mfe_distrib.m

Modeling and Forecasting Electricity Loads and Prices: A Statistical Approach" by Rafa&#322 Weron, p

%MFE_DISTRIB Illustrates Case Study 2.6.3.
%
%   Type "mfe_distrib" at the command line to open a GUI which illustrates 
%   Case Study 2.6.3 from [1]. 
%
%   Note, that only the second column of the loaded data file is used.
%
%   Reference(s):
%   [1] R.Weron (2007) "Modeling and Forecasting Electricity Loads and 
%   Prices: A Statistical Approach", Wiley, Chichester.   

%   Written by Adam Misiorek and Rafal Weron (2006.09.22)
%   Copyright (c) 2006 by Rafal Weron

% Initialize GUI window
close all;
clear all;
startpath=cd;
addpath(startpath);
mainf=figure('menubar','none',...
    'name','Case Study 2.6.3',...
    'numbertitle','off',...
    'position',[350 300 605 170],...
    'DeleteFcn','rmpath(startpath);close all;clear all;');

% Read names of data files in the current directory
[files,folders]=readf;

% Initialize controls for opening/loading data files
filesl=uicontrol('parent',mainf,...
    'style','listbox',...
    'position',[15 70 180 90],...
    'string',files);
apath=uicontrol('parent',mainf,...
    'style','text',...
    'position',[15 10 575 15],...
    'HorizontalAlignment','left',...
    'string',cd);
% use only second column of data file
uicontrol('parent',mainf,...
    'style','push',...
    'position',[50 40 110 25],...
    'string','Open/Load',...
    'callback',['auxv=get(filesl,''value'');if ismember(auxv,folders);cd(files{auxv});',...
      '[files,folders]=readf;set(filesl,''value'',1,''string'',files);set(apath,''string'',cd);',...
      'else;data=load(files{auxv});data=data(:,2);radiobut=''none'';set(gof,''enable'',''on'');',...
      'set(none,''enable'',''on'');set(dif,''enable'',''on'');set(ret,''enable'',''on'');end;']);
  
% Initialize radio buttons which switch between no preprocessing (none), 
% taking first differences (dif) and taking logarithmic returns (ret) 
uicontrol('parent',mainf,...
    'style','frame',...
    'position',[220 60 90 100],...
    'BackgroundColor',[0.5 0.5 0.5]);
none=uicontrol('parent',mainf,...
    'style','radio',...
    'position',[230 130 70 20],...
   'string','none',...
   'value',1,...
   'enable','off',...
   'callback',['onlyone(none,dif,ret);radiobut=''none'';']);
dif=uicontrol('parent',mainf,...
    'style','radio',...
    'position',[230 100 70 20],...
   'string','diff',...
   'value',0,...
   'enable','off',...
   'callback',['onlyone(dif,none,ret);radiobut=''dif'';']);
ret=uicontrol('parent',mainf,...
    'style','radio',...
    'position',[230 70 70 20],...
   'string','returns',...
   'value',0,...
   'enable','off',...
   'callback',['onlyone(ret,none,dif);radiobut=''ret'';']);

% Initialize fitted distributions checkboxes 
uicontrol('parent',mainf,...
    'style','frame',...
    'position',[325 35 110 125],...
    'BackgroundColor',[0.5 0.5 0.5]);
dists=zeros(4,1);
dists(1)=uicontrol('parent',mainf,...
    'style','checkbox',...
    'position',[335 135 90 14],...
    'string','Gaussian',...
    'value',1);
dists(2)=uicontrol('parent',mainf,...
    'style','checkbox',...
    'position',[335 105 90 14],...
    'string','Hyperbolic',...
    'value',1);
dists(3)=uicontrol('parent',mainf,...
    'style','checkbox',...
    'position',[335 75 90 14],...
    'string','NIG',...
    'value',1);
dists(4)=uicontrol('parent',mainf,...
    'style','checkbox',...
    'position',[335 45 90 14],...
    'string','Alpha-stable',...
    'value',1);

% Initialize empirical distribution function (edf) checkbox 
edft=uicontrol('parent',mainf,...
    'style','checkbox',...
    'position',[450 135 140 14],...
    'string','run EDF tests',...
    'value',1);

% Initialize checkbox for removing weekly seasonality via the moving
% average technique
rems=uicontrol('parent',mainf,...
    'style','checkbox',...
    'position',[450 105 140 14],...
    'string','remove 7-day cycle',...
    'value',1);

% Initialize the Run button
gof=uicontrol('parent',mainf,...
    'style','push',...
    'position',[450 70 140 25],...
    'string','Run',...
    'enable','off',...
    'callback','mfe_distrib_aux(data,dists,edft,radiobut,rems)');

% Initialize the Close button
uicontrol('parent',mainf,...
    'style','push',...
    'position',[450 40 140 25],...
    'string','Close',...
    'BackgroundColor',[0.75 0.75 0.75],...
    'callback','delete(gcf);');