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MFE download page:

Publications webpage ( Strona Publikacje)


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]

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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Last modified on 2014-05-07