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LRydin / MFDFA

Multifractal Detrended Fluctuation Analysis in Python
MIT License
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Examples on electricity prices #36

Closed XiaoPachong999 closed 1 year ago

XiaoPachong999 commented 1 year ago

Hello Dear Professor, I am very interested in the MFDFA package you have written. I would like to reproduce the example of electricity price in your MFDFA package, but I do not see the dataset and code for electricity price fluctuation in your public code package. I would like to ask you if you could add this one example so that I can learn it. I look forward to hearing from you!

LRydin commented 1 year ago

Hey there @XiaoPachong999! Yeah, that is the one dataset that we cannot make public because it is proprietary :(. I always like to share the data used, but this one is behind a paywall.

I can nevertheless point you to the ENTSO-E Transparency platform, to the section of Day-Ahead Prices (select BZN|DE-LU). There you can find and download Day-Ahead prices from Germany (and many other countries) and try to analyse that data.

Hope this helps! Cheers, Leo

XiaoPachong999 commented 1 year ago

Dear Professor, Thank you for your reply! I had some problems with the code when trying to reproduce the example on electricity price fluctuations using other datasets, that is, I had problems with moving the window. The error is: TypeError: MFDFA() got an unexpected keyword argument 'extension'. I would like a copy of your code on tariff fluctuations to study. Could you please send me a copy? I look forward to hearing from you again!

LRydin commented 1 year ago

Hey @XiaoPachong999, try extensions instead of extension, like this

lag, fluct = MFDFA(data, lag, q, extensions={'window': 1})

I think we might have changed that parameter to the plural form at some point.

XiaoPachong999 commented 1 year ago

Thank you again for your reply！

LRydin commented 1 year ago

Sounds good, I'm gonna close this issue, but feel free to write if you need anything!