Good-Turing Estimator and its Application to Data Analytics for Real-Time Electricity Markets
This repository contains the MATLAB code used to generate Simple Good-Turing estimate of probability distributions and to compare the performance of different estimators on random samples from known distributions (Poisson, uniform, normal distributions) as well as simulated electricity prices. The mat file for simulated electricity prices is too large to upload to GitHub but is available upon request. The research report (report.pdf) is also available.