LTSC_EXAMPLE: MATLAB example script and data for "Robust estimation and forecasting of the long-term seasonal component of electricity spot prices"

Jakub Nowotarski and Rafał Weron

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

Abstract: This Matlab script illustrates the concepts and methods presented in J.Nowotarski, J.Tomczyk, R.Weron (2013) "Robust estimation and forecasting of the long-term seasonal component of electricity spot prices", Energy Economics 39, 13-27 (http://dx.doi.org/10.1016/j.eneco.2013.04.004). The zip file includes one script and one data file. The script requires 3 Matlab functions for proper operation: ltscsimple.m, ltscsin.m and ltscwave.m available from http://ideas.repec.org/s/wuu/hscode.html.

Language: MATLAB
Requires: MATLAB (tested on MATLAB ver. 7.11).
Keywords: Electricity spot price; Forecasting; Seasonality; Monthly dummies; Sinusoidal decomposition; Wavelet decomposition. (search for similar items in EconPapers)
Date: 2013-04-27
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Downloads: (external link)
http://www.im.pwr.wroc.pl/~hugo/RePEc/wuu/hscode/ltsc_example.zip Zipped file (application/zip)

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Persistent link: https://EconPapers.repec.org/RePEc:wuu:hscode:zip13002

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