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MFE Toolbox ver. 1.0.1 for MATLAB

Contents:

Author Info

  • Rafal Weron
  • Jakub Jurdziak
  • Adam Misiorek

Abstract

MFE 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.

Download Info

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File URL: http://www.im.pwr.wroc.pl/~hugo/RePEc/wuu/hscode/MFEv101_M74.zip
File Function: Zipped file with MFE Toolbox codes
Download Restriction: no

File URL: http://www.ioz.pwr.wroc.pl/pracownicy/weron/MFE/MFE_Toolbox.html
File Function: HTML manual
Download Restriction: no

Bibliographic Info

Software component provided by Hugo Steinhaus Center, Wroclaw University of Technology in its series HSC Software with number ZIP00001.

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Size:
Programming language: MATLAB
Requires: MATLAB (tested on MATLAB ver. 7.4).
Date of creation: 05 Nov 2007
Date of revision:
Handle: RePEc:wuu:hscode:zip00001

Contact details of provider:
Postal: Wybrzeze Wyspianskiego 27, 50-370 Wroclaw
Phone: +48-71-3203530
Fax: +48-71-3202654
Email:
Web page: http://prac.im.pwr.wroc.pl/~hugo
More information through EDIRC

Related research

Keywords: Stable distribution; Hyperbolic distribution; Load forecasting; Electricity price forecasting; Regime switching model; Time series; Estimation; Risk premium.;

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