Closed XiaoPachong999 closed 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
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!
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.
Thank you again for your reply!
Sounds good, I'm gonna close this issue, but feel free to write if you need anything!
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!