IDEAS home Printed from https://ideas.repec.org/c/wuu/hscode/zip16002.html
 

SCAR_EXAMPLE: MATLAB codes and data for "On the importance of the long-term seasonal component in day-ahead electricity price forecasting"

Author

Listed:
  • Jakub Nowotarski
  • Rafal Weron

Programming Language

MATLAB

Abstract

This Matlab script illustrates the concepts and methods presented in J. Nowotarski, R. Weron (2016) "On the importance of the long-term seasonal component in day-ahead electricity price forecasting", Energy Economics 57, 228-235 (http://dx.doi.org/10.1016/j.eneco.2016.05.009) and together with the accompanying codes and data files can be used to replicate the Figures and Tables in the text. To obtain all entries in Table 1, change arxFlag, seasFlag and smoothing parameters. The function scar.m can be used to calibrate both the newly introduced Seasonal Component AutoRegressive class of models (SCAR, SCARX), as well as the classical AR and ARX models. The zip file includes one script (main.m), one m-file (scar.m) and three data files.

Suggested Citation

  • Jakub Nowotarski & Rafal Weron, 2016. "SCAR_EXAMPLE: MATLAB codes and data for "On the importance of the long-term seasonal component in day-ahead electricity price forecasting"," HSC Software ZIP16002, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
    • Handle: RePEc:wuu:hscode:zip16002
    as

    Download full text from publisher

    File URL: http://www.im.pwr.wroc.pl/~hugo/RePEc/wuu/hscode/scar_example.zip
    File Function: Zipped file
    Download Restriction: no
    ---><---

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:wuu:hscode:zip16002. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Rafal Weron (email available below). General contact details of provider: https://edirc.repec.org/data/hspwrpl.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.