Time series analysis and forecasting with ECOTOOL


Autoři: Diego J. Pedregal aff001
Působiště autorů: ETSI Industriales, Universidad de Castilla-La Mancha, Ciudad Real, Spain aff001
Vyšlo v časopise: PLoS ONE 14(10)
Kategorie: Research Article
doi: 10.1371/journal.pone.0221238

Souhrn

This paper presents ECOTOOL, a new free MATLAB toolbox that embodies several routines for identification, validation and forecasting of dynamic models. The toolbox includes a wide range of exploratory, descriptive and diagnostic statistical tools with visual support, designed in easy-to-use Graphical User Interfaces. It also incorporates complex automatic procedures for identification, exact maximum likelihood estimation and outlier detection for many types of models available in the literature (like multi-seasonal ARIMA models, transfer functions, Exponential Smoothing, Unobserved Components, VARX). ECOTOOL is the outcome of a long period of programming effort with the aim of producing a user friendly toolkit such that, just a few lines of code written in MATLAB are able to perform a comprehensive analysis of time series. The toolbox is supplied with an in-depth documentation system and online help and is available on the internet. The paper describes the main functionalities of the toolbox, and its power is shown working on several real examples.

Klíčová slova:

Carbon dioxide – Electricity – Forecasting – Graphical user interfaces – Polynomials – Random walk – Seasons – Transfer functions


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Článek vyšel v časopise

PLOS One


2019 Číslo 10