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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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contents
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
conclusion
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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