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

Author

Listed:
  • Jakub Nowotarski
  • Jakub Tomczyk
  • Rafal Weron

Programming Language

MATLAB

Abstract

LTSCSIN 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 sine-based (Fourier decomposition-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).

Suggested Citation

  • Jakub Nowotarski & Jakub Tomczyk & Rafal Weron, 2013. "LTSCSIN: MATLAB function to estimate and forecast the long-term seasonal component (LTSC) of an electricity spot price series using sine-based methods," HSC Software M13002, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
    • Handle: RePEc:wuu:hscode:m13002
    as

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    File URL: http://www.im.pwr.wroc.pl/~hugo/RePEc/wuu/hscode/ltscsin.m
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