peltwtcn 1.0.0__tar.gz

peltwtcn-1.0.0/CITATION.cff

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+cff-version: 1.2.0
+message: "If you use this software, please cite both the software and the original paper."
+title: "peltwtcn: Hybrid deep-learning carbon price forecasting with PELT structural-break detection and wavelet denoising"
+version: 1.0.0
+type: software
+authors:
+  - family-names: "Roudane"
+    given-names: "Merwan"
+    email: "merwanroudane920@gmail.com"
+    orcid: ""
+repository-code: "https://github.com/merwanroudane/peltwtcn"
+license: MIT
+keywords:
+  - carbon price forecasting
+  - EU ETS
+  - structural breaks
+  - PELT
+  - wavelet denoising
+  - temporal convolutional network
+references:
+  - type: article
+    title: "A Hybrid Deep Learning based Carbon Price Forecasting Framework with Structural Breakpoints Detection and Signal Denoising"
+    authors:
+      - family-names: "Ren"
+        given-names: "Runsheng"
+      - family-names: "Li"
+        given-names: "Jing"
+      - family-names: "Li"
+        given-names: "Yanxiu"
+      - family-names: "Huang"
+        given-names: "Shixun"
+      - family-names: "Shen"
+        given-names: "Jun"
+      - family-names: "Li"
+        given-names: "Wanqing"
+      - family-names: "Le"
+        given-names: "John"
+      - family-names: "Wang"
+        given-names: "Sheng"
+    year: 2025
+    journal: "arXiv preprint"
+    number: "2511.04988"
+    url: "https://arxiv.org/abs/2511.04988"

peltwtcn-1.0.0/LICENSE

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+MIT License
+
+Copyright (c) 2026 Merwan Roudane
+
+Permission is hereby granted, free of charge, to any person obtaining a copy
+of this software and associated documentation files (the "Software"), to deal
+in the Software without restriction, including without limitation the rights
+to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+copies of the Software, and to permit persons to whom the Software is
+furnished to do so, subject to the following conditions:
+
+The above copyright notice and this permission notice shall be included in all
+copies or substantial portions of the Software.
+
+THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
+SOFTWARE.

peltwtcn-1.0.0/MANIFEST.in

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+include README.md
+include LICENSE
+include CITATION.cff
+include requirements.txt
+include pyproject.toml
+include peltwtcn/py.typed
+recursive-include docs *.md
+recursive-include examples *.py
+recursive-include tests *.py
+
+# Deliberately NOT shipped in the distribution:
+#
+#   data/    the EUA price series and its drivers.  These come from
+#            investing.com, Yahoo Finance, the EPU and GPR projects and the
+#            ECB, each under its own terms; redistributing them through PyPI
+#            would be a republication this project has no licence to make.
+#            peltwtcn downloads them on first use into a per-user cache
+#            instead - see peltwtcn.cache_dir.  The git repository keeps them
+#            so the replication is reproducible from a clone.
+#
+#   assets/  the rendered figures, ~8 MB.  They are output, not input, and
+#            examples/run_full_replication.py regenerates them.
+#
+prune data
+prune assets
+prune results
+prune tutorial_output
+
+global-exclude *.py[cod]
+global-exclude __pycache__
+global-exclude *.pdf

peltwtcn-1.0.0/PKG-INFO

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+Metadata-Version: 2.4
+Name: peltwtcn
+Version: 1.0.0
+Summary: Hybrid deep-learning carbon price forecasting with PELT structural-break detection and wavelet denoising
+Author-email: Merwan Roudane <merwanroudane920@gmail.com>
+Maintainer-email: Merwan Roudane <merwanroudane920@gmail.com>
+License: MIT
+Project-URL: Homepage, https://github.com/merwanroudane/peltwtcn
+Project-URL: Repository, https://github.com/merwanroudane/peltwtcn
+Project-URL: Issues, https://github.com/merwanroudane/peltwtcn/issues
+Project-URL: Documentation, https://github.com/merwanroudane/peltwtcn/tree/main/docs
+Keywords: carbon price,EU ETS,structural breaks,PELT,wavelet denoising,LSTM,GRU,temporal convolutional network,forecasting,energy economics
+Classifier: Development Status :: 5 - Production/Stable
+Classifier: Intended Audience :: Science/Research
+Classifier: Intended Audience :: Financial and Insurance Industry
+Classifier: License :: OSI Approved :: MIT License
+Classifier: Operating System :: OS Independent
+Classifier: Programming Language :: Python :: 3
+Classifier: Programming Language :: Python :: 3.9
+Classifier: Programming Language :: Python :: 3.10
+Classifier: Programming Language :: Python :: 3.11
+Classifier: Programming Language :: Python :: 3.12
+Classifier: Topic :: Scientific/Engineering :: Artificial Intelligence
+Classifier: Topic :: Scientific/Engineering :: Information Analysis
+Classifier: Topic :: Office/Business :: Financial :: Investment
+Requires-Python: >=3.9
+Description-Content-Type: text/markdown
+License-File: LICENSE
+Requires-Dist: numpy>=1.21
+Requires-Dist: pandas>=1.4
+Requires-Dist: scipy>=1.8
+Requires-Dist: matplotlib>=3.5
+Requires-Dist: PyWavelets>=1.3
+Requires-Dist: ruptures>=1.1.7
+Requires-Dist: scikit-learn>=1.1
+Requires-Dist: statsmodels>=0.13
+Requires-Dist: requests>=2.25
+Requires-Dist: tabulate>=0.9
+Provides-Extra: deep
+Requires-Dist: tensorflow>=2.12; extra == "deep"
+Provides-Extra: data
+Requires-Dist: yfinance>=0.2.28; extra == "data"
+Requires-Dist: openpyxl>=3.1; extra == "data"
+Provides-Extra: plots
+Requires-Dist: seaborn>=0.12; extra == "plots"
+Provides-Extra: test
+Requires-Dist: pytest>=7.0; extra == "test"
+Requires-Dist: pytest-cov>=4.0; extra == "test"
+Provides-Extra: docs
+Requires-Dist: sphinx>=6.0; extra == "docs"
+Requires-Dist: furo; extra == "docs"
+Provides-Extra: all
+Requires-Dist: tensorflow>=2.12; extra == "all"
+Requires-Dist: yfinance>=0.2.28; extra == "all"
+Requires-Dist: openpyxl>=3.1; extra == "all"
+Requires-Dist: seaborn>=0.12; extra == "all"
+Requires-Dist: pytest>=7.0; extra == "all"
+Dynamic: license-file
+
+# peltwtcn
+
+**A faithful Python implementation of the PELT → wavelet → deep-learning carbon
+price forecasting framework, with the replication audit the paper needs.**
+
+[![Python](https://img.shields.io/badge/python-3.9%2B-blue.svg)](https://www.python.org/)
+[![License: MIT](https://img.shields.io/badge/license-MIT-green.svg)](LICENSE)
+[![Tests](https://img.shields.io/badge/tests-213%20passing-brightgreen.svg)](tests/)
+
+Implements
+
+> Ren, R., Li, J., Li, Y., Huang, S., Shen, J., Li, W., Le, J. and Wang, S.
+> (2025) "A Hybrid Deep Learning based Carbon Price Forecasting Framework with
+> Structural Breakpoints Detection and Signal Denoising",
+> [arXiv:2511.04988](https://arxiv.org/abs/2511.04988).
+
+**Author of this package:** Dr Merwan Roudane —
+<merwanroudane920@gmail.com> —
+[github.com/merwanroudane](https://github.com/merwanroudane)
+
+Everything is built on the **real** EU ETS dataset — 6,113 daily EUA
+observations from 2007-09-10 to 2024-06-04, matching the paper exactly. Nothing
+here is simulated.
+
+---
+
+## Table of contents
+
+1. [What this package does](#1-what-this-package-does)
+2. [Installation](#2-installation)
+3. [Sixty-second quick start](#3-sixty-second-quick-start)
+4. [The three protocols](#4-the-three-protocols)
+5. [Results](#5-results)
+6. [What the replication found](#6-what-the-replication-found)
+7. [The real dataset](#7-the-real-dataset)
+8. [Module map](#8-module-map)
+9. [Documentation](#9-documentation)
+10. [Testing](#10-testing)
+11. [Citation](#11-citation)
+12. [Author](#12-author)
+
+---
+
+## 1. What this package does
+
+The paper's pipeline, end to end, in one call — plus the diagnostics it omits.
+
+- **Three structural break detectors** — PELT (Killick et al., 2012), ICSS
+  (Inclán & Tiao, 1994), Bai–Perron (2003), and the combined BP&ICSS baseline of
+  Lin & Zhang (2022).
+- **Wavelet denoising** in the paper's two-sided form *and* a leakage-free
+  rolling form.
+- **LSTM, GRU and TCN** in Keras, with the paper's exact hyper-parameters. The
+  TCN's dilated causal convolution is written from scratch so it runs on a CPU
+  and is verified for strict causality.
+- **Live data loaders** for the EUA price and its drivers, with a bundled cache.
+- **Publication-quality tables and figures** — LaTeX/booktabs, Markdown, HTML,
+  CSV, Excel; every figure of the paper at 300 dpi.
+- **Diebold–Mariano and Model Confidence Set tests**, plus a random-walk
+  benchmark and Theil's U. The paper reports none of these.
+- **The published Table 1 as a checkable constant**, so any run can be diffed
+  against it.
+
+---
+
+## 2. Installation
+
+```bash
+git clone https://github.com/merwanroudane/peltwtcn.git
+cd peltwtcn
+pip install -e ".[all]"
+```
+
+Extras: `[deep]` TensorFlow · `[data]` yfinance + openpyxl · `[plots]` seaborn ·
+`[test]` pytest. Without TensorFlow everything except the three networks still
+works.
+
+Requires Python ≥ 3.9.
+
+---
+
+## 3. Sixty-second quick start
+
+```python
+import peltwtcn as pw
+
+# 1. the real EUA carbon price plus 13 exogenous drivers
+df = pw.load_paper_dataset()
+print(df.shape)                      # (6113, 14)
+
+# 2. the paper's best model, in a configuration that works out of sample
+pipe = pw.PELTWTPipeline(model="tcn", stationary=True).fit(df)
+print(pipe.summary())
+
+# 3. all five specifications of Table 1
+res = pw.run_experiment(df, stationary=True)
+print(pw.results_table(res.table, fmt="markdown"))
+
+# 4. how does it compare with the published numbers?
+print(pw.compare_with_paper(res.table))
+
+# 5. every figure, at 300 dpi
+pw.set_journal_style()
+pw.save_all_figures(res, df, outdir="assets")
+```
+
+The full replication, all three protocols, tables and figures:
+
+```bash
+python examples/run_full_replication.py
+```
+
+---
+
+## 4. The three protocols
+
+The paper's specification does not survive an honest chronological split. Rather
+than quietly fix it, this package implements all three variants and reports them
+side by side.
+
+| Protocol | Call | What it is |
+|---|---|---|
+| **A** level | `mode="paper", stationary=False` | The faithful replication — the paper's specification, literally. Does not work out of sample. |
+| **B** stationary | `mode="paper", stationary=True` | Same models, same hyper-parameters, applied to the first difference. Levels rebuilt as *last value + predicted change*, so metrics stay in EUR. |
+| **C** causal | `mode="causal", stationary=True` | Adds a causal wavelet, a training-only scaler and a raw target. The only protocol whose numbers are an honest out-of-sample claim. |
+
+`mode="causal"` forces the leak-free settings, so you cannot leave one in by
+accident.
+
+---
+
+## 5. Results
+
+Protocol B on the real dataset, the paper's own settings (50 epochs, early
+stopping), sorted by RMSE:
+
+| Model | MAE | RMSE | MAPE (%) | R² | Theil U | Train (s) |
+|---|---:|---:|---:|---:|---:|---:|
+| ***Random walk*** | ***0.8457*** | ***1.2230*** | ***1.1571*** | ***0.9934*** | ***1.0000*** | ***0.0*** |
+| PELT-WT-GRU | 0.8484 | 1.2361 | 1.1611 | 0.9933 | 1.0107 | 79.1 |
+| PELT-WT-LSTM (multi) | 0.8930 | 1.2615 | 1.2292 | 0.9930 | 1.0315 | 64.9 |
+| BP&ICSS-WT-LSTM | 0.9210 | 1.2847 | 1.2583 | 0.9928 | 1.0505 | 76.7 |
+| PELT-WT-LSTM (uni) | 1.0078 | 1.3459 | 1.4313 | 0.9920 | 1.1005 | 271.1 |
+| PELT-WT-TCN | 1.6752 | 2.1012 | 2.2983 | 0.9806 | 1.7180 | 46.8 |
+
+Two results worth stating plainly. **Every one of the five models has Theil's
+U above 1**, so not one of them beats a random walk. And the paper's ranking
+does not survive: it puts PELT-WT-TCN first, whereas here the TCN comes **last**
+by a clear margin. The rest of the order does reproduce — GRU, then multivariate
+LSTM, then BP&ICSS, then univariate LSTM.
+
+As published in the paper (Table 1, p. 22):
+
+| Model | MAE | RMSE | MAPE (%) | R² |
+|---|---:|---:|---:|---:|
+| BP&ICSS-WT-LSTM | 4.6345 | 5.3878 | 5.8731 | 0.8712 |
+| PELT-WT-LSTM (uni) | 2.3627 | 2.7488 | 3.0582 | 0.9664 |
+| PELT-WT-LSTM (multi) | 1.8192 | 2.2967 | 2.3267 | 0.9765 |
+| PELT-WT-GRU | 1.3308 | 1.6987 | 1.7401 | 0.9872 |
+| **PELT-WT-TCN** | **1.1855** | **1.5866** | **1.6451** | **0.9888** |
+
+Available in code as `pw.PAPER_TABLE1`.
+
+RMSE under all three protocols, so the effect of each change is visible:
+
+| Model | Paper | A level | B stationary | C causal |
+|---|---:|---:|---:|---:|
+| BP&ICSS-WT-LSTM | 5.3878 | 48.8677 | 1.2847 | 1.7253 |
+| PELT-WT-LSTM (uni) | 2.7488 | 43.3046 | 1.3459 | 1.7221 |
+| PELT-WT-LSTM (multi) | 2.2967 | 38.2507 | 1.2615 | **1.7215** |
+| PELT-WT-GRU | 1.6987 | 55.1775 | 1.2361 | 1.7269 |
+| PELT-WT-TCN | 1.5866 | 37.2711 | 2.1012 | 2.2677 |
+| *Random walk* | — | *1.2230* | *1.2230* | *1.7217* |
+
+Under **protocol A**, the paper's specification applied literally, every model
+lands between RMSE 37 and 55 with R² between −5.1 and −12.4, and the forecast
+collapses to a flat band around EUR 20 against a truth of EUR 33–98. That is not
+a bug in this implementation — [§6](#6-what-the-replication-found) explains why,
+and the reasoning is reproducible.
+
+Under **protocol C**, with every look-ahead removed, all four recurrent models
+land within 0.3 % of the random walk and of each other. Theil's U is 1.000 to
+three decimals. The formal tests then settle it:
+
+- Diebold–Mariano, best model vs the random walk: **DM = −0.122, p = 0.9027**.
+  Not significant. No pairwise difference among the four recurrent models is
+  significant either.
+- Model Confidence Set at α = 0.10: **five of six models survive, including the
+  random walk.** The only specification rejected is the paper's own preferred
+  one, PELT-WT-TCN — rejected for being significantly *worse* (p = 0.0000).
+
+Once the leak is removed there is no evidence that any of the paper's five
+architectures forecasts the EUA price better than assuming tomorrow's price
+equals today's.
+
+Full numbers, and the 34 figures, land in `results/` and `assets/`.
+
+### A few of the figures
+
+Structural breaks in the EUA price, matched to the policy chronology
+(the paper's Figure 7):
+
+![Detected structural breaks](assets/fig07_breakpoints.png)
+
+Every model's forecast against the realised price on the test window
+(Figure 14):
+
+![All forecasts](assets/fig15_all_forecasts.png)
+
+Pairwise Diebold–Mariano p-values — the test the paper does not run. Pale cells
+are pairs that cannot be distinguished:
+
+![Diebold-Mariano p-values](assets/fig20_dm_pvalues.png)
+
+---
+
+## 6. What the replication found
+
+Four findings, all reproducible. Details and derivations in
+[`docs/REPLICATION_NOTES.md`](docs/REPLICATION_NOTES.md).
+
+### The models cannot extrapolate past the training range
+
+The EUA price trends hard: the 80 % training window tops out at **EUR 35.14**
+while the test window reaches **EUR 98.01** — 2.79× higher. An LSTM or GRU
+squashes its state through `tanh`, so once inputs leave the range seen in
+training the state saturates and the forecast flattens. Measured, 25 epochs:
+
+| Configuration | RMSE | R² | Prediction range |
+|---|---:|---:|---|
+| one-hot regimes + exogenous (the paper's spec) | 55.18 | −12.37 | EUR 15.4 – 25.9 |
+| exogenous only | 24.01 | −1.53 | EUR 32.2 – 69.2 |
+| denoised price only | 4.42 | 0.914 | EUR 34.3 – 90.5 |
+
+The *more* faithful the configuration, the *worse* it does. `stationary=True`
+fixes it by modelling the change instead of the level.
+
+### One-hot regime dummies cannot describe a future regime
+
+PELT finds 11 breaks, so 12 regimes. After an 80/20 split, regimes **7–11 occur
+only in the test window**: five of the twelve one-hot columns are identically
+zero for every training row, so no network can learn a weight for them. This is
+structural to the paper's `e_t` encoding — the last regime always begins after
+the last training observation.
+
+### The wavelet filter looks ahead
+
+`wavedec`/`waverec` over the whole series is two-sided. Perturbing the price from
+`t = 3000` onwards changes the denoised value as early as `t = 2994` — a
+**six-observation look-ahead**. For a one-step-ahead forecast, one would already
+be too many. Use `denoise_mode="causal"`.
+
+### The paper never benchmarks against a random walk
+
+On this data the no-change forecast gives **RMSE 1.223, R² 0.9934** — better
+than every model in the paper's Table 1, including the winner (1.5866). Plain
+OLS on the same 30-step windows reaches **RMSE 0.8189**. A high R² on a
+near-unit-root series in levels is not evidence of skill.
+
+Neither Diebold–Mariano nor a Model Confidence Set appears in the paper, so none
+of its reported differences is shown to be significant. Both are provided here.
+
+### Two errata
+
+- The abstract's headline **"22.35 % RMSE / 18.63 % MAE"** improvement cannot be
+  recovered from the paper's own Table 1. The true figures are 70.55 % / 74.42 %
+  against `BP&ICSS-WT-LSTM` and 6.60 % / 10.92 % against `PELT-WT-GRU`; no pair
+  of rows gives 22.35 % / 18.63 %. Check it with `pw.improvement_table`.
+- **Training times are reported twice and disagree** (Figure 16 vs the Section
+  4.3 text). Both are kept in `pw.PAPER_TRAIN_TIMES`.
+
+---
+
+## 7. The real dataset
+
+`load_paper_dataset()` returns 6,113 rows × 14 columns, exactly the paper's
+sample size, cached in `data/`.
+
+| Block | Columns |
+|---|---|
+| Target | `Carbon_Price` (EUA spot, EUR/tCO₂) |
+| Energy | `Europe_Coal`, `TTF_Natural_Gas`, `Henry_Hub_Gas`, `Brent_Crude` |
+| Equity / FX | `Euro_Stoxx_50`, `DAX`, `VIX`, `EURUSD` |
+| Uncertainty | `EPU_US`, `EPU_UK`, `GPR`, `EU_10Y_Yield` |
+| Policy | `Policy` (reconstructed — see below) |
+
+**Three features named in the paper have no free feed** and are listed in
+`pw.UNAVAILABLE_FEATURES`: Epex Spot Germany (commercial licence), the Citi
+Economic Surprise Index (Bloomberg/Citi), and 1-week Euribor (EMMI licence).
+Epex is the paper's second-ranked driver, so its absence is material.
+
+**The `Policy` feature is never defined in the paper**, despite being its most
+important predictor (Extra-Trees importance > 0.5). `build_policy_features`
+reconstructs it transparently from the twelve dated events the paper itself
+lists in Section 4.1, as a signed exponentially-decaying impulse plus the EU ETS
+phase number. It is documented as a reconstruction, not the original series.
+
+Your own data works too — any dated frame with a target column:
+
+```python
+pipe = pw.PELTWTPipeline(stationary=True).fit(my_df, price_col="Price")
+```
+
+---
+
+## 8. Module map
+
+| Module | Contents |
+|---|---|
+| `peltwtcn/datasets.py` | live loaders, caching, the policy reconstruction, `POLICY_EVENTS` |
+| `peltwtcn/breaks.py` | PELT, ICSS, Bai–Perron, BP&ICSS, regime encoding |
+| `peltwtcn/wavelet.py` | decomposition, denoising, causal denoising, thresholds |
+| `peltwtcn/features.py` | `z_t` design matrix, sliding windows, scalers |
+| `peltwtcn/models.py` | LSTM, GRU, TCN, weight-normalised dilated causal conv |
+| `peltwtcn/pipeline.py` | `PipelineConfig`, `PELTWTPipeline`, `run_experiment` |
+| `peltwtcn/metrics.py` | MAE/RMSE/MAPE/R²/Theil U, Diebold–Mariano, MCS |
+| `peltwtcn/tables.py` | Table 1, descriptives, break inventory, paper comparison |
+| `peltwtcn/plots.py` | every figure of the paper, journal styling |
+
+---
+
+## 9. Documentation
+
+Start with the tutorial. It is a single script you can run today, and the guide
+is its narrative twin.
+
+| Document | What it covers |
+|---|---|
+| [`examples/tutorial_step_by_step.py`](examples/tutorial_step_by_step.py) | **Start here.** A runnable 13-step tutorial, ~5 minutes, printing what every stage produced |
+| [`docs/TUTORIAL_OUTPUT.md`](docs/TUTORIAL_OUTPUT.md) | The verbatim output of that script, so you can check your own run against it |
+| [`docs/STEP_BY_STEP_GUIDE.md`](docs/STEP_BY_STEP_GUIDE.md) | **How to write the code, stage by stage** — 15 steps, every block runnable, with the reasoning |
+| [`docs/SYNTAX.md`](docs/SYNTAX.md) | Complete API reference: every function, argument and return value |
+| [`docs/REPLICATION_NOTES.md`](docs/REPLICATION_NOTES.md) | What matches the paper, what cannot, and the errata |
+| [`examples/run_full_replication.py`](examples/run_full_replication.py) | All three protocols end to end at the paper's own 50-epoch settings |
+
+```bash
+python examples/tutorial_step_by_step.py     # learn it   (~5 min)
+python examples/run_full_replication.py      # replicate it (~30 min)
+```
+
+---
+
+## 10. Testing
+
+```bash
+pytest                          # everything
+pytest -m "not slow"            # skip the network fits
+pytest -m "not network"         # skip the live downloads
+```
+
+200 fast tests, 13 more that fit networks. Highlights of what is actually verified, rather than merely
+asserted:
+
+- the TCN's dilated convolution is **strictly causal** — perturbing `x_t` for
+  `t ≥ 20` leaves every output before `t = 20` bit-identical — and matches a
+  hand-rolled reference convolution to float32 precision;
+- the wavelet reconstruction identity `A + ΣD = f`;
+- the paper's filter **does** leak and the causal one **does not**;
+- PELT recovers known break locations to within 5 observations, and ICSS finds a
+  variance shift while ignoring a mean shift;
+- Theil's U of a random walk is exactly 1;
+- the bundled dataset is 6,113 rows spanning the paper's exact dates;
+- the 70.55 % and 6.60 % improvement figures, pinned as regression tests.
+
+---
+
+## 11. Citation
+
+If you use this software, please cite both the implementation and the original
+paper. A `CITATION.cff` is included.
+
+```bibtex
+@software{roudane2026peltwtcn,
+  author  = {Roudane, Merwan},
+  title   = {peltwtcn: Hybrid deep-learning carbon price forecasting with
+             PELT structural-break detection and wavelet denoising},
+  year    = {2026},
+  version = {1.0.0},
+  url     = {https://github.com/merwanroudane/peltwtcn},
+  license = {MIT}
+}
+
+@article{ren2025hybrid,
+  author  = {Ren, Runsheng and Li, Jing and Li, Yanxiu and Huang, Shixun and
+             Shen, Jun and Li, Wanqing and Le, John and Wang, Sheng},
+  title   = {A Hybrid Deep Learning based Carbon Price Forecasting Framework
+             with Structural Breakpoints Detection and Signal Denoising},
+  journal = {arXiv preprint arXiv:2511.04988},
+  year    = {2025},
+  url     = {https://arxiv.org/abs/2511.04988}
+}
+```
+
+### Key methodological references
+
+| Reference | DOI |
+|---|---|
+| Bai & Perron (2003), *J. Applied Econometrics* | [10.1002/jae.659](https://doi.org/10.1002/jae.659) |
+| Inclán & Tiao (1994), *JASA* | [10.2307/2290916](https://doi.org/10.2307/2290916) |
+| Killick, Fearnhead & Eckley (2012), *JRSS-B* | [10.1111/j.1467-9868.2011.01004.x](https://doi.org/10.1111/j.1467-9868.2011.01004.x) |
+| Mallat (1989), *IEEE TPAMI* | [10.1109/34.192463](https://doi.org/10.1109/34.192463) |
+| Lin & Zhang (2022), *Process Safety and Env. Protection* | [10.1016/j.psep.2022.08.011](https://doi.org/10.1016/j.psep.2022.08.011) |
+| Liu et al. (2012), *Energy Economics* | [10.1016/j.eneco.2011.09.002](https://doi.org/10.1016/j.eneco.2011.09.002) |
+| Geurts, Ernst & Wehenkel (2006), *Machine Learning* | [10.1007/s10994-006-6226-1](https://doi.org/10.1007/s10994-006-6226-1) |
+| Cho et al. (2014), *EMNLP* | [10.3115/v1/D14-1179](https://doi.org/10.3115/v1/D14-1179) |
+| Bai, Kolter & Koltun (2018) | [arXiv:1803.01271](https://arxiv.org/abs/1803.01271) |
+| Hochreiter & Schmidhuber (1997), *Neural Computation* | [10.1162/neco.1997.9.8.1735](https://doi.org/10.1162/neco.1997.9.8.1735) |
+
+---
+
+## 12. Author
+
+**Dr Merwan Roudane**
+
+- Email: <merwanroudane920@gmail.com>
+- GitHub: [@merwanroudane](https://github.com/merwanroudane)
+
+Other packages: `QuantileOnQuantile`, `mqqr`, `qqkrls`, `mqqcause` (CRAN).
+
+---
+
+## Licence
+
+MIT — see [LICENSE](LICENSE).
+
+The implementation is original work. The methodology is due to Ren et al.
+(2025); please cite them. Redistribution of the underlying price series is
+subject to each provider's own terms.