Powered by OpenAIRE graph
Found an issue? Give us feedback
image/svg+xml art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos Open Access logo, converted into svg, designed by PLoS. This version with transparent background. http://commons.wikimedia.org/wiki/File:Open_Access_logo_PLoS_white.svg art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos http://www.plos.org/ ZENODOarrow_drop_down
image/svg+xml art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos Open Access logo, converted into svg, designed by PLoS. This version with transparent background. http://commons.wikimedia.org/wiki/File:Open_Access_logo_PLoS_white.svg art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos http://www.plos.org/
ZENODO
Software . 2026
License: CC BY
Data sources: ZENODO
ZENODO
Software . 2026
License: CC BY
Data sources: Datacite
ZENODO
Software . 2026
License: CC BY
Data sources: Datacite
versions View all 2 versions
addClaim

tahar1208guelma/A-Hybrid-SARIMAX-GARCHThe-Case-of-Algeria: Version 1.0 – Hybrid SARIMAX‑GARCH Framework for Electricity Demand Forecasting in Algeria (2008‑2020)

Authors: tahar1208guelma;

tahar1208guelma/A-Hybrid-SARIMAX-GARCHThe-Case-of-Algeria: Version 1.0 – Hybrid SARIMAX‑GARCH Framework for Electricity Demand Forecasting in Algeria (2008‑2020)

Abstract

This is the first official release of the complete reproducible research package for the paper:"A Hybrid SARIMAX‑GARCH Framework for Forecasting Electricity Demand Under Structural Breaks: The Case of Algeria"📦 What's included:Full Python code – Google Colab notebook (main_analysis.ipynb) with all analysis steps: data loading, stationarity tests, SARIMAX estimation, GARCH(1,1) and GJR‑GARCH modeling, out‑of‑sample forecasting, Diebold‑Mariano test, and generation of all figures and tables.Raw data – BDD_E.xlsx (Mendeley Data DOI: 10.17632/z5x2d3mhw7.1) – hourly electricity consumption from Sonelgaz (January 2008 – February 2020).Reproducibility files – requirements.txt, LICENSE (MIT), .gitignore, and a detailed README.md with step‑by‑step instructions for running the analysis in Google Colab or locally.All generated figures (PNG format) – time series with GARCH volatility bands, ACF/PACF plots, residual diagnostics, 12‑month forecast with prediction intervals, methodology Sankey diagram, and GARCH likelihood convergence curve.HTML presentation – a self‑contained slide deck summarizing the research (can be viewed in any browser or converted to PDF).LaTeX/BibTeX references – references.bib file with all citations formatted in APA 7.📊 Key results from this release: Metric | Value -- | -- RMSE (test period) | 6426.33 GWh MAE (test period) | 5328.86 GWh MAPE (test period) | 681.90% GARCH persistence (α+β) | 1.053 (IGARCH) Best volatility model | GARCH(1,1) (symmetric) 🔧 How to use:Open the notebook in Google Colab (link provided in README).Upload the data file when prompted.Run all cells sequentially – the entire analysis will be reproduced automatically.📝 Citation:If you use this code or data in your own research, please cite:[Your Name] (2026). Hybrid SARIMAX‑GARCH Framework for Electricity Demand Forecasting in Algeria (Version 1.0) [Source code]. GitHub. https://github.com/yourusername/hybrid-sarimax-garch-algeria-electricityMendeley Data (2020). Load Consumption Data Algeria (Version 1) [Data set]. Elsevier. https://doi.org/10.17632/z5x2d3mhw7.1❗ Notes:The high MAPE is driven by a single extreme outlier (July 2019, 21,572 GWh). Excluding this peak reduces MAPE to ≈15%.The structural break dummy (post‑2015) was not statistically significant (p = 0.925), and the leverage parameter in GJR‑GARCH was insignificant (γ = -0.1062, p = 0.781), justifying the use of symmetric GARCH.This release is archived on Zenodo with DOI [10.5281/zenodo.xxxxxx] (to be added after archiving).

  • BIP!
    Impact byBIP!
    selected citations
    These citations are derived from selected sources.
    This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
    0
    popularity
    This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
    Average
    influence
    This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
    Average
    impulse
    This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
    Average
Powered by OpenAIRE graph
Found an issue? Give us feedback
selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
0
Average
Average
Average