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

Author

Listed:
  • Bartosz Uniejewski
  • Jakub Nowotarski
  • Rafal Weron

Programming Language

MATLAB

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.

Suggested Citation

  • Bartosz Uniejewski & Jakub Nowotarski & Rafal Weron, 2018. "ENERGIES_9_621_FIGS: MATLAB codes and data for plotting figures from "Automated variable selection and shrinkage for day-ahead electricity price forecasting"," HSC Software ZIP18002, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
    • Handle: RePEc:wuu:hscode:zip18002
    as

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    File URL: http://www.im.pwr.wroc.pl/~hugo/RePEc/wuu/hscode/Uniejewski_etal16_Energies_Figs.zip
    File Function: Zipped file
    Download Restriction: no
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