EconPapers    
Economics at your fingertips  
 

ENERGIES_9_621_FIGS: MATLAB codes and data for plotting figures from "Automated variable selection and shrinkage for day-ahead electricity price forecasting"

Bartosz Uniejewski (), Jakub Nowotarski and Rafał Weron ()

HSC Software from Hugo Steinhaus Center, Wroclaw University of Technology

Abstract: These Matlab scripts plot Figures 1-7 from B. Uniejewski, J. Nowotarski, R. Weron (2016) Automated variable selection and shrinkage for day-ahead electricity price forecasting, Energies 9(8), 621 (http://dx.doi.org/10.3390/en9080621). The zip file includes four scripts (figs_*.m), one Diebold-Mariano test results file (*.mat) and three data files (*.txt) with electricity day-ahead prices from the GEFCom2014 competition, Nord Pool and the UK.

Language: MATLAB
Requires: MATLAB (tested on MATLAB ver. R2018a).
Keywords: Electricity spot price; Day-ahead price; Forecasting; Diebold-Mariano test (search for similar items in EconPapers)
Date: 2018-09-09
References: Add references at CitEc
Citations: Track citations by RSS feed

Downloads: (external link)
http://www.im.pwr.wroc.pl/~hugo/RePEc/wuu/hscode/U ... 16_Energies_Figs.zip Zipped file (application/zip)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:wuu:hscode:zip18002

Access Statistics for this software item

More software in HSC Software from Hugo Steinhaus Center, Wroclaw University of Technology Contact information at EDIRC.
Bibliographic data for series maintained by Rafal Weron ().

 
Page updated 2019-09-23
Handle: RePEc:wuu:hscode:zip18002