MFE Toolbox ver. 1.0.1 for MATLAB
AbstractMFE Toolbox accompanies the monograph "Modeling and Forecasting Electricity Loads and Prices: A Statistical Approach" by Rafal Weron, published by John Wiley and Sons, 2006. The toolbox consists of 58 functions, scripts and data files. Many functions include internally used routines, hence, the total number of functions is much larger. The files are grouped into seven categories: 1.Time series, 2.Distributions, 3.Tests and goodness-of-fit functions, 4.Markov regime switching (MRS) models, 5.GUI functions, 6.Demos, 7.Data files.
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Bibliographic InfoSoftware component provided by Hugo Steinhaus Center, Wroclaw University of Technology in its series HSC Software with number ZIP00001.
Programming language: MATLAB
Requires: MATLAB (tested on MATLAB ver. 7.4).
Date of creation: 05 Nov 2007
Date of revision:
Stable distribution; Hyperbolic distribution; Load forecasting; Electricity price forecasting; Regime switching model; Time series; Estimation; Risk premium.; reading list or among the top items on IDEAS.Access and download statisticsgeneral information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Rafal Weron).
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