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SCAR: MATLAB function to compute day-ahead predictions of the electricity spot price using the Seasonal Component AutoRegressive (SCAR) model

Author

Listed:
  • Jakub Nowotarski
  • Rafal Weron

Programming Language

MATLAB

Abstract

SCAR computes day-ahead predictions of the electricity spot price given historical prices and forecasted loads using the Seasonal Component AutoRegressive (SCAR) model introduced in J. Nowotarski, R. Weron (2016) "On the importance of the long-term seasonal component in day-ahead electricity price forecasting", Energy Economics 57, 228-235 (http://dx.doi.org/10.1016/j.eneco.2016.05.009), as well as the classical AR model.

Suggested Citation

  • Jakub Nowotarski & Rafal Weron, 2016. "SCAR: MATLAB function to compute day-ahead predictions of the electricity spot price using the Seasonal Component AutoRegressive (SCAR) model," HSC Software M16001, Hugo Steinhaus Center, Wroclaw University of Technology.
    • Handle: RePEc:wuu:hscode:m16001
    as

    Download full text from publisher

    File URL: http://www.im.pwr.wroc.pl/~hugo/RePEc/wuu/hscode/scar.m
    File Function: Program file
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