 Rafał Weron (2006) "Modeling
and Forecasting Electricity Loads and Prices: A
Statistical Approach", Wiley, Chichester
+ CD-ROM with MFE Toolbox
 HTML manual
Book
errata: (posted 2007-11-08) [pdf
file, 90 KB] 
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Toolbox
downloads (ZIP archives include four datasets and
the html manual): MFE toolbox ver. 1.0.1
for Matlab 7.4 (posted 2007-11-05) [zipped file,
0.61 MB]
MFE toolbox ver. 1.0.1
for Matlab 7.0 (posted 2007-11-05) [zipped file,
0.61 MB]
Patches
and old toolbox downloads:
Revised nigcdf.m function
(posted 2007-11-05) [zipped file, 1 KB]
Line 28 (line 29 in the new file) should use nigpdf,
not hyppdf, to find the starting
point for the integration scheme. Typo
reported by: Jingguo Wang.
Patch for MFE toolbox ver. 1.0.
Six modified MFE toolbox
functions for Matlab 7.4 (posted 2007-05-22)
[zipped file, 12 KB]
Under Matlab 7.4 (and probably later) the predict.m
function of the System Identification Toolbox
(ident) returns a 1x1 cell array with a double
array of forecasts. In previous versions of
Matlab (including 7.0 and 7.2) predict.m
returned the double array directly. Six functions
had to be modified accordingly. Overwrite the
original functions with the new ones. Note, that
the new functions will not work under older
versions of Matlab. Bug reported and fixed
by: Scott MacDonald.
Patch for MFE toolbox ver. 1.0.
MFE toolbox ver. 1.0 for
Matlab 7.0 (posted 2006-09-26) [zipped file, 0.54
MB]
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