Todays Job

Earlier before going to work, I had planned that I should write something about the data description of the high-frequency data and also do some experiments with the neural network.

I had to find the daily average price for all the 1826 points. I had to do this to find if there is any correlation between everyday temperature and price. Also, I found out the first-order serial correlation coefficient for hourly prices. I used the "correl" function of excel to do this. More details to be added later.

During the winter break of 2005 (Jan), I created a RBFF network using MATLAB. I created a file named ANN.m. The data used during that time was a simple price and load data. Now, I have more dimensions in the high-frequency data set. So, I modified the old ANN.m file and created ANNNew.m file. The new data has 43824 (1826 x 24) points. The neural network gives an out of memory error when executed as a whole. So, I have to do redo by taking some part of the data set for testing and training.

Took the printout of the tutorial about codeDOM.
I almost have 5 years of data. I have to redo the tests like this: Train with the data in the first year and then test with the data of second year. Simply alternate the training and testing data.