MFE Toolbox ver. 1.0.1 for MATLAB

Rafał Weron, Jakub Jurdziak and Adam Misiorek

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

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.

Language: MATLAB
Requires: MATLAB (tested on MATLAB ver. 7.4).
Keywords: Stable distribution; Hyperbolic distribution; Load forecasting; Electricity price forecasting; Regime switching model; Time series; Estimation; Risk premium. (search for similar items in EconPapers)
Date: 2007-11-05
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Downloads: (external link)
http://www.im.pwr.wroc.pl/~hugo/RePEc/wuu/hscode/MFEv101_M74.zip Zipped file with MFE Toolbox codes (application/zip)
http://www.ioz.pwr.wroc.pl/pracownicy/weron/MFE/MFE_Toolbox.html HTML manual (text/html)
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