mfe_pricef.m

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

%MFE_PRICEF Illustrates Case Studies 4.3.7, 4.3.8 and 4.3.11.
%
%   Type "mfe_pricef" at the command line to open a GUI which illustrates 
%   Studies 4.3.7, 4.3.8 and 4.3.11 from [1].
%
%   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

close all;
clear all;
mainf = figure('menubar','none','name','Case study 4.3.7, 4.3.8, 4.3.11',...
    'numbertitle','off','position',[150 250 280 320],'DeleteFcn','close all;clear all;');

% Load data
data=load('CA_hourly.dat');

% Initialize window objects
uicontrol('parent',mainf,'style','frame','position',[20 70 240 100],'BackgroundColor',[0.5 0.5 0.5]);
uicontrol('parent',mainf,'style','text','position',[30 142 110 15],'string','Calibration start')
cbd = uicontrol('parent',mainf,'style','edit','position',[150 140 100 20],'BackgroundColor',[1 1 1],'string',num2str(19990705),'callback','ob1.cbi=min(find(data(:,1)==eval(get(cbd,''string''))));set(gcf,''userdata'',ob1);');
uicontrol('parent',mainf,'style','text','position',[30 112 110 15],'string','Calibration end')
ced = uicontrol('parent',mainf,'style','edit','position',[150 110 100 20],'BackgroundColor',[1 1 1],'string',num2str(20000402),'callback','ob1.cei=max(find(data(:,1)==eval(get(ced,''string''))));set(gcf,''userdata'',ob1);');
uicontrol('parent',mainf,'style','text','position',[30 82 110 15],'string','Forecast days')
NF = uicontrol('parent',mainf,'style','edit','position',[150 80 100 20],'BackgroundColor',[1 1 1],'string',num2str(245),'callback','ob1.NF=eval(get(NF,''string''));set(gcf,''userdata'',ob1);');
uicontrol('parent',mainf,'style','push','position',[60 275 160 20],'string','ARX model',...
   'callback','if exist(''parwin''),close(parwin);end;parwin=mfe_pricef_win_arx;');
uicontrol('parent',mainf,'style','push','position',[60 245 160 20],'string','TARX model',...
   'callback','if exist(''parwin''),close(parwin);end;parwin=mfe_pricef_win_tarx;')
uicontrol('parent',mainf,'style','push','position',[60 215 160 20],'string','ARX-GARCH model',...
   'callback','if exist(''parwin''),close(parwin);end;parwin=mfe_pricef_win_arxg(1);');
uicontrol('parent',mainf,'style','push','position',[60 185 160 20],'string','ARX + GARCH model',...
   'callback','if exist(''parwin''),close(parwin);end;parwin=mfe_pricef_win_arxg(2);');
uicontrol('parent',mainf,'style','push','position',[60 15 160 27],'string','Close','BackgroundColor',[0.75 0.75 0.75],...
    'callback','delete(gcf);');

ob1.cbi = min(find(data(:,1)==eval(get(cbd,'string'))));
ob1.cei = max(find(data(:,1)==eval(get(ced,'string'))));
ob1.NF = eval(get(NF,'string'));
ob1.data = data;
set(gcf,'userdata',ob1);