LTSCWAVE: MATLAB function to estimate and forecast the long-term seasonal component (LTSC) of an electricity spot price series using wavelet-based methods

Jakub Nowotarski, Jakub Tomczyk () and Rafał Weron

HSC Software from Hugo Steinhaus Center, Wroclaw University of Science and Technology

Abstract: LTSCWAVE returns the long-term seasonal component (LTSC) of an electricity spot price series and its forecast up to a year ahead computed using one of the wavelet-based methods studied in J. Nowotarski, J. Tomczyk, R. Weron (2013), "Robust estimation and forecasting of the long-term seasonal component of electricity spot prices", Energy Economics, forthcoming (doi:10.1016/j.eneco.2013.04.004).

Language: MATLAB
Requires: MATLAB (tested on MATLAB ver. 7.11).
Keywords: Electricity spot price; Forecasting; Seasonality; Wavelet decomposition. (search for similar items in EconPapers)
Date: 2013-04-26
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Downloads: (external link)
http://www.im.pwr.wroc.pl/~hugo/RePEc/wuu/hscode/ltscwave.m Program file (text/plain)

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Persistent link: https://EconPapers.repec.org/RePEc:wuu:hscode:m13003

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