S1 Appendix: Bayesian estimation of the industrial and ... - PLOS
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S1 Appendix: Bayesian estimation of the industrial and ... - PLOS
S1 Appendix: Bayesian estimation of the industrial and residential demand models. Keita Honjo. April 15, 2018. Table 1: Conditions of MCMC experiments.
S1 Appendix: Bayesian estimation of the industrial and residential demand models Keita Honjo April 15, 2018
17.9 17.7 17.5 17.3
log(Electricity demand)
Table 1: Conditions of MCMC experiments Model equations Ind1, Res1A R 3.4.3 Software Package bsts 0.7.1 [1] Seed 12345 Number of iterations 10000 Number of burn-in iterations 1000 Gamma prior (shrinkage parameter) a = 1012 , b = 1
Figure 1: Comparison of the industrial electricity demand data with the MCMC estimates.
1
−0.2
0.0
−0.1
0.0
0.5
0.1
0.2
17.0 17.2 17.4 17.6 17.8 18.0
C) Explanatory variables 1.0
B) Seasonal component
A) log(Intercept)
1990
2000
2010
1990
Year
2000
2010
1990
Year
2000
2010
Year
Figure 2: Contributions of the time-varying intercept, seasonal component, and explanatory variables to the MCMC estimates of the industrial electricity demand.
B) HDD11
C) log(IAA)
2000
2010
0.6 1990
2000
2010
Year
Year
D) log(CGPI)
E) Intervention variable
1990
2000
2010
Year
−0.8
−0.20
−0.6
−0.10
−0.4
0.00
−0.2
0.10
0.0
1990
0.2
−0.010
−0.005
0.4
0.000
0.000
0.005
0.8
0.010
A) CDD19
1990
2000 Year
2010
1990
2000
2010
Year
Figure 3: Coefficients of the explanatory variables of the industrial electricity demand model.
Figure 4: Comparison of the residential electricity demand data with the MCMC estimates.
B) Seasonal component
0.5
1.0
C) Explanatory variables
0.0
4.0
−1.0
−0.2
4.5
−0.5
0.0
5.0
0.2
5.5
6.0
0.4
A) log(Intercept)
1990
2000 Year
2010
1990
2000 Year
2010
1990
2000
2010
Year
Figure 5: Contributions of the time-varying intercept, seasonal component, and explanatory variables to the MCMC estimates of the residential electricity demand.
3
B) HDD18
0.0
0.5
C) log(Wage)
−0.004
−0.5
−0.005
0.000
0.000
0.005
0.004
A) CDD23
2000
2010
1990
2000
2010
2000
2010
Year
Year
D) log(CPI)
E) DOW variable
F) Intervention variable
2000 Year
2010
0.1 −0.2
−0.06
−0.1
−0.04
0.0
−0.02
0.6 0.2 −0.2 −0.6 1990
1990
Year
0.00
1990
1990
2000 Year
2010
1990
2000
2010
Year
Figure 6: Coefficients of the explanatory variables of the residential electricity demand model.
4
Reference 1. Scott SL. bsts: Bayesian Structural Time Series; 2017. Available from https://cran.r-project.org/web/packages/bsts/index.html.
