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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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Option C: Regression Analysis 5th 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
OUT-OF-SAMPLE RESULTS 2009/2010 Gas year
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