Ask Programming Language Expert

ELECTRICITY MODELLING:
 
This section deals with electricity usage data for 241 households in New Zealand that was collected  in 2009. The data is for a single 24 hour period, and has been sampled every 30 minutes. Hence there are 48 measures per household. The first entry is at 12:30am, the second at 1am, and so on. So, for ex, the 14th sample is at 7am, and the 24th sample is at midday.

Run the supplied R script power. R, which loads the electricity data and produces a boxplot and ex plot for one household. Note that the data is in a data.frame (each row is labelled with each household identifier associated with this data), and that to plot an individual ex we turned the individual 48 data points into a numeric vector (as.numeric). 
 
problem 1: Examine the boxplot and briefly discuss the overall pattern of electricity usage for the households. 
 
problem 2: The electricity company is interested in understanding some general patterns of usage so that they can identify different types of user and therefore target them with specific pricing structures. Your task is to identify 4 overall patterns of usage and to identify the outlier households. 
 
problem 3: Identify 2 outlier households and show their pattern of usage. HINT: Use either k-means clustering  with about 16 cluster centres (this seems to work well), or a dendrogram with the tree cut into a  groupsize of 16, and find those clusters with a single household. 
 
problem 4: Discuss why these 2 outliers appear to be different from the overall general pattern of usage. 
 
problem 5: Determine the general pattern of electricity usage by grouping behaviour into 4 groups, plot them by taking the mean of each group over time, and discuss how they differ. Include a written description of these types of behaviour and what this tells us about each groups typical power consumption usage. 
 
INVESTMENT PORTOLIO MANAGEMENT:
 
This section deals with modelling the selection of stocks, bonds and cash to make up an investment portfolio. Load the data as follows: 
 
invest <-read.table("invest.tab") 
 
The ROI column is the percentage predicted return on investment, the Risk column is a measure of the risk associated with this particular investment, and the Type indicates the type of investment. Note that each row is labelled with the type of investment and a number, so that you can (if needed) refer to individual investments. 
 
problem 6: Visualise and discuss the different ROI and Risk associated with Stocks, Bonds and Cash.
 
Run the “invest.R” script. This script does a multi-objective criteria analysis to determine the best mix of stocks, bonds and cash over a range of tradeoffs. 
 
problem 7: Describe in words what the “invest.R” script is doing, what the objective functions are, and what each of the constraints represent. 

The table below shows the recommended blend of stocks, bonds and cash for a number of different brokerage houses (i.e. businesses that take your money and invest it to give you a return).

2017_brokerage house investment.jpg

Table: Major brokerage house investment blends (1996). From:

http://pages.stern.nyu.edu/~adamodar/New_Home_Page/invphillectures/port.html

problem 8: Using the result of the nsga2 model, examine and present the blend of stocks, bonds and cash for a low risk, moderate risk and high risk investment blend. Discuss, in relation to Table above, the level of risk that seems to be taken by the brokerage houses and whether the one year return performance is related to the associated risk of the brokerage house. 

problem 9: Produce a plot (such as that shown in Figure below) showing how the percentage of bonds, stocks and  cash varies as you move along the pareto front from the least to greatest risk. Discuss the patterns you observe and the relationship to Table above. Do the investment houses (Table above) that have the most risky blend receive the best ROI? Which investment house is the most risk adverse?

1483_investment blend.jpg

Figure: Plot of Risk versus investment blend as a percentage 
 
problem 10: Assume you only want to investigate the mix of solutions with the ROI between 8.0 and 12.0. State the constraint function that you would define to focus the search space between these ranges of ROI, and produce a plot of the pareto front using this additional constraint. NOTE that it may take several runs before you get the optimal front (the plot will be shown as BLUE DOTS if it has not found the optimal front).

Programming Language, Programming

  • Category:- Programming Language
  • Reference No.:- M91211

Have any Question?


Related Questions in Programming Language

Assignment - haskell program for regular expression

Assignment - Haskell Program for Regular Expression Matching Your assignment is to modify the slowgrep.hs Haskell program presented in class and the online notes, according to the instructions below. You may carry out th ...

Assignment task -q1 a the fibonacci numbers are the numbers

Assignment Task - Q1. (a) The Fibonacci numbers are the numbers in the following integer sequence, called the Fibonacci sequence, and are characterised by the fact that every number after the first two is the sum of the ...

Question - create a microsoft word macro using vba visual

Question - Create a Microsoft Word macro using VBA (Visual Basic for Applications). Name the macro "highlight." The macro should highlight every third line of text in a document. (Imagine creating highlighting that will ...

Assignmentquestion onegiving the following code snippet

Assignment Question One Giving the following code snippet. What kind of errors you will get and how can you correct it. A. public class HelloJava { public static void main(String args[]) { int x=10; int y=2; System.out.p ...

Assignment - proposal literature review research method1

Assignment - Proposal, Literature Review, Research Method 1. Abstract - Summary of the knowledge gap: problems of the existing research - Aim of the research, summary of what this project is to achieve - Summary of the a ...

1 write a function named check that has three parameters

1. Write a function named check () that has three parameters. The first parameter should accept an integer number, andthe second and third parameters should accept a double-precision number. The function body should just ...

Assignment - horse race meetingthe assignment will assess

Assignment - Horse Race Meeting The Assignment will assess competencies for ICTPRG524 Develop high level object-oriented class specifications. Summary The assignment is to design the classes that are necessary for the ad ...

Task silly name testeroverviewcontrol flow allows us to

Task: Silly Name Tester Overview Control flow allows us to alter the order in which our programs execute. Building on our knowledge of variables, we can now use control flow to create programs that perform more than just ...

Structs and enumsoverviewin this task you will create a

Structs and Enums Overview In this task you will create a knight database to help Camelot keep track of all of their knights. Instructions Lets get started. 1. What the topic 5 videos, these will guide you through buildi ...

Task working with arraysoverviewin this task you will

Task: Working with Arrays Overview In this task you will create a simple program which will create and work with an array of strings. This array will then be populated with values, printed out to the console, and then, w ...

  • 4,153,160 Questions Asked
  • 13,132 Experts
  • 2,558,936 Questions Answered

Ask Experts for help!!

Looking for Assignment Help?

Start excelling in your Courses, Get help with Assignment

Write us your full requirement for evaluation and you will receive response within 20 minutes turnaround time.

Ask Now Help with Problems, Get a Best Answer

Why might a bank avoid the use of interest rate swaps even

Why might a bank avoid the use of interest rate swaps, even when the institution is exposed to significant interest rate

Describe the difference between zero coupon bonds and

Describe the difference between zero coupon bonds and coupon bonds. Under what conditions will a coupon bond sell at a p

Compute the present value of an annuity of 880 per year

Compute the present value of an annuity of $ 880 per year for 16 years, given a discount rate of 6 percent per annum. As

Compute the present value of an 1150 payment made in ten

Compute the present value of an $1,150 payment made in ten years when the discount rate is 12 percent. (Do not round int

Compute the present value of an annuity of 699 per year

Compute the present value of an annuity of $ 699 per year for 19 years, given a discount rate of 6 percent per annum. As