ECOTOOL: a general MATLAB forecasting toolbox with applications to electricity markets. Electricity markets are composed of different agents that make their offers to sell and/or buy energy. These agents need forecasting tools to have an accurate prediction of the prices that they will face either in the day-ahead or long-term time spans. This work presents the ECOnometrics TOOLbox (ECOTOOL), a new MATLAB forecasting toolbox that embodies several tools for identification, validation and forecasting models based on time series analysis, among them, ARIMA, Exponential Smoothing, Unobserved Components, ARX, ARMAX, Transfer Function, Dynamic Regression and Distributed Lag models. The toolbox is presented in all its potentiality and several real case studies, both on the short and medium term, are shown to illustrate its applicability.
Keywords for this software
References in zbMATH (referenced in 5 articles )
Showing results 1 to 5 of 5.
- Lima, Ricardo M.; Conejo, Antonio J.; Langodan, Sabique; Hoteit, Ibrahim; Knio, Omar M.: Risk-averse formulations and methods for a virtual power plant (2018)
- Marco Villegas; Diego Pedregal: SSpace: A Toolbox for State Space Modeling (2018) not zbMATH
- van Ackooij, W.; Danti Lopez, I.; Frangioni, A.; Lacalandra, F.; Tahanan, M.: Large-scale unit commitment under uncertainty: an updated literature survey (2018)
- Tahanan, Milad; van Ackooij, Wim; Frangioni, Antonio; Lacalandra, Fabrizio: Large-scale unit commitment under uncertainty (2015)
- Pedregal, Diego J.; Taylor, C. James: SSpace: A flexible and general state space toolbox for Matlab (2012)